AIB 2006-04: Toward Low Static Memory Jacobian Accumulation

The following technical report is available from http://aib.informatik.rwth-aachen.de: Toward Low Static Memory Jacobian Accumulation Ebadollah Varnik, Uwe Naumann, Andrew Lyons AIB 2006-04 Derivatives are essential ingredients of a wide range of numerical algorithms. We focus on the accumulation of Jacobian matrices by Gaussian elimination on a sparse implementation of the extended Jacobian. A symbolic algorithm is proposed to determine the fill-in. The first version of the new algorithm results in a speedup of two compared to the elimination algorithm that does not exploit sparsity.