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Computing sparse Hessians with automatic differentiation
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Author:
Andrea Walther
Institute of Scientific Computing, Technische Universität Dresden
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ACM Transactions on Mathematical Software (TOMS)
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Volume 34 Issue 1, January 2008
Article No. 3
ACM
New York, NY
, USA
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doi>
10.1145/1322436.1322439
2008 Article
Research
Refereed
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Tags:
algorithms
automatic differentiation
mathematical software
performance
second order derivatives
sparsity pattern
theory
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