Scheduled Jacobian Chaining

Society for Industrial and Applied Mathematics eBooks, pp. 90–100

Abstract

This paper addresses the efficient computation of Jacobian matrices for programs composed of sequential differentiable subprograms. By representing the overall Jacobian as a chain product of the Jacobians of these subprograms, we reduce the problem to optimizing the sequence of matrix multiplications, known as the Jacobian Matrix Chain Product problem.

Authors 2

1. Simon Märtens
   Affiliation as printed

   Corresponding author

2. Uwe Naumann Aachen

   RWTH Aachen University

   Affiliation as printed

   all: Informatik 12: Software and Tools for Computational Engineering, RWTH Aachen University, 52056 Aachen, Germany ()