The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation PDF Download
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Author: Thomas Frederick Coleman
Publisher:
ISBN:
Category : Differential calculus
Languages : en
Pages : 38
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Book Description
Author: Thomas Frederick Coleman
Publisher:
ISBN:
Category : Differential calculus
Languages : en
Pages : 38
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Book Description
Author: Thomas F. Coleman
Publisher: SIAM
ISBN: 1611974356
Category : Science
Languages : en
Pages : 114
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Book Description
The calculation of partial derivatives is a fundamental need in scientific computing. Automatic differentiation (AD) can be applied straightforwardly to obtain all necessary partial derivatives (usually first and, possibly, second derivatives) regardless of a code?s complexity. However, the space and time efficiency of AD can be dramatically improved?sometimes transforming a problem from intractable to highly feasible?if inherent problem structure is used to apply AD in a judicious manner. Automatic Differentiation in MATLAB using ADMAT with Applications discusses the efficient use of AD to solve real problems, especially multidimensional zero-finding and optimization, in the MATLAB environment. This book is concerned with the determination of the first and second derivatives in the context of solving scientific computing problems with an emphasis on optimization and solutions to nonlinear systems. The authors focus on the application rather than the implementation of AD, solve real nonlinear problems with high performance by exploiting the problem structure in the application of AD, and provide many easy to understand applications, examples, and MATLAB templates.
Author: George Corliss
Publisher: Springer Science & Business Media
ISBN: 1461300754
Category : Computers
Languages : en
Pages : 431
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Book Description
A survey book focusing on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and parallelizers, as well as their applications. The key objective is to survey the field and present the recent developments. In doing so the topics covered shed light on a variety of perspectives. They reflect the mathematical aspects, such as the differentiation of iterative processes, and the analysis of nonsmooth code. They cover the scientific programming aspects, such as the use of adjoints in optimization and the propagation of rounding errors. They also cover "implementation" problems.
Author: Christian H. Bischof
Publisher: Springer Science & Business Media
ISBN: 3540689427
Category : Computers
Languages : en
Pages : 366
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Book Description
The Fifth International Conference on Automatic Differentiation held from August 11 to 15, 2008 in Bonn, Germany, is the most recent one in a series that began in Breckenridge, USA, in 1991 and continued in Santa Fe, USA, in 1996, Nice, France, in 2000 and Chicago, USA, in 2004. The 31 papers included in these proceedings re?ect the state of the art in automatic differentiation (AD) with respect to theory, applications, and tool development. Overall, 53 authors from institutions in 9 countries contributed, demonstrating the worldwide acceptance of AD technology in computational science. Recently it was shown that the problem underlying AD is indeed NP-hard, f- mally proving the inherently challenging nature of this technology. So, most likely, no deterministic “silver bullet” polynomial algorithm can be devised that delivers optimum performance for general codes. In this context, the exploitation of doma- speci?c structural information is a driving issue in advancing practical AD tool and algorithm development. This trend is prominently re?ected in many of the pub- cations in this volume, not only in a better understanding of the interplay of AD and certain mathematical paradigms, but in particular in the use of hierarchical AD approaches that judiciously employ general AD techniques in application-speci?c - gorithmic harnesses. In this context, the understanding of structures such as sparsity of derivatives, or generalizations of this concept like scarcity, plays a critical role, in particular for higher derivative computations.
Author: Shaun Forth
Publisher: Springer Science & Business Media
ISBN: 3642300235
Category : Mathematics
Languages : en
Pages : 356
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Book Description
The proceedings represent the state of knowledge in the area of algorithmic differentiation (AD). The 31 contributed papers presented at the AD2012 conference cover the application of AD to many areas in science and engineering as well as aspects of AD theory and its implementation in tools. For all papers the referees, selected from the program committee and the greater community, as well as the editors have emphasized accessibility of the presented ideas also to non-AD experts. In the AD tools arena new implementations are introduced covering, for example, Java and graphical modeling environments or join the set of existing tools for Fortran. New developments in AD algorithms target the efficiency of matrix-operation derivatives, detection and exploitation of sparsity, partial separability, the treatment of nonsmooth functions, and other high-level mathematical aspects of the numerical computations to be differentiated. Applications stem from the Earth sciences, nuclear engineering, fluid dynamics, and chemistry, to name just a few. In many cases the applications in a given area of science or engineering share characteristics that require specific approaches to enable AD capabilities or provide an opportunity for efficiency gains in the derivative computation. The description of these characteristics and of the techniques for successfully using AD should make the proceedings a valuable source of information for users of AD tools.
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 940
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Book Description
Author: Arieh Iserles
Publisher: Cambridge University Press
ISBN: 9780521838115
Category : Juvenile Nonfiction
Languages : en
Pages : 450
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Book Description
An annual volume presenting substantive survey articles in numerical mathematics and scientific computing.
Author: J. Borggaard
Publisher: Springer Science & Business Media
ISBN: 1461217806
Category : Technology & Engineering
Languages : en
Pages : 467
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Book Description
This volume contains the proceedings of the Second International Workshop on Optimal Design and Control, held in Arlington, Virginia, 30 September-3 Octo ber, 1997. The First Workshop was held in Blacksburg, Virginia in 1994. The proceedings of that meeting also appeared in the Birkhauser series on Progress in Systems and Control Theory and may be obtained through Birkhauser. These workshops were sponsored by the Air Force Office of Scientific Re search through the Center for Optimal Design and Control (CODAC) at Vrrginia Tech. The meetings provided a forum for the exchange of new ideas and were designed to bring together diverse viewpoints and to highlight new applications. The primary goal of the workshops was to assess the current status of research and to analyze future directions in optimization based design and control. The present volume contains the technical papers presented at the Second Workshop. More than 65 participants from 6 countries attended the meeting and contributed to its success. It has long been recognized that many modern optimal design problems are best viewed as variational and optimal control problems. Indeed, the famous problem of determining the body of revolution that produces a minimum drag nose shape in hypersonic How was first proposed by Newton in 1686. Optimal control approaches to design can provide theoretical and computational insight into these problems. This volume contains a number of papers which deal with computational aspects of optimal control.
Author: Michael E. Henderson
Publisher: SIAM
ISBN: 9780898714456
Category : Technology & Engineering
Languages : en
Pages : 340
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Book Description
Contains papers presented at the October 1998 SIAM Workshop on Object Oriented Methods for Interoperable Scientific and Engineering Computing that covered a variety of topics and issues related to designing and implementing computational tools for science and engineering.
Author: Roberto Cipolla
Publisher: Springer Science & Business Media
ISBN: 1447104951
Category : Technology & Engineering
Languages : en
Pages : 510
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Book Description
These proceedings collect the papers accepted for presentation at the bien nial IMA Conference on the Mathematics of Surfaces, held in the University of Cambridge, 4-7 September 2000. While there are many international con ferences in this fruitful borderland of mathematics, computer graphics and engineering, this is the oldest, the most frequent and the only one to concen trate on surfaces. Contributors to this volume come from twelve different countries in Eu rope, North America and Asia. Their contributions reflect the wide diversity of present-day applications which include modelling parts of the human body for medical purposes as well as the production of cars, aircraft and engineer ing components. Some applications involve design or construction of surfaces by interpolating or approximating data given at points or on curves. Others consider the problem of 'reverse engineering'-giving a mathematical descrip tion of an already constructed object. We are particularly grateful to Pamela Bye (at the Institue of Mathemat ics and its Applications) for help in making arrangements; Stephanie Harding and Karen Barker (at Springer Verlag, London) for publishing this volume and to Kwan-Yee Kenneth Wong (Cambridge) for his heroic help with com piling the proceedings and for dealing with numerous technicalities arising from large and numerous computer files. Following this Preface is a listing of the programme committee who with the help of their colleagues did much work in refereeing the papers for these proceedings.
