use cpython to convert derivative function to c code

[cwliu007]

Hi,

Can the derivative functions, Jacobian and Hessian, produced by gh() be converted to c code by cpython for speed up? Or any other way?

Thanks.

[tisimst]

Unfortunately, no. Everything in the package calculates derivatives on the fly. The gh() function is a convenience wrapper for going through the process of evaluating the function supplied to gh() and then extracting its derivatives. Unlike a method which performs a source transformation (which you definitely could use cpython on), the gh() function, and subsequently the entire package, has no idea what the calculation trace looks like prior to actually running it, and even then it doesn't "record" it for future reference. There's a lot of overhead in attempting to do that.

I've run a bunch of speed tests to determine how the calculations can be sped up. Still working on this...