Pre-allocate memory for derivatives ?

[jeff-regier]

Is there a way to pre-allocate an array to store derivatives, and have ReverseDiffSource write derivatives to that array, rather than allocating new memory at every call?

[fredo-dedup]

The only way I can think of is to use the rdiff method working on expressions (not the one working on functions) and edit the generated expression (replacing the dx = zeros(..) with fill!(dx,0.) ), dx being the preallocated variable. If you want to wrap the resulting expression in a function you can either create dx in a closure around the function or require the user to pass it in the function arguments.

[jeff-regier]

I'll do that. Thanks for the suggestion!