gdalle / sparsematrixcolorings.jl

Coloring algorithms for sparse Jacobian and Hessian matrices

SparseMatrixColorings.jl

Coloring algorithms for sparse Jacobian and Hessian matrices.

Getting started

To install this package, run the following in a Julia Pkg REPL:

pkg> add SparseMatrixColorings

Background

The algorithms implemented in this package are taken from the following articles:

• What Color Is Your Jacobian? Graph Coloring for Computing Derivatives, Gebremedhin et al. (2005)
• New Acyclic and Star Coloring Algorithms with Application to Computing Hessians, Gebremedhin et al. (2007)
• Efficient Computation of Sparse Hessians Using Coloring and Automatic Differentiation, Gebremedhin et al. (2009)
• ColPack: Software for graph coloring and related problems in scientific computing, Gebremedhin et al. (2013)

Some parts of the articles (like definitions) are thus copied verbatim in the documentation.

Alternatives

• ColPack.jl: a Julia interface to the C++ library ColPack
• SparseDiffTools.jl: contains Julia implementations of some coloring algorithms