Randomized Heuristics for Exploiting Jacobian Scarcity

Authors Andrew Lyons, Ilya Safro



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Andrew Lyons
Ilya Safro

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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

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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