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I want to provide a sparse matrix to jacobian!
, see this thread on Discourse.
However, setting zero-valued elements in a sparse matrix is expensive, because one needs to search if that element exists and has a non-zero value that is to be overwritten.
I propose that before the Jacobian/Hessian is filled, it is set to zero or emptied. Then setindex! is only called it the element is non-zero.
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