René Lamour

Sebastian F. Walter, Lutz Lehmann, René Lamour

We address the task of higher-order derivative evaluation of computer programs that contain QR decompositions and real symmetric eigenvalue decompositions. The approach is a combination of univariate Taylor polynomial arithmetic and matrix calculus in the (combined) forward/reverse mode of Algorithmic Differentiation (AD). Explicit algorithms are derived and presented in an accessible form. The approach is illustrated via examples.

Diana Estévez Schwarz, René Lamour, Roswitha März

We analyze different approaches to differential-algebraic equations with attention to the implemented rank conditions of various matrix functions. These conditions are apparently very different and certain rank drops in some matrix functions actually indicate a critical solution behavior. We look for common ground by considering various index and regularity notions from literature generalizing the Kronecker index of regular matrix pencils. In detail, starting from the most transparent reduction framework, we work out a comprehensive regularity concept with canonical characteristic values applicable across all frameworks and prove the equivalence of thirteen distinct definitions of regularity. This makes it possible to use the findings of all these concepts together. Additionally, we show why not only the index but also these canonical characteristic values are crucial to describe the properties of the DAE.