Jacobian Wrappers

construct_jacobian_cache(
    prob, alg, f, fu, u = prob.u0, p = prob.p;
    autodiff = nothing, vjp_autodiff = nothing, jvp_autodiff = nothing,
    linsolve = missing
)

Construct a cache for the Jacobian of f w.r.t. u.

Arguments

• prob: A NonlinearProblem or a NonlinearLeastSquaresProblem from SciMLBase.
• alg: A AbstractNonlinearSolveAlgorithm. Used to check for concrete_jac.
• f: The function to compute the Jacobian of.
• fu: The evaluation of f(u, p) or f(_, u, p). Used to determine the size of the result cache and Jacobian.
• u: The current value of the state.
• p: The current value of the parameters.

Keyword Arguments

• autodiff: Automatic Differentiation or Finite Differencing backend for computing the jacobian. By default, selects a backend based on sparsity parameters, type of state, function properties, etc.
• vjp_autodiff: Automatic Differentiation or Finite Differencing backend for computing the vector-Jacobian product.
• jvp_autodiff: Automatic Differentiation or Finite Differencing backend for computing the Jacobian-vector product.
• linsolve: Linear Solver Algorithm used to determine if we need a concrete jacobian or if possible we can just use a JacobianOperator instead.

reused_jacobian(cache, u)

Return the Jacobian object from cache for reuse at the current state u.

For concrete Jacobian caches this returns the stored matrix-like object. For matrix-free JacobianOperator caches it returns a StatefulJacobianOperator bound to u and the cache parameters.

Arguments

• cache: A Jacobian cache from construct_jacobian_cache.
• u: Current nonlinear state.

Returns

A matrix-like Jacobian or stateful Jacobian operator suitable for descent and linear solve initialization.