Browsing Theses by Author "Embaye, Samuel"
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The determination of structured Hessian matrices via automatic differentiation
Embaye, Samuel (University of Waterloo, 2014-09-23)In using automatic differentiation (AD) for Hessian computation, efficiency can be achieved by exploiting the sparsity existing in the derivative matrix. However, in the case where the Hessian is dense, this cannot be done ...