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The efficient computation of sparse Jacobian matrices using automaticdifferentiation

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
1995-11Publisher
Cornell University
Subject
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