Adding new Jacobians

This section describes how to add further methods to approximate the Jacobian within FitBenchmarking

In order to add a new Jacobian evaluation method, you will need to:

1. Give the Jacobian a name using the following convention <jac_method> and <num_method>. An example could be scipy_fd for <jac_method> and 2point for <num_method> which would call the SciPy’s 2-point finite difference approximation.
2. Create fitbenchmarking/jacobian/<jac_method>_<num_method>_jacobian.py, which contains a new subclass of Jacobian. Then implement the method eval(), which evaluates the Jacobian. The numerical method is set sequentially within loop_over_jacobians() by using the method attribute of the class.
3. Document the available Jacobians by:

• updating the docs for Fitting Options
• updating options via FitBenchmarking Options and Adding new Options
• updating any example files in the example directory

4. Create tests for the Jacobian evaluation in fitbenchmarking/jacobian/tests/test_jacobians.py.