Efficient Computation of Sparse Hessians Using Coloring and Automatic Differentiation

Assefaw Hadish Gebremedhin, Arijit Tarafdar, Alex Pothen, Andrea Walther

Abstract: The computation of a sparse Hessian matrix H using automatic differentiation (AD) can be made efficient using the following four-step procedure: (1) Determine the sparsity structure of H, (2) obtai...