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.

Re-exports

pub use self::finite_diff::SparseFiniteDiffOptions;

pub use self::hessian::sparse_hessian;

pub use self::jacobian::sparse_jacobian;

Modules

coloring

Graph coloring algorithms for efficient sparse differentiation

compression

Compression techniques for sparse matrices in numerical differentiation

finite_diff

Finite difference methods for sparse numerical differentiation

hessian

Sparse Hessian computation using finite differences

jacobian

Sparse Jacobian computation using finite differences