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Lyons, Andrew ; Safro, Ilya

Randomized Heuristics for Exploiting Jacobian Scarcity

09061.LyonsAndrew.ExtAbstract.2086.pdf (0.1 MB)


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.

BibTeX - Entry

  author =	{Andrew Lyons and Ilya Safro},
  title =	{Randomized Heuristics for Exploiting Jacobian Scarcity},
  booktitle =	{Combinatorial Scientific Computing},
  year =	{2009},
  editor =	{Uwe Naumann and Olaf Schenk and Horst D. Simon and Sivan Toledo},
  number =	{09061},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{},
  annote =	{Keywords: Jacobian, scarcity, accumulation, directed acyclic graph}

Keywords: Jacobian, scarcity, accumulation, directed acyclic graph
Seminar: 09061 - Combinatorial Scientific Computing
Issue Date: 2009
Date of publication: 24.07.2009

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