What Color Is Your Jacobian? Graph Coloring for Computing Derivatives
What Color Is Your Jacobian? Graph Coloring for Computing Derivatives
Graph coloring has been employed since the 1980s to efficiently compute sparse Jacobian and Hessian matrices using either finite differences or automatic differentiation. Several coloring problems occur in this context, depending on whether the matrix is a Jacobian or a Hessian, and on the specifics of the computational techniques employed. …