WebISSN 1088-6842(online) ISSN 0025-5718(print) Journals Home Search Search WebIn many nonlinear problems it is necessary to estimate the Jacobian matrix of a nonlinear mapping F. In large scale problems the Jacobian of F is usually sparse, and then estimation by differences is attractive because the number of differences can be small compared to the dimension of the problem. For example, if the Jacobian matrix is …
,y1-81-3 (> ANL-81 -39 ESTIMATION OF SPARSE JACOBIAN MATRICES …
WebIn large scale problems the Jacobian of F is usually sparse, and then estimation by differences is attractive because the number of differences can be small compared to the dimension of the problem. For example, if the Jacobian matrix is banded then the number of differences needed to estimate the Jacobian matrix is, at most, the width of the band. WebThe computation of large sparse Jacobian matrices is required in many important large-scale scientific problems. Three approaches to computing such matrices are considered: hand-coding, difference approximations, and automatic differentiation using the ADIFOR (automatic differentiation in Fortran) tool. The authors compare the numerical reliability … candlelight inn for sale
How to deal with sparse Jacobians? - Optimization …
WebColeman TF, Cai JY (1986). “The Cyclic Coloring Problem and Estimation of Sparse Hessian Matrices.” SIAM Journal on Algebraic Discrete Methods, 7(2), 221–235. … Web8 de ago. de 2003 · The accumulation of the Jacobian matrix F’ of a vector function can be regarded as a transformation of its linearized computational graph into a subgraph of the directed complete bipartite ... G., Ramsdell, J.: Estimation of sparse jacobian Matrices. SIAM J. Alg. Dis. Meth. 4, 404–417 (1983) MathSciNet MATH Google ... WebGiven a mapping with a sparse Jacobian matrix, we investigate the problem of minimizing the number of function evaluations needed to estimate the Jacobian matrix by differences. We show that this problem can be attacked as a graph coloring problem and that this approach leads to very efficient algorithms. fish restaurants in medford or