Tf. Coleman et A. Verma, THE EFFICIENT COMPUTATION OF SPARSE JACOBIAN MATRICES USING AUTOMATICDIFFERENTIATION, SIAM journal on scientific computing, 19(4), 1998, pp. 1210-1233
This paper is concerned with the efficient computation of sparse Jacob
ian matrices of nonlinear vector maps using automatic differentiation
(AD). Specifically, we propose the use of a graph coloring technique,
bicoloring, to exploit the sparsity of the Jacobian matrix J and there
by allow for the efficient determination of J using AD software. We an
alyze both a direct scheme and a substitution process. We discuss the
results of numerical experiments indicating significant practical pote
ntial of this approach.