Optimal estimation of Jacobian and Hessian matrices that arise in finite difference calculations

Authors:
D. Goldfarb and Ph. L. Toint

Journal:
Math. Comp. **43** (1984), 69-88

MSC:
Primary 65F50; Secondary 65N20

MathSciNet review:
744925

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Abstract | References | Similar Articles | Additional Information

Abstract: In this paper, the problem of estimating Jacobian and Hessian matrices arising in the finite difference approximation of partial differential equations is considered. Using the notion of computational molecule or stencil, schemes are developed that require the minimum number of differences to estimate these matrices. A procedure applicable to more complicated structures is also given.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1984-0744925-5

Keywords:
Finite differences,
sparsity,
coverings

Article copyright:
© Copyright 1984
American Mathematical Society