Hi Mauro, Could you open an issue on ReverseDiffSparse to continue this discussion?
Miles On Wednesday, May 27, 2015 at 3:42:36 PM UTC-4, Mauro wrote: > > 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 >
