Computing the Jacobian of an ODE

[jianqixi]

Dear All,

I am trying to build the Jacobian matrix for my ODE question, like dy/dt=f(t,y). I have programmed the C++ code for the ODE functions. And I want to build one Jacobian matrix of df/dy for the ODE solver. I know I can create the hand code of df/dy by myself, but it is not effective. So I want to know whether the CppAD software can help me to build this Jacobian matrix? The size of this matrix is around 3000*3000. Thank you,

[bradbell]

Perhaps the function Ode_dep in the example below is a help.
https://coin-or.github.io/CppAD/doc/rosen_34.cpp.htm

For such a large case you probably want a sparse Jacobian, while the example above computes a dense one. See
https://coin-or.github.io/CppAD/doc/sparse_jac.htm
https://coin-or.github.io/CppAD/doc/sparsity_pattern.htm

Does this answer your question ?

[jianqixi]

@bradbell Thank you for your recommendation.