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On evaluating higher-order derivatives of the QR decomposition of tall matrices with full column rank in forward and reverse mode algorithmic differentiation.
Sebastian F. Walter
Lutz Lehmann
René Lamour
Published in:
Optim. Methods Softw. (2012)
Keyphrases
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higher order
qr decomposition
singular value decomposition
singular values
data matrix
high order
dimension reduction
rows and columns
pairwise
least squares
low rank
scatter matrices
decomposition method
data sets
data analysis
binary matrix