Opened issue https://github.com/mlubin/ReverseDiffSparse.jl/issues/18
Tnx, M On Wed, 2015-05-27 at 23:34, Miles Lubin <miles.lu...@gmail.com> wrote: > 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 >>
