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  5. The efficient computation of sparse Jacobian matrices using automaticdifferentiation

The efficient computation of sparse Jacobian matrices using automaticdifferentiation

File(s)
95-1557.ps (418.71 KB)
95-1557.pdf (357.81 KB)
Permanent Link(s)
https://hdl.handle.net/1813/7214
Collections
Computer Science Technical Reports
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
1995-11
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR95-1557
Type
technical report

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