Optimal Estimation of Jacobian and Hessian Matrices That Arise in Finite Difference Calculations

DOI10.2307/2007400zbMath0554.65085OpenAlexW4243117641MaRDI QIDQ3217555

Donald Goldfarb, Phillipe L. Toint

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2007400

zbMATH Keywords

finite differencescoveringsestimating sparse Jacobian matricesestimation of sparse Hessian matricesforward computational moleculefull computational moleculelower triangular substitution

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite difference methods for boundary value problems involving PDEs (65N06) Applications to the sciences (65Z05) Numerical differentiation (65D25) Linear higher-order PDEs (35G05)

Related Items

Extending Hierarchical Probing for Computing the Trace of Matrix Inverses, Approximating Hessians in unconstrained optimization arising from discretized problems, A Jacobian-free approximate Newton-Krylov startup strategy for RANS simulations, Quasi-Newton acceleration for equality-constrained minimization, The Cyclic Coloring Problem and Estimation of Sparse Hessian Matrices

Uses Software

• PDETWO