pub fn sparse_jacobian<F>(
func: F,
x: &ArrayView1<'_, f64>,
f0: Option<&Array1<f64>>,
sparsity_pattern: Option<&CsrArray<f64>>,
options: Option<SparseFiniteDiffOptions>,
) -> Result<CsrArray<f64>, OptimizeError>Expand description
Computes a sparse Jacobian matrix using finite differences
§Arguments
func- Function to differentiate, takes ArrayView1and returns Array1 x- Point at which to compute the Jacobianf0- Function value atx(if None, computed internally)sparsity_pattern- Sparse matrix indicating the known sparsity pattern (if None, dense Jacobian)options- Options for finite differences computation
§Returns
CsrArray<f64>- Sparse Jacobian matrix in CSR format