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JuliaDiff / SparseDiffTools.jl

Fast jacobian computation through sparsity exploitation and matrix coloring
MIT License
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Perturbation confusion #132

Open ArnoStrouwen opened 3 years ago

ArnoStrouwen commented 3 years ago

Is SparseDiffTools perturbation confusion safe? https://github.com/JuliaDiff/SparseDiffTools.jl/blob/86b8b3b04bfc45bd551738b4f88f065afad68956/src/differentiation/jaches_products.jl#L1

ChrisRackauckas commented 3 years ago

You can't nest two jac or hes products.

ArnoStrouwen commented 3 years ago

Is that also true when nested derivatives are being calculated towards different parameters? An example: calculating the gradient of an optimization objective f(p1), which depends on calculating the zeros of function p2->g(p2,p1).