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Economical and robust routine for computing sparse Jacobians

Author
Salane, D. E.
Published
United States : [publisher not identified], 1985
Springfield, Va.: National Technical Information Service, [approximately 1985]
Physical Description
microfiche : negative ; 11 x 15 cm
Additional Creators
Shampine, L. F.

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Summary
The numerical solution of a nonlinear system of algebraic or ordinary differential equations usually requires the formation of a Jacobian by finite differencing. In the solution of most problems, the Jacobian is evaluated repeatedly and at neighboring arguments. In this paper we will present a subroutine which is appropriate for forming Jacobians in such circumstances. The routine adjusts increments for differencing to control roundoff and truncation errors, but seldom requires more than one function evaluation to compute a column of the Jacobian. In addition, the routine takes advantage of sparsity in forming the Jacobian. This often leads to a significant reduction in the number of function evaluations required to compute the Jacobian.
Report Numbers
DE85016829; SAND-85-0977
Other Subject(s)
Collection
NTIS collection.
Note
DOE contract number: AC04-76DP00789
OSTI Identifier 5475433
Research organization: Sandia National Labs., Albuquerque, NM (USA).
View MARC record | catkey: 47357304