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JuliaLinearAlgebra / BandedMatrices.jl

A Julia package for representing banded matrices
http://julialinearalgebra.github.io/BandedMatrices.jl/
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Banded Jacobian #86

Closed matthieugomez closed 5 years ago

matthieugomez commented 5 years ago

I solve non linear PDEs of the form 0 = f(V, ∂xV ,∂xxV) using finite-difference schemes. I usually use NLsolve as non linear solver.

Critically, the Jacobian of the system is a banded matrix. I would love a way for DiffEqDiffTools to know that, so that it only needs to compute the relevant derivatives (and also stores the jacobian in an efficient form). Basically what I'd like is a special DiffEqDiffTools.finite_difference_jacobian! signature for BandedMatrix (not sure where it should live, so also @ChrisRackauckas).

dlfivefifty commented 5 years ago

Sounds great! But this issue probably belongs in the DiffEq changing of things.