DagSemProc.09061.15.pdf
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Randomized Heuristics for Exploiting Jacobian Scarcity
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Dagstuhl Seminar Proceedings, Volume 9061
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2009-07-24
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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)
https://doi.org/10.4230/DagSemProc.09061.15
https://doi.org/10.4230/DagSemProc.09061.15
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.
Keywords
- Jacobian
- scarcity
- accumulation
- directed acyclic graph
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