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Sparse Matrix AD in Matlab: Extended Jacobian by gorot1 is a document available to read on EtoBox.

What is Sparse Matrix AD in Matlab: Extended Jacobian about?

The document describes three approaches to implementing reverse mode automatic differentiation in MATLAB using sparse matrices. The approaches are based on interpreting reverse AD as back-substitution on the sparse extended Jacobian matrix. Memory and runtime costs are reduced in the third approach by applying a hoisting technique to reduce the size of the extended Jacobian matrix at runtime. Performance testing shows this third approach outperforms the forward mode of an existing AD package for gradient pr

Author

gorot1

Language

EN