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sparsediff 0.6.1

• The bundled SparseDiffEngine moves from 0.3.0 to 0.6.1, the release that ‘sparsediffpy’ 0.6.x and ‘CVXPY’ 1.9.3 use. From this release on, the package version matches the bundled engine version.
• Fixed: a parametric problem re-evaluated after sd_update_params() could return values computed from the old parameter values (engine fix #107). For a modeling layer this meant that re-solving a parametric nonlinear problem after changing a parameter returned the previous solution, reported as optimal.
• Fixed: selecting entries with repeated indices in sd_index() (for example a quadratic objective over a symmetric variable) could crash R with a bus error when the Jacobian or Hessian was evaluated (engine fix #105).
• New sd_quad_form_dense(): the quadratic form with a dense constant or parametric matrix. The parametric form follows sd_update_params(). sd_quad_form() keeps its signature and still takes a sparse constant matrix.
• Every ‘sparsediffpy’ 0.6.1 function now has an sd_* counterpart that calls the same engine routine with the same arguments; the name map is on the package help page (?sparsediff). New: sd_left_kron() and sd_right_kron() (Kronecker products, used by the next CVXPY release), the compressed-sparse-row derivative accessors sd_jacobian(), sd_get_jacobian(), sd_init_hessian(), sd_hessian() and sd_get_hessian(), and sd_get_expr_dimensions() / sd_get_expr_size(). sd_rel_entr() now dispatches on operand size like make_rel_entr.
• Fixed: sd_init_hessian_coo() crashed R when called before the Jacobian was initialized; it now initializes the Jacobian first.
• sd_rel_entr(), sd_rel_entr_first_scalar() and sd_rel_entr_second_scalar() now check that their arguments are two different variables, which the engine requires; other arguments overflowed a heap buffer (found with AddressSanitizer).
• The BLAS shim gains cblas_ddot, which the 0.6.1 engine calls.
• Fixed: the package failed to compile on Linux systems with glibc 2.36 or older (for example Debian 12), because _GNU_SOURCE was defined too late for fopencookie(). It is now set on the compiler command line.
• Documentation: the sparse matrix arguments of sd_quad_form() and sd_left_matmul() / sd_right_matmul() are compressed-sparse-row arrays, and the dense data arguments are row-major. Earlier documentation said compressed-sparse-column and column-major. The grouped help pages now have usage sections (flagged by current R-devel).
• The package now has a ‘testthat’ test suite.

sparsediff 0.4.0

• First CRAN release, bundling SparseDiffEngine 0.3.0.

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They may not be fully stable and should be used with caution. We make no claims about them.