Control Over Jacobian Updates and Caching

[ChrisRackauckas]

https://github.com/JuliaNLSolvers/NLsolve.jl/blob/master/src/newton.jl#L116

The Jacobian is repeatedly used in \ but it's not factorized, making this a lot more expensive.

[KristofferC]

But the jacobian gets updated every iteration?

[ChrisRackauckas]

But the jacobian gets updated every iteration?

Where? I didn't see the line for that. I was looking for it because I wanted to see how to control that behavior but didn't see it at all.

[KristofferC]

https://github.com/JuliaNLSolvers/NLsolve.jl/blob/master/src/newton.jl#L110

[ChrisRackauckas]

Oh 👍. Then the question changes to allowing for a user callback for controlling when it should update, i.e. allowing for quasi-Newton methods. Also being able to take the (factorized) Jacobian in as well.