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ForwardDiff the ParamJac for ParameterizedFunctions #15

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ChrisRackauckas opened this issue Jan 12, 2017 · 1 comment
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ForwardDiff the ParamJac for ParameterizedFunctions #15

ChrisRackauckas opened this issue Jan 12, 2017 · 1 comment

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@ChrisRackauckas
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Sensitivity analysis won't work on the user-defined functions wrapped via the ParameterizedFunction constructor because it will not be able to evaluate the parameter Jacobian. To fix this, one simply has to define the ParamJac overload using ForwardDiff. If you want to help add this (it should be easy), see OrdinaryDiffEq.jl's Rosenbrock solvers.

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