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AD 2000 - From Simulation to Optimization
June 19-23, 2000
INRIA Sophia Antipolis
Sophia Antipolis, France

Organizers
George Corliss, Christele Faure, Andre Galligo, Andreas Griewank, Laurent Hascoet, Uwe Naumann

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Reducing the number of AD passes for computing a partitioned sparse Jacobian matrix
by
Shahadat Hossain
University of Lethbridge
Coauthors: Trond Steihaug (University of Bergen)

A reduction in the computational work is possible if we do not require that the nonzeros of a Jacobian matrix be determined directly. If a column or row partition is available, the proposed substitution technique can be used to reduce the number of groups in the partition further. In this talk, we present a substitution method to determine sparse Jacobian matrices efficiently using a forward or reverse or a combination of reverse and forward modes of AD. Specifically, if it is true that the difference between the maximum number of nonzeros in a column or row, and the number of groups in the corresponding partition is large, then the proposed method can save many AD passes. This is supported by numerical examples.

Keywords: Sparse Jacobians, Indirect methods, Partition

http://www.cs.uleth.ca/~hossain/extndabstract.ps

Date received: February 10, 2000

Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Mathematical Conference Abstracts. Document # cads-60.