Scheduled Jacobian Chaining

Fuente: arXiv
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Autores principales: Märtens, Simon, Naumann, Uwe
Formato: Preprint
Publicado: 2025
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author Märtens, Simon
Naumann, Uwe
author_facet Märtens, Simon
Naumann, Uwe
contents This paper addresses the efficient computation of Jacobian matrices for programs composed of sequential differentiable subprograms. By representing the overall Jacobian as a chain product of the Jacobians of these subprograms, we reduce the problem to optimizing the sequence of matrix multiplications, known as the Jacobian Matrix Chain Product problem. Solutions to this problem yield "optimal bracketings", which induce a precedence-constraint scheduling problem. We investigate the inherent parallelism in the solutions and develop a new dynamic programming algorithm as a heuristic that incorporates the scheduling. To assess its performance, we benchmark it against the global optimum, which is computed via a branch-and-bound algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2505_06056
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Scheduled Jacobian Chaining
Märtens, Simon
Naumann, Uwe
Discrete Mathematics
Distributed, Parallel, and Cluster Computing
Data Structures and Algorithms
Combinatorics
This paper addresses the efficient computation of Jacobian matrices for programs composed of sequential differentiable subprograms. By representing the overall Jacobian as a chain product of the Jacobians of these subprograms, we reduce the problem to optimizing the sequence of matrix multiplications, known as the Jacobian Matrix Chain Product problem. Solutions to this problem yield "optimal bracketings", which induce a precedence-constraint scheduling problem. We investigate the inherent parallelism in the solutions and develop a new dynamic programming algorithm as a heuristic that incorporates the scheduling. To assess its performance, we benchmark it against the global optimum, which is computed via a branch-and-bound algorithm.
title Scheduled Jacobian Chaining
topic Discrete Mathematics
Distributed, Parallel, and Cluster Computing
Data Structures and Algorithms
Combinatorics
url https://arxiv.org/abs/2505.06056