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Re: To use automatic differentiation in octave

From: Rishi Amrit
Subject: Re: To use automatic differentiation in octave
Date: Fri, 15 Feb 2008 12:33:53 -0600


   I think what you are trying to do is estimate the Jacobian numerically, using a C code (for faster execution). And since you have a large system, you do not have emperical form for the Jacobian which you can code. There is a toolbox called the Sundials toolbox, which you can use to do these kinds of sensitivity calculation, but I am not sure if it solves your main purpose reducing LSODE time, because this say way you are bringing in Sundials again.


On Fri, Feb 15, 2008 at 11:45 AM, Ayesha Kalra <address@hidden> wrote:
Hi all

I am using LSODE to solve a large system of ODEs using oct files to calculate the Right Hand Side function of ODEs. I think since the system is large, calculation of Jacobian by LSODE is taking a long time. I know there is a way to supply user defined Jacobian to LSODE. I do not know how to use automatic differentiation to calculate Jacobian which can be called from the C file. Any help (or example) will be greatly appreciated.


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