Mauro
unread,May 27, 2015, 3:42:36 PM5/27/15Sign in to reply to author
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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