Combinatorial Problems in Scientific Computing

Apr 13
- Introduction (video, slides)
Apr 20
- Recall
  - Calculus I (video, slides, code)
  - Calculus II (video, slides)
  - Linear Algebra I (video, slides)
  - Linear Algebra II (video, slides, code)
Apr 27
- Recall
  - Newton's Method I (video, slides, code)
  - Newton's Method II (video, slides, code)
- Newton's Method and SuiteSparse (video, slides, code)
May 4
- Sparse Matrix-Vector Multiplication (video, slides)
May 11
- Sparse Matrix Chain Products (video, slides, code)
  - U.N.: On Sparse Matrix Chain Products. SIAM, 2020.
May 18
- Elimination Methods on DAGs (video,slides)
May 25 (PENTECOST=Pfingsten)
Jun 1
- Algorithmic Differentiation I (video, slides, code)
  - A. Griewank and A. Walther: Evaluating Derivatives. Principles and Technqiues of Algorithmic Differentiation. SIAM, 2008.
  - U.N.: The Art of Differentiating Computer Programs. An Introduction to Algorithmic Differentiation. SIAM, 2012.
- Algorithmic Differentiation II (video, slides, code)
- Algorithmic Differentiation III (video, slides, code)
Jun 8
- Jacobian Compression I (video, slides, code)

Jun 15
- Jacobian Compression II (video, slides)
  - A. Gebremedhin et al.: What Color is your Jacobian? SIAM, 2005.
Jun 22
- Generalized Jacobian Chain Products (video, slides, code)
  - U.N.: Optimization of Generalized Jacobian Chain Products without Memory Constraints. arXiv, 2020.
- Note: Erroneous link in video and slides: Should be https://github.com/un110076/ADMission
Jun 29
- Extended Jacobian Chain Products (video, slides)
  - A. Griewank and U.N.: Accumulating Jacobians as Chained Sparse Matrix Products. Springer, 2003.
- Note: Error in explanation on video (after approx. 28min): should be 0+exp(...) (NOT: 0+cos(exp(...)))
Jul 6
- Sparse Direct Solvers for Systems of Linear Equations (video, slides)
Jul 13
- Algorithmic Differentiation IV (video, slides, code)
- Algorithmic Differentiation V (video, slides, code)
Jul 20
- Hessian Compression (video, slides)