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You can use the base2ad feature to change a sparse derivative computation to a new ADFun object. |
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If I was to try to make use of the JIT capability in CppAD I would need derivatives, gradients, jacobians, and hessians, and the sparsity pattern of jacobians and the sparsity pattern hessians from to_csrc to undertake source code transformation. Is that all supported from this part of the API?
Thanks
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