[CppAD] sparse jacobians

Vlad Lazar clusty1 at gmail.com
Mon Jul 19 09:27:55 EDT 2010


Hey,

Thanks for the hint. Will look into it.
It's gonna be hard to support sparse representations in a general way.

Vlad



bradbell at seanet.com wrote:
>> Hey,
>>
>> I am cleaning up some of my code and was looking into replacing my
>> hardcoded jacobians with AD ones (makes everybody's life much easier).
>> I was curious if it's possible to build sparse jacobians.
>>
>> Best,
>> Vlad
>>
>> _______________________________________________
>> CppAD mailing list
>> CppAD at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/cppad
>>
>>     
>
> There is support for sparse Jacobians in CppAD. For a quick and easy
> introduction see
>    http://www.coin-or.org/CppAD/Doc/sparse_jacobian.xml
> This uses the sparsity to speed up the calculation of the Jacobian, but it
> returns a full matrix.
>
> It has been suggested that for very large problems, a spasre
> representation of the Jacobian is also necessary. Would it help your
> application if sparse_jacobian was extended to allow for returning sparse
> representations of the Jacobian ?
>
> In general, if sparse_jacobian is not doing what you need, you can look at
> the source code
>      https://projects.coin-or.org/CppAD/browser/trunk/cppad/local/sparse_jacobian.hpp
> and perhaps make your own version that does what you need.
>
>
>   



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