Lately I have had some deep procrastinating thoughts coming from putting some crazy function into a minimizer. The issue is that I would prefer not to write out an analytic Jacobian as that introduces a lot of human errors. In julia ecosystem I found a JuliaDiff.jl which seems cool but I don’t feel …

Thank you everyone for your suggestions. Although I switched to Mathematica for a particular problem I had, I knew that with meta-programming I could get desired result of not having to write derivatives myself. Thus I learned some meta-programming and got desired result in 50 lines of code, but not…

Gluing symbolic manipulations from Calculus.jl to write a julia code for a gradient and a Jacobian

General Usage

Tamas_Papp December 12, 2017, 8:17am 4

Sorry to ask, but have you tried? I am using ForwardDiff with 100-200 variables and it is doing fine. Make sure you read the manual on chunk size, preallocation, etc.

Yes. 1% of those are bugs. 99% of those are me making an algebra mistake.

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Gluing symbolic manipulations from Calculus.jl to write a julia code for a gradient and a Jacobian

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