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Adjoint-based exact Hessian computation |
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| Authors: | Ito Shin-ichi Matsuda Takeru Miyatake Yuto |
| Institution: | 1.Earthquake Research Institute, The University of Tokyo, Tokyo, Japan ;2.Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo, Tokyo, Japan ;3.RIKEN Center for Brain Science, Saitama, Japan ;4.Cybermedia Center, Osaka University, Osaka, Japan ; |
| Abstract: | BIT Numerical Mathematics - We consider a scalar function depending on a numerical solution of an initial value problem, and its second-derivative (Hessian) matrix for the initial value. The need... |
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