To use automatic differentiation in octave

[Ayesha Kalra]

Hi all

I am using LSODE to solve a large system of ODEs using oct files to calculate the Right Hand Side function of ODEs. I think since the system is large, calculation of Jacobian by LSODE is taking a long time. I know there is a way to supply user defined Jacobian to LSODE. I do not know how to use automatic differentiation to calculate Jacobian which can be called from the C file. Any help (or example) will be greatly appreciated.

Thanks

Ayesha