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A collision-free column coloring recovers every structurally sparse Jacobian entry
Statement
Let the objects and notation be those of The column-interference graph and collision-free coloring for a sparse Jacobian, and suppose is a proper coloring of the graph of a safe structural row pattern. For every row , every color , and every column with ,
Entries with are zero by the safe-pattern hypothesis. Thus all entries are recovered from one compressed product per color. A color collision in a row does not give a general recovery guarantee: two distinct Jacobians supported on that colliding row can have the same compressed product.
Facts & Assumptions
Given: A differentiable map, its Jacobian, a safe row pattern and a proper coloring as in the statement.
The column-interference graph and collision-free coloring for a sparse Jacobian: outside ; an edge joins columns that share some ; a proper coloring assigns different colors to adjacent columns; and is the indicator of color .
The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case: the Jacobian entries are the partial derivatives .
Rectangular matrix multiplication and the identity matrix , including zero-sized shapes: for an matrix and a vector , .
A finite sum in a commutative monoid indexed by an arbitrary finite set and Semigroup and monoid: a finite sum is independent of its enumeration, the empty sum is , and addition is associative with identity .
Proof
Given: The hypotheses listed above.
For a fixed row and color , [F3] gives . By [F1], a summand can be nonzero only when and . [F4] makes this an order-independent finite sum with zero terms off that set.
If two distinct columns of had color , the graph definition in [F1] would make them adjacent, contradicting proper coloring. Thus at most one summand in step 1.1 is nonzero. If the specified has color , it is that sole summand and equals because ; if no such column exists, every summand is zero and the row product is by [F4]. Entries outside the safe pattern are zero by [F1].
To verify the collision caveat, let and , and evaluate both Jacobians at . By [F2], their one-row Jacobians are and , both supported in . Assign columns and the same color, whose seed is by [F1]. Both compressed products equal by [F3], so this color collision cannot determine the entries.
Depends on
- The column-interference graph and collision-free coloring for a sparse Jacobian
- The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case
- Rectangular matrix multiplication and the identity matrix $I_n$, including zero-sized shapes
- A finite sum in a commutative monoid indexed by an arbitrary finite set
- Semigroup and monoid
Used by
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Sources
- Thomas F. Coleman and Jorge J. Moré, Estimation of Sparse Jacobian Matrices and Graph Coloring Problems, Argonne National Laboratory Report ANL-81-39 (standard reference, not scraped)
- Bradley M. Bell and Kasper Kristensen, Computing Sparse Jacobians and Hessians Using Algorithmic Differentiation (standard reference, not scraped)