Loading [MathJax]/jax/output/SVG/config.js
Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zh. Vychisl. Mat. Mat. Fiz.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2015, Volume 55, Number 9, Pages 1460–1473
DOI: https://doi.org/10.7868/S0044466915090112 (Mi zvmmf10259) 		 
Differentiating matrix orthogonal transformations

M. V. Kulikovaa, J. V. Tsyganovab

a CEMAT, Instituto Superior Técnico, TU Lisbon, Av. Rovisco Pais, 1049-001, Lisboa, Portugal
b Ul'yanovsk State University, ul. L'va Tolstogo 42, Ul'yanovsk, 432600, Russia
Full-text PDF (143 kB)
References:
PDF
HTML
DOI: https://doi.org/10.7868/S0044466915090112
Abstract: New numerical algorithms for differentiating matrix orthogonal transformations are constructed. They do not require that the derivatives of the orthogonal transformation matrix be available. An example is given how these algorithms can be applied to the numerically stable calculation of a solution to the discrete-time matrix Riccati sensitivity equation.
Key words: matrix differentiation, matrix orthogonal transformations, differentiation of matrix orthogonal transformations, discrete-time matrix Riccati equation, discrete-time matrix Riccati sensitivity equation.
Received: 16.01.2012
Revised: 16.08.2013
English version:
Computational Mathematics and Mathematical Physics, 2015, Volume 55, Issue 9, Pages 1419–1431
DOI: https://doi.org/10.1134/S0965542515090109
Bibliographic databases:
Document Type: Article
UDC: 519.61
Language: Russian
Citation: M. V. Kulikova, J. V. Tsyganova, “Differentiating matrix orthogonal transformations”, Zh. Vychisl. Mat. Mat. Fiz., 55:9 (2015), 1460–1473; Comput. Math. Math. Phys., 55:9 (2015), 1419–1431
Citation in format AMSBIB
\Bibitem{KulTsy15}
\by M.~V.~Kulikova, J.~V.~Tsyganova
\paper Differentiating matrix orthogonal transformations
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2015
\vol 55
\issue 9
\pages 1460--1473
\mathnet{http://mi.mathnet.ru/zvmmf10259}
\crossref{https://doi.org/10.7868/S0044466915090112}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3396521}
\elib{https://elibrary.ru/item.asp?id=24045303}
\transl
\jour Comput. Math. Math. Phys.
\yr 2015
\vol 55
\issue 9
\pages 1419--1431
\crossref{https://doi.org/10.1134/S0965542515090109}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000361438500001}
\elib{https://elibrary.ru/item.asp?id=24950057}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84941966258}
Linking options:
  • https://www.mathnet.ru/eng/zvmmf10259
  • https://www.mathnet.ru/eng/zvmmf/v55/i9/p1460
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
    Statistics & downloads:
    Abstract page:267
    Full-text PDF :94
    References:59
    First page:9
     
      Contact us:
    math-net2025_04@mi-ras.ru     		 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025