Computing Large Sparse Jacobian Matrices Using Automatic Differentiation

DOI10.1137/0915020zbMath0799.65018OpenAlexW2083257046WikidataQ57389682 ScholiaQ57389682MaRDI QIDQ4294364

Alan Carle, Christian H. Bischof, B. M. Averick, Andreas Griewank, Jorge J. Moré

Publication date: 30 June 1994

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8e9fd41a943527500ee5ff72db4ab06f6fde458f

zbMATH Keywords

automatic differentiationcomputational efficiencydifference approximationslarge sparse Jacobian matriceshand- codinglarge-scale scientific problemsMINPACK-2 test problem collection

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Related Items

Efficient computation of gradients and Jacobians by dynamic exploitation of sparsity in automatic differentiation, TIME-PARALLEL COMPUTATION OF PSEUDO-ADJOINTS FOR A LEAPFROG SCHEME, Sensitivity Analysis and Computations of the Time Relaxation Model, Compact sparse symbolic Jacobian computation in large systems of ODEs, Piecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimization, Optimal direct determination of sparse Jacobian matrices

Uses Software

• ADIFOR
• MINPACK-2