|
|
Exploiting Sparsity in Jacobian Computation via Coloring and Automatic Differentiation: A Case Study in a Simulated Moving Bed Process-
incollection
- | |
|
Author(s)
Assefaw H. Gebremedhin
, Alex Pothen
, Andrea Walther
|
Published in Advances in Automatic Differentiation
|
Editor(s) Christian H. Bischof, H. Martin Bücker, Paul D. Hovland, Uwe Naumann, J. Utke |
Year 2008 |
Publisher Springer |
Abstract Using a model from a Chromatographic separation process in chemical engineering, we demonstrate that large, sparse Jacobians of fairly complex structures can be computed accurately and efficiently by using automatic differentiation (ad) in combination with a four-step procedure involving matrix compression and de-compression. For the detection of sparsity pattern (step 1), we employ a new operator overloading-based implementation of a technique that relies on propagation of index domains. To obtain the seed matrix to be used for compression (step 2), we use a distance-2 coloring of the bipartite graph representation of the Jacobian. The compressed Jacobian is computed using the vector forward mode of ad (step 3). A simple routine is used to directly recover the entries of the Jacobian from the compressed representation (step 4). Experimental results using ADOL-C show that the runtimes of each of these steps is in complete agreement with theoretical analysis, and the total runtime is found to be only about a hundred times the time needed for evaluating the function itself. The alternative approach of computing the Jacobian without exploiting sparsity is infeasible. |
Cross-References Bischof2008AiA |
AD Tools ADOL-C |
AD Theory and Techniques Sparsity |
BibTeX
@INCOLLECTION{
Gebremedhin2008ESi,
author = "Assefaw H. Gebremedhin and Alex Pothen and Andrea Walther",
title = "Exploiting Sparsity in {J}acobian Computation via Coloring and Automatic
Differentiation: {A} Case Study in a Simulated Moving Bed Process",
doi = "10.1007/978-3-540-68942-3_29",
pages = "327--338",
abstract = "Using a model from a Chromatographic separation process in chemical engineering, we
demonstrate that large, sparse Jacobians of fairly complex structures can be computed accurately and
efficiently by using automatic differentiation (AD) in combination with a four-step procedure
involving matrix compression and de-compression. For the detection of sparsity pattern (step 1), we
employ a new operator overloading-based implementation of a technique that relies on propagation of
index domains. To obtain the seed matrix to be used for compression (step 2), we use a distance-2
coloring of the bipartite graph representation of the Jacobian. The compressed Jacobian is computed
using the vector forward mode of AD (step 3). A simple routine is used to directly recover the
entries of the Jacobian from the compressed representation (step 4). Experimental results using
ADOL-C show that the runtimes of each of these steps is in complete agreement with theoretical
analysis, and the total runtime is found to be only about a hundred times the time needed for
evaluating the function itself. The alternative approach of computing the Jacobian without
exploiting sparsity is infeasible.",
crossref = "Bischof2008AiA",
booktitle = "Advances in Automatic Differentiation",
publisher = "Springer",
editor = "Christian H. Bischof and H. Martin B{\"u}cker and Paul D. Hovland and Uwe
Naumann and J. Utke",
isbn = "978-3-540-68935-5",
issn = "1439-7358",
year = "2008",
ad_tools = "ADOL-C",
ad_theotech = "Sparsity"
}
| |
back
|
|