Python Example for the Adjoint Sensitivities of a Linear System | Full Details & Timings

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Timestamps:
00:00 Introduction
01:03 Recap: Sensitivities
04:30 The concrete example
05:48 Solving the classical system
07:39 Finite Differences
12:01 Forward Sensitivities
21:10 Adjoint/Backward Sensitivities
24:07 Python: Preparations
25:01 Python: Creating a Reference solution
26:09 Python: Solve classical system
27:29 Python: Adjoint Sensitivities
32:11 Python: Finite Differences
35:47 Python Forward Sensitivities
38:27 Python: Improve Printing
38:56 Python: Comparing gradients
40:29 Python: Implement Timing / Benchmarking
41:16 Python: Comparing Times
43:04 Outro
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Hi, thank you for creating this video. Are you planning to create python example for ODE version? That would be really great.

petrnejedly
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it really benefits me a lot, and I'm also looking forward to your ODE video🥰

陈金彬
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what if A depends on theta? how to handle shape inconsistency ?

ehsaneshaghi