Efficient Jacobian Determination by Structure-Revealing Automatic Differentiation
Abstract
This thesis is concerned with the efficient computation of Jacobian matrices of nonlinear
vector maps using automatic differentiation (AD). Specifically, we propose the use of
two directed edge separator methods, the weighted minimum separator and natural order separator methods, to exploit the structure of the computational graph of the nonlinear system.This allows for the efficient determination of the Jacobian matrix using AD software. We will illustrate the promise of this approach with computational experiments.
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Cite this version of the work
Xin Xiong
(2014).
Efficient Jacobian Determination by Structure-Revealing Automatic Differentiation. UWSpace.
http://hdl.handle.net/10012/8197
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