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  2. Matrix calculus - Wikipedia

    en.wikipedia.org/wiki/Matrix_calculus

    In mathematics, matrix calculus is a specialized notation for doing multivariable calculus, especially over spaces of matrices.It collects the various partial derivatives of a single function with respect to many variables, and/or of a multivariate function with respect to a single variable, into vectors and matrices that can be treated as single entities.

  3. Jacobi's formula - Wikipedia

    en.wikipedia.org/wiki/Jacobi's_formula

    In matrix calculus, Jacobi's formula expresses the derivative of the determinant of a matrix A in terms of the adjugate of A and the derivative of A. [1]If A is a differentiable map from the real numbers to n × n matrices, then

  4. Hessian automatic differentiation - Wikipedia

    en.wikipedia.org/wiki/Hessian_automatic...

    As an example, the figure on the left shows the sparsity pattern of the Hessian matrix where the columns have been appropriately coloured in such a way to allow columns of the same colour to be merged without incurring in a collision between elements. There are a number of colouring techniques, each with a specific recovery technique.

  5. Matrix differential equation - Wikipedia

    en.wikipedia.org/wiki/Matrix_differential_equation

    The matrix equation ˙ = + with n×1 parameter constant vector b is stable if and only if all eigenvalues of the constant matrix A have a negative real part.. The steady state x* to which it converges if stable is found by setting

  6. Five-point stencil - Wikipedia

    en.wikipedia.org/wiki/Five-point_stencil

    An illustration of the five-point stencil in one and two dimensions (top, and bottom, respectively). In numerical analysis, given a square grid in one or two dimensions, the five-point stencil of a point in the grid is a stencil made up of the point itself together with its four "neighbors".

  7. Jacobian matrix and determinant - Wikipedia

    en.wikipedia.org/wiki/Jacobian_matrix_and...

    In vector calculus, the Jacobian matrix (/ dʒ ə ˈ k oʊ b i ə n /, [1] [2] [3] / dʒ ɪ-, j ɪ-/) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of ...

  8. Hessian matrix - Wikipedia

    en.wikipedia.org/wiki/Hessian_matrix

    In mathematics, the Hessian matrix, Hessian or (less commonly) Hesse matrix is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables.

  9. Derivation (differential algebra) - Wikipedia

    en.wikipedia.org/wiki/Derivation_(differential...

    The Pincherle derivative is an example of a derivation in abstract algebra. If the algebra A is noncommutative, then the commutator with respect to an element of the algebra A defines a linear endomorphism of A to itself, which is a derivation over K .