JuliaDiff / JuliaDiff/AbstractDifferentiation.jl

Add sparsity functionality to the Jacobian and Hessian functions?

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feature
Dominant language
Julia
Stars
138
Forks
18
PR merge metrics
No merged PRs in 30d

Description

This would be the arguments:

  1. colorvec for the color vector of the independent directions
  2. sparsity for the sparsity pattern used in the decompression
  3. output, jac_prototype, hes_prototype, etc.: the matrix type to be used for the outputted matrix. If mutation then it's just the user given one.

The reason why output can be different from sparsity is because there are many cases where a matrix may be not dense enough for sparse LU-factorization to be efficient, but sparse differentiation may still be a substantial drop in the compute time.

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Research direction

Start by reviewing the Jacobian and Hessian function entry points and the proposed colorvec, sparsity, output, jac_prototype, and hes_prototype arguments. Clarify the API and matrix-type behavior with maintainers, then add tests showing sparse differentiation and the intended output and decompression behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
tooling
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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