2nd European Workshop on Automatic Differentiation

Thursday November 17- Friday November 18, 2005

Whitworth Conference Centre

Cranfield University (Shrivenham Campus)

Defence Academy of the UK

Shrivenham, Swindon

Andrew Lyons (Vanderbilt University, USA)

Trading Fill-in for Fill-out in Sparse Gaussian-like Elimination Techniques on the Extended Jacobian

Abstract:  Edge elimination in linearized computational graphs is structurally similar to Gaussian elimination, with the exception that some nonzero elements of the extended Jacobian matrix become zero during the course of the elimination. We will present a framework for accumulating derivatives by edge elimination in compressed row storage that allows for the re-use of memory allocated for such "fill-out"

Slides: LyonsNov05.pdf.