Automatic Computation of Sparse Jacobians byApplying the Method of Newsam and Ramsdell

  title={Automatic Computation of Sparse Jacobians byApplying the Method of Newsam and Ramsdell},
  author={Uwe and Geitnery and Jean and Utkey and Andreas and GriewankyAbstractThe},
  • Uwe, Geitnery, +3 authors GriewankyAbstractThe
  • Published 1995
The computation of sparse Jacobians is a common subproblem in iterative numerical algorithms. The sparsity structure is not always known a priori and may sometimes change from point to point. The subject of this paper is the automatic detection of the sparsity structure and its exploitation for an eecient computation of Jacobians using automatic diierentiation, graph coloring, and fast solution algorithms for Vandermonde systems. Many numerical algorithms for the solution of optimization… CONTINUE READING


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