Combinatorial Problems in Scientific Computing

Agenda

• Apr 4
  • Introduction
  • STCE Scripting Language
• Apr 11
  • Recall
    • Calculus I+II
    • Linear Algebra I+II
    •  Newton Method I+II
  • Newton Method and SuiteSparse 
• Apr 18 Easter
• Apr 25
  
  • Sparse Matrix-Vector Multiplication
• May 2
  
  • Sparse Matrix Chain Products
    • U.N.: On Sparse Matrix Chain Products. SIAM, 2020.
• May 9
  
  • Elimination Methods on DAGs
    
• May 16
  
  • Algorithmic Differentiation I-III (First Order)
    
    • A. Griewank and A. Walther: Evaluating Derivatives. Principles and Technqiues of Algorithmic Differentiation. SIAM, 2008.
    • U.N.: The Art of Differentiating Computer Programs. An Introduction to Algorithmic Differentiation. SIAM, 2012.
• May 23
  
  • Jacobian Compression I
• May 30
  • Jacobian Compression II
    • A. Gebremedhin et al.: What Color is your Jacobian? SIAM, 2005.
• Jun 6 PENTECOST=Pfingsten
  

• Jun 13
  
  • Generalized Jacobian Chain Products
    • U.N.: Optimization of Generalized Jacobian Chain Products without Memory Constraints. arXiv, 2020.
• Jun 20
  • Extended Jacobian Chain Products
    
    • A. Griewank and U.N.: Accumulating Jacobians as Chained Sparse Matrix Products. Springer, 2003.
• Jun 27
  
  • Sparse Direct Solvers for Systems of Linear Equations
• Jul 4
  • Algorithmic Differentiation IV-V (Second Order)
  • Hessian Compression
    
• Jul 11
  • Data Flow Reversal