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First pass #4
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JuliaDiff/FiniteDiff.jl#58 handles finite differencing based on color vector and Jacobian decompression. |
Now this is how you do forward-mode automatic differentiation in the direction of v: https://github.com/JuliaDiffEq/DiffEqOperators.jl/blob/master/src/jacvec_operators.jl#L7-L13 . Let me know if you'd like some starter code for this, or want to discuss how that's working. Essentially what needs to be done is a multi-dimensional partial in the direction of each color vector, so For a first pass let it be allocating, and then we'll optimize it in the next step. |
@pkj-m nicely done! |
For record, #17 implements dual numbers in the direction determined by the coloring vector. |
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