I have tried to use the same _JACOBIMATRIX_HANDLE_t to make evaluations of the jacobian at successive iteration points of the optimizer,
but the output matrix (fjac) is not getting updated.
I created an example, that isolates the issue and this does not seem to be possible. Am I correct ?
If yes, is there something I could do to "reset" the handle ? It would seem to me that this would be the desirable behavior, so that repeated initializaions of the handle and buffers are avoided.
TIA for your help,
ps: I attach the file. It is a watered-down version of a much bigger project.
Some "tips" to make reading easier :
function evaluator : a wrapper of a member class that delivers the function call. wraps the class object and the method name.
extended_powell : the usual example in class dress.
NumericalJacobian: the class that wraps the mkl functionality
ublas::unbounded_array: similar to std::vector but with guaranteed contiguous memory layout.
ublas::matrix: the obvious.