Year: 2015
Type: preprint
Abstract: Computing the Newton step for a generic function $f: \mathbb{R}^N \rightarrow \mathbb{R}$ takes $O(N^{3})$ flops. In this paper, we explore avenues for reducing this bound, when the computational structure of $f$ is known beforehand. It is shown that the Newton step can be computed in time, linear in the size of the computational-graph, and cubic in its tree-width.
Source: arXiv (Cornell University)
Authors: Srinivasan, Akshay, Todorov, Emanuel
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394638470