THE EFFICIENT COMPUTATION OF SPARSE JACOBIAN MATRICES USING AUTOMATICDIFFERENTIATION

Citation
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
Citations number
15
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
1064-8275
Volume
19
Issue
4
Year of publication
1998
Pages
1210 - 1233
Database
ISI
SICI code
1064-8275(1998)19:4<1210:TECOSJ>2.0.ZU;2-0
Abstract
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.