pbrod
Parallelizing function evaluations for the Derivative class
Similar to issue #20 , I would be willing to implement parallelizing the function evaluations for the derivative with the multiprocessing module. I have it working in my own implementation, and can add it if you are open to it.
I am unsure if I am breaking anything. Since I am only using it to calculate the jacobian, I have not run any tests on it other than working with that function.
@pbrod @jmeziere is this still ongoing ? I think that would be a great feature! I am ready to contribute if needed.
Now the question is whether to implement it within numdifftools e.g.,.with multiprocessing, or to simply provide an interface so that the user can implement himself the parallelization in the way he wants, e.g., joblib, mpi, etc. I think the later option is better and then numdifftools only has to provide some examples in the docs.
