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  • https://doi.org/10.1137/1.9781611974362.ch8Copy DOI Icon

Chapter 8: A Template for Structured Problems

  • Jun 3, 2016
  • Thomas F Coleman +1 more
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Abstract

The companion AD software package, ADMAT, allows the user to compute first and second derivatives in the MATLAB environment. Chapter 4 (and parts of 7) illustrate how to efficiently apply ADMAT for structured problems. This is quite important since many practical problems are structured, and very significant efficiency gains—in space and time—are obtained by taking advantage of structure. Indeed, the structured use of ADMAT, efficiently balancing the use of forward and reverse modes of AD, can turn otherwise intractable problems of differentiation into efficient procedures. The efficiency gains are due, in part, to discovering and exploiting hidden sparsity in an apparently dense computing problem.

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