Date
Thu, 27 Nov 2003
Time
14:00 - 15:00
Location
Comlab
Speaker
Prof Andreas Griewank
Organisation
University of Dresden

To numerical analysts and other applied mathematicians Jacobians and Hessians

are matrices, i.e. rectangular arrays of numbers or algebraic expressions.

Possibly taking account of their sparsity such arrays are frequently passed

into library routines for performing various computational tasks.

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A central goal of an activity called automatic differentiation has been the

accumulation of all nonzero entries from elementary partial derivatives

according to some variant of the chainrule. The elementary partials arise

in the user-supplied procedure for evaluating the underlying vector- or

scalar-valued function at a given argument.

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We observe here that in this process a certain kind of structure that we

call "Jacobian scarcity" might be lost. This loss will make the subsequent

calculation of Jacobian vector-products unnecessarily expensive.

Instead we advocate the representation of the Jacobian as a linear computational

graph of minimal complexity. Many theoretical and practical questions remain unresolved.

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