Square-root Kalman filters propagate state covariances in Cholesky-factor form for numerical stability, and are a natural target for gradient-based parameter learning in state-space models. Their core operation, triangularization of a matrix $M \in \mathbb{R}^{n \times m}$, is computed via a QR decomposition in practice, but naively differentiating through it causes two problems: the semi-orthogonal factor is non-unique when $m > n$, yielding undefined gradients; and the standard Jacobian formula involves inverses, which diverges when $M$ is rank-deficient. Both are resolved by the observation that all filter outputs relevant to learning depend on the input matrix only through the Gramian $MM^\top$, so the composite loss is smooth in $M$ even where the triangularization is not. We derive a closed-form chain-rule directly from the differential of this Gramian identity, prove it exact for the Kalman log-marginal likelihood and filtered moments, and extend it to rank-deficient inputs via a two-component decomposition: a column-space term based on the Moore--Penrose pseudoinverse, and a null-space correction for perturbations outside the column space of $M$.

Our code is available at https://github.com/sail-sg/stde

Manyapplicationsinmachine learning relyongradient-based optimization, oratleasttheefficient calculation of derivatives of models expressed as computer programs. Researchers have a wide variety of tools from which they can choose, particularly if they are using the Python language [21,16,24,2,1].

Determinantal varieties -- the sets of bounded-rank matrices or tensors -- have attracted growing interest in low-rank optimization. The tangent cone to low-rank sets is widely studied and underpins a range of geometric methods. The second-order geometry, which encodes curvature information, is more intricate. In this work, we develop a unified framework to derive explicit formulas for both first- and second-order tangent sets to various low-rank sets, including low-rank matrices, tensors, symmetric matrices, and positive semidefinite matrices. The framework also accommodates the intersection of a low-rank set and another set satisfying mild assumptions, thereby yielding a tangent intersection rule. Through the lens of tangent sets, we establish a necessary and sufficient condition under which a nonsmooth problem and its smooth parameterization share equivalent second-order stationary points. Moreover, we exploit tangent sets to characterize optimality conditions for low-rank optimization and prove that verifying second-order optimality is NP-hard. In a separate line of analysis, we investigate variational geometry of the graph of the normal cone to matrix varieties, deriving the explicit Bouligand tangent cone, Fréchet and Mordukhovich normal cones to the graph. These results are further applied to develop optimality conditions for low-rank bilevel programs.

In this paper, we introduce a systematic framework beyond conventional method to assess LLMs' mathematical-reasoning robustness by stress-testing them on advanced math problems that are mathematically equivalent but with linguistic and parametric variation. These transformations allow us to measure the sensitivity of LLMs to non-mathematical perturbations, thereby enabling a more accurate evaluation of their mathematical reasoning capabilities. Using this new evaluation methodology, we created PutnamGAP, a new benchmark dataset with multiple mathematically-equivalent variations of competition-level math problems. With the new dataset, we evaluate multiple families of representative LLMs and examine their robustness. Across 18 commercial and open-source models we observe sharp performance degradation on the variants. OpenAI's flagship reasoning model, O3, scores 51.5% on the originals but drops by 4.7 percentage points on surface-renaming variants, and by 12.9 percentage points on parametric variants, while smaller models fare far worse. Overall, the results show that the proposed new evaluation methodology is effective for deepening our understanding of the robustness of LLMs and generating new insights for further improving their mathematical reasoning capabilities.

Automated theorem proving in Euclidean geometry, particularly for International Mathematical Olympiad (IMO) level problems, remains a major challenge and an important research focus in Artificial Intelligence. In this paper, we present a highly efficient method for geometry theorem proving that runs entirely on CPUs without relying on neural network-based inference. Our initial study shows that a simple random strategy for adding auxiliary points can achieve silver-medal level human performance on IMO. Building on this, we propose HAGeo, a Heuristic-based method for adding Auxiliary constructions in Geometric deduction that solves 28 of 30 problems on the IMO-30 benchmark, achieving gold-medal level performance and surpassing AlphaGeometry, a competitive neural network-based approach, by a notable margin. To evaluate our method and existing approaches more comprehensively, we further construct HAGeo-409, a benchmark consisting of 409 geometry problems with human-assessed difficulty levels. Compared with the widely used IMO-30, our benchmark poses greater challenges and provides a more precise evaluation, setting a higher bar for geometry theorem proving.

In most applications of interest (e.g., modeling images), we have

Tangent is the first AD framework using SCT in a dynamically typed language.

This paper presents the classification of a general quadric into an axisymmetric quadric (AQ) and the solution to the problem of the proximity of a given point to an AQ. The problem of proximity in $R^3$ is reduced to the same in $R^2$, which is not found in the literature. A new method to solve the problem in $R^2$ is used based on the geometrical properties of the conics, such as sub-normal, length of the semi-major axis, eccentricity, slope and radius. Furthermore, the problem in $R^2$ is categorised into two and three more sub-cases for parabola and ellipse/hyperbola, respectively, depending on the location of the point, which is a novel approach as per the authors' knowledge. The proposed method is suitable for implementation in a common programming language, such as C and proved to be faster than a commercial library, namely, Bullet.

Our code is available at https://github.com/sail-sg/stde