Multiple vector-Jacobian products are cheap

Abstract:

A study is carried out to examine what statements can be made about the relative costs of obtaining various quantities for a linear or nonlinear mapping between Euclidean spaces. The only assumption is that the vector function is evaluated by a computer program as a composition of arithmetic operations and univariate algebraic or transcendental functions. It is shown that vector-Jacobian products can in principle be obtained at the same operations count as Jacobian-vector products.

Año de publicación:

1999

Keywords:

Fuente:

scopus