For an implicit ode/dae solver, I want to provide automatic computation of a sparse Jacobian, either through automatic differentiation or finite differences. So, for given a function
f(y, ydot) I need to compute the Jacobian in the following form: J = df/dy + a* df/dydot ReverseDiffSparse seems to do most of this (although Hessians are symmetric) but I struggle to make sense of it. Given f and a sparsity pattern of J, is there an incantation to get df/dy and df/dydot? If I wanted to use the coloring of ReverseDiffSparse (or some other package) for finite differencing, how would I go about it? What function calls would give me a coloring of the colums? Thanks! Mauro
