Added code for Jacobian decompression

Added code block to decompress Jacobian by
exploiting the property that all columns of
the same color are mutually orthogonal and
hence do not share non-zero elements at a
common row.

src/jacobians.jl

@@ -168,7 +168,13 @@ function finite_difference_jacobian!(
                     # J is a sparse matrix, so decompress on the fly
                     @. vfx1 = (vfx1 - vfx) / epsilon
                     # vfx1 is the compressed Jacobian column
-                    # TODO
+                    (rows_index, cols_index, val) = findnz(SparseMatrix)
+
+                    for i in 1:length(cols_index)
+                        if color[cols_index[i]] == color_i
+                            J[rows_index[i],cols_index[i]] = vfx1[rows_index[i]]
+                        end
+                    end
                 end
             else
                 fx1 .= f(x1)
@@ -185,7 +191,13 @@ function finite_difference_jacobian!(
                     # J is a sparse matrix, so decompress on the fly
                     vfx1 = (vfx1 - vfx) / epsilon
                     # vfx1 is the compressed Jacobian column
-                    # TODO
+                    (rows_index, cols_index, val) = findnz(SparseMatrix)
+
+                    for i in 1:length(cols_index)
+                        if color[cols_index[i]] == color_i
+                            J[rows_index[i],cols_index[i]] = vfx1[rows_index[i]]
+                        end
+                    end
                 end
             end
 
@@ -196,7 +208,7 @@ function finite_difference_jacobian!(
                 for i in 1:n
                     color[i] == color_i && (x1[i] -= epsilon)
                 end
-            end
+            end #for ends here
 
         end
     elseif fdtype == Val{:central}