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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Levenberg-marquardt and dogleg minimizer
- From: Jos van den Oever <jvdoever@xxxxxxxxx>
- Date: Wed, 25 Feb 2009 20:10:38 +0100
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2009/2/25 Gael Guennebaud <gael.guennebaud@xxxxxxxxx>:
> as soon as I have little time I'll try to implement such an autodiff
> Jacobian class using adolc to see what are the exact requirements
> (according to my experience with adolc this should be easy, but we
> never know).
I would certainly be interested in such a class. This would be for a
problem where we use a different solver which also requires a
Jacobian. This solver can take advantage of the sparseness of the
Jacobian. The sparseness should be set in advance. Also if it is known
that a parameter has a linear influence, this can help the iterations.
Would an adolc Jacobian as you envision it, know these properties?
Cheers,
Jos