BibTeX
@INCOLLECTION{
Coleman1996SaE,
author = "Thomas F. Coleman and Arun Verma",
editor = "Martin Berz and Christian Bischof and George Corliss and Andreas Griewank",
title = "Structure and Efficient {J}acobian Calculation",
booktitle = "Computational Differentiation: Techniques, Applications, and Tools",
pages = "149--159",
publisher = "SIAM",
address = "Philadelphia, PA",
key = "Coleman1996SaE",
crossref = "Berz1996CDT",
abstract = "Many computational tasks require the determination of the Jacobian matrix, at a
given argument, for a large nonlinear system of equations. Calculation or approximation of a Newton
step is a related task. The development of robust automatic differentiation (AD) software allows for
``painless'' and accurate calculation of these quantities; however, straightforward
application of AD software on large-scale problems can require an inordinate amount of computation.
Fortunately, large-scale systems of nonlinear equations typically exhibit either sparsity or
structure in their Jacobian matrices. In this paper, we proffer general approaches for exploiting
sparsity and structure to yield efficient ways to determine Jacobian matrices (and Newton steps) via
automatic differentiation.",
keywords = "Newton step, Jacobian structure, Jacobian sparsity.",
referred = "[Griewank2002VJS], [Hossain2002RtN].",
year = "1996",
ad_theotech = "Sparsity"
}
|