@@ -66,7 +66,7 @@ are used to set the order of the dependent variable and parameter vectors,
6666respectively.
6767"""
6868function DiffEqBase. SDEFunction {iip} (sys:: SDESystem , dvs = sys. states, ps = sys. ps;
69- version = nothing , tgrad= false ,
69+ version = nothing , tgrad= false , sparse = false ,
7070 jac = false , Wfact = false , kwargs... ) where {iip}
7171 f_oop,f_iip = generate_function (sys, dvs, ps, Val{false }; kwargs... )
7272 g_oop,g_iip = generate_diffusion_function (sys, dvs, ps, Val{false }; kwargs... )
@@ -85,7 +85,7 @@ function DiffEqBase.SDEFunction{iip}(sys::SDESystem, dvs = sys.states, ps = sys.
8585 end
8686
8787 if jac
88- jac_oop,jac_iip = generate_jacobian (sys, dvs, ps, Val{false }; kwargs... )
88+ jac_oop,jac_iip = generate_jacobian (sys, dvs, ps, Val{false }; sparse = sparse, kwargs... )
8989 _jac (u,p,t) = jac_oop (u,p,t)
9090 _jac (J,u,p,t) = jac_iip (J,u,p,t)
9191 else
@@ -131,7 +131,7 @@ function DiffEqBase.SDEProblem{iip}(sys::SDESystem,u0map,tspan,p=parammap;
131131
132132 f = SDEFunction (sys;tgrad= tgrad,jac= jac,Wfact= Wfact,checkbounds= checkbounds,
133133 linenumbers= linenumbers,multithread= multithread,
134- sparse= false )
134+ sparse= sparse )
135135 u0 = varmap_to_vars (u0map,states (sys))
136136 p = varmap_to_vars (parammap,parameters (sys))
137137 SDEProblem (f,f. g,u0,tspan,p;kwargs... )
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