From 7004b6982c2a0ab83bca3134e0c811d2c3e635bd Mon Sep 17 00:00:00 2001
From: Brandon Amos <brandon.amos.cs@gmail.com>
Date: Thu, 28 Nov 2019 14:23:18 -0800
Subject: [PATCH] Add lu diff_mode

---
 module/interface.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/module/interface.py b/module/interface.py
index 10e0c633..e8a0f472 100644
--- a/module/interface.py
+++ b/module/interface.py
@@ -364,9 +364,9 @@ def adjoint_derivative(self, dx=None, dy_u=None, dy_l=None,
             d_sol = np.concatenate([dx, dy_u, dy_l])
 
             if diff_mode == 'lsqr':
-
                 r_sol = - sla.lsqr(self._derivative_cache['M'].T, d_sol)[0]
-
+            elif diff_mode == 'lu':
+                r_sol = - sla.spsolve(self._derivative_cache['M'].T, d_sol)
             elif diff_mode == 'qr':
                 # TODO: Add something like https://github.com/oxfordcontrol/osqpth/pull/5
                 # but use slack variables too