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Using ADIFOR to compute dense and sparse Jacobians

Description: ADIFOR is a source translator that, given a collection of Fortran subroutines for the computation of a function,'' produces Fortran code for the computation of the derivatives of this function. More specifically, ADIFOR produces code to compute the matrix-matrix product JS, where J is the Jacobian of the function'' with respect to the user-defined independent variables, and S is the composition of the derivative objects corresponding to the independent variables. This interface is flexible; by setting S = x, one can compute the matrix-vector product Jx, or by setting S = I, one can compute the whole Jacobian J. Other initializations of S allow one to exploit a known sparsity structure of J. This paper illustrates the proper initialization of ADIFOR-generated derivative codes and the exploitation of a known structure of J.
Date: January 1, 1992
Creator: Bischof, C. & Hovland, P.
Partner: UNT Libraries Government Documents Department