Fast Automatic Differentiation Jacobians by Compact LU Factorization

DOI10.1137/050644847MaRDI QIDQ5320681zbMATH OpenOpenAlexFDO

Authors Emmanuel Tadjouddine, John D. Pryce

Publication date 22 July 2009

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL http://orca.cf.ac.uk/49127/1/Pryce%202008.pdf

zbMATH Keywords

abstract computational graphautomatic differentiationLU factorizationsource transformationsparse matrixvertex elimination

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Complexity and performance of numerical algorithms (65Y20) Applications of mathematical programming (90C90)

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(4)

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Describes a project that uses

Uses Software

• ADIFOR

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