CppAD: A C++ Algorithmic Differentiation Package
20130102
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Classes | |
class | sparse_hessian_work |
class used by SparseHessian to hold information so it does not need to be recomputed. More... | |
Files | |
file | sparse_hessian.hpp |
Sparse Hessian driver routine and helper functions. | |
Functions | |
template<class VectorBase , class VectorSet > | |
size_t | ADFun< Base >::SparseHessianCompute (const VectorBase &x, const VectorBase &w, VectorSet &sparsity, VectorBase &hes, sparse_hessian_work &work) |
Private helper function that does computation for all Sparse Hessian cases. | |
template<class VectorBase , class VectorSet > | |
size_t | ADFun< Base >::SparseHessianCase (bool set_type, const VectorBase &x, const VectorBase &w, const VectorSet &p, VectorBase &hes, sparse_hessian_work &work) |
Private helper function for vector of bool sparsity pattern cases. | |
template<class VectorBase , class VectorSet > | |
size_t | ADFun< Base >::SparseHessianCase (const std::set< size_t > &set_type, const VectorBase &x, const VectorBase &w, const VectorSet &p, VectorBase &hes, sparse_hessian_work &work) |
Private helper function for vector of std::set<size_t> sparsity pattern cases. | |
template<class VectorBase , class VectorSet > | |
void | ADFun< Base >::SparseHessianCase (bool set_type, const VectorBase &x, const VectorBase &w, const VectorSet &p, VectorBase &hes) |
Private helper function for SparseHessian(x, w, p). | |
template<class VectorBase , class VectorSet > | |
void | ADFun< Base >::SparseHessianCase (const std::set< size_t > &set_type, const VectorBase &x, const VectorBase &w, const VectorSet &p, VectorBase &hes) |
Private helper function for SparseHessian(x, w, p). | |
template<class VectorBase , class VectorSet , class VectorSize > | |
size_t | ADFun< Base >::SparseHessian (const VectorBase &x, const VectorBase &w, const VectorSet &p, const VectorSize &r, const VectorSize &c, VectorBase &hes, sparse_hessian_work &work) |
Compute user specified subset of a sparse Hessian. | |
template<class VectorBase , class VectorSet > | |
VectorBase | ADFun< Base >::SparseHessian (const VectorBase &x, const VectorBase &w, const VectorSet &p) |
Compute a sparse Hessian. | |
template<typename VectorBase > | |
VectorBase | ADFun< Base >::SparseHessian (const VectorBase &x, const VectorBase &w) |
calculate sparse Hessians |