To use automatic differentiation in octave

[Rishi Amrit]

Hi,

   I think what you are trying to do is estimate the Jacobian numerically,
using a C code (for faster execution). And since you have a large system,
you do not have emperical form for the Jacobian which you can code. There is
a toolbox called the Sundials toolbox, which you can use to do these kinds
of sensitivity calculation, but I am not sure if it solves your main purpose
reducing LSODE time, because this say way you are bringing in Sundials
again.

Rishi


On Fri, Feb 15, 2008 at 11:45 AM, Ayesha Kalra <ayesha.kalra at gmail.com>
wrote:

> Hi all
> I am using LSODE to solve a large system of ODEs using oct files to
> calculate the Right Hand Side function of ODEs. I think since the system is
> large, calculation of Jacobian by LSODE is taking a long time. I know there
> is a way to supply user defined Jacobian to LSODE. I do not know how to use
> automatic differentiation to calculate Jacobian which can be called from the
> C file. Any help (or example) will be greatly appreciated.
>
>
> Thanks
> Ayesha
>
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>


-- 
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Rishi Amrit
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