The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation
| dc.contributor.author | Coleman, Thomas F. | en_US |
| dc.contributor.author | Verma, Arun | en_US |
| dc.date.accessioned | 2007-04-04T16:14:21Z | |
| dc.date.available | 2007-04-04T16:14:21Z | |
| dc.date.issued | 1995-12 | en_US |
| dc.description.abstract | This paper is concerned with the efficient computation of sparse Jacobian matrices of nonlinear vector maps using automatic differentiation (AD). Specifically, we propose the use of a graph coloring technique, bi-coloring, to exploit the sparsity of the Jacobian matrix J and thereby allow for the efficient determination of J using AD software. We analyze both a direct scheme and a substitution process. We discuss the results of numerical experiments indicating significant practical potential of this approach. | en_US |
| dc.format.extent | 376377 bytes | |
| dc.format.extent | 441930 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/95-225 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/5560 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | theory center | en_US |
| dc.subject | sparse Jacobian matrices | en_US |
| dc.subject | nonlinear systems of equations | en_US |
| dc.subject | nonlinear least squares | en_US |
| dc.subject | graph coloring | en_US |
| dc.subject | bi-coloring | en_US |
| dc.subject | automatic differentiation | en_US |
| dc.subject | computational differentiation | en_US |
| dc.subject | sparse finite differencing | en_US |
| dc.subject | partition problem | en_US |
| dc.subject | NP-complete problems | en_US |
| dc.subject | ADOL-C | en_US |
| dc.title | The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation | en_US |
| dc.type | technical report | en_US |