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madness (version 0.2.7)

madness-pkg: Multivariate Automatic Differentiation.

Description

Automatic Differentiation of Matrix Operations.

Arguments

Legal Mumbo Jumbo

madness is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.

Author

Steven E. Pav shabbychef@gmail.com

Steven E. Pav shabbychef@gmail.com

References

Griewank, Andreas and Walther, Andrea. "Evaluating Derivatives: principles and techniques of algorithmic differentiation." SIAM (2008).

Petersen, Kaare Brandt and Pedersen, Michael Syskind. "The Matrix Cookbook." Technical University of Denmark (2012). http://www2.imm.dtu.dk/pubdb/p.php?3274

Magnus, Jan R. and Neudecker, H. "Matrix Differential Calculus with Applications in Statistics and Econometrics." 3rd Edition. Wiley Series in Probability and Statistics: Texts and References Section (2007).

Magnus, Jan R. and Neudecker, H. "The elimination matrix: some lemmas and applications," SIAM Journal on Algebraic Discrete Methods 1, no. 4 (1980): 422-449. http://www.janmagnus.nl/papers/JRM008.pdf

Magnus, Jan R. and Neudecker, H. "Symmetry, 0-1 Matrices and Jacobians," Econometric Theory 2 (1986): 157-190. http://www.janmagnus.nl/papers/JRM014.pdf,

Fackler, Paul L. "Notes on Matrix Calculus." (2005). http://www4.ncsu.edu/~pfackler/MatCalc.pdf

MM: DO use @importFrom (whimps use full imports ..) !