The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation
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Author
Coleman, Thomas F.
Verma, Arun
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.
Date Issued
1995-12
Publisher
Cornell University
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/95-225
Type
technical report