Module sparse_numdiff

Sparse numerical differentiation for large-scale optimization

This module provides functions for computing sparse Jacobians and Hessians using finite differences, designed for large-scale optimization problems.

Structs

SparseFiniteDiffOptions

Options for sparse numerical differentiation

Functions

sparse_hessian

Computes a sparse Hessian matrix using finite differences

sparse_jacobian

Computes a sparse Jacobian matrix using finite differences