R.G. Carter. Fast numerical determination of symmetric sparsity patterns. Technical Report MCS-P326-0992, Mathematics and computer science division, Argonne national laboratory, Argonne, Illinois, 1992.  Home/Search   Document Details and Download   Summary   Related Articles

....The process can also be applied to large scale problems, but it is clear that it is prohibitively expensive, unless the cost of the Hessian vector product is very low. The automatic and cheap determination of the sparsity structure of the Hessian is the subject of current research (see, e.g. [7]) and we expect that reliable software will be available soon. It is also important to note that the implementation of the algorithm does not require a subroutine to evaluate the Hessian. In fact it only requires a subroutine that computes Hessian vector products (analitically or by finite ....

R.G. Carter. Fast numerical determination of symmetric sparsity patterns. Technical Report MCS-P326-0992, Mathematics and computer science division, Argonne national laboratory, Argonne, Illinois, 1992.

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