add ad support for (tri/bi-)diagonal matrices

JuliaDiff / SparseDiffTools.jl

Fast jacobian computation through sparsity exploitation and matrix coloring

MIT License

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Closed huanglangwen closed 5 years ago

matbesancon commented 5 years ago

@huanglangwen there are some merge conflicts here, could you merge master into your branch?

ChrisRackauckas commented 5 years ago

I'll take care of it. I'm the one that went ahead and added a bunch of ArrayInterface upstreaming to this.