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Randomized Heuristics for Exploiting Jacobian Scarcity

Authors: Andrew Lyons and Ilya Safro

Published in: Dagstuhl Seminar Proceedings, Volume 9061, Combinatorial Scientific Computing (2009)


Abstract
Griewank and Vogel introduced the notion of Jacobian scarcity, which generalizes the properties of sparsity and rank to capture a kind of deficiency in the degrees of freedom of the Jacobian matrix $F'(mathbf{x}).$ We describe new randomized heuristics that exploit scarcity for the optimized evaluation of collections of Jacobian-vector or Jacobian-transpose-vector products.

Cite as

Andrew Lyons and Ilya Safro. Randomized Heuristics for Exploiting Jacobian Scarcity. In Combinatorial Scientific Computing. Dagstuhl Seminar Proceedings, Volume 9061, pp. 1-2, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)


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@InProceedings{lyons_et_al:DagSemProc.09061.15,
  author =	{Lyons, Andrew and Safro, Ilya},
  title =	{{Randomized Heuristics for Exploiting Jacobian Scarcity}},
  booktitle =	{Combinatorial Scientific Computing},
  pages =	{1--2},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9061},
  editor =	{Uwe Naumann and Olaf Schenk and Horst D. Simon and Sivan Toledo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.09061.15},
  URN =		{urn:nbn:de:0030-drops-20868},
  doi =		{10.4230/DagSemProc.09061.15},
  annote =	{Keywords: Jacobian, scarcity, accumulation, directed acyclic graph}
}
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