sparse Jacobian and/or coloring

82 views
Skip to first unread message

Mauro

unread,
May 27, 2015, 3:42:36 PM5/27/15
to julia...@googlegroups.com
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

Miles Lubin

unread,
May 27, 2015, 5:34:49 PM5/27/15
to julia...@googlegroups.com
Hi Mauro,

Could you open an issue on ReverseDiffSparse to continue this discussion?

Miles

Mauro

unread,
May 28, 2015, 4:45:25 AM5/28/15
to julia...@googlegroups.com
Reply all
Reply to author
Forward
0 new messages