CppAD: A C++ Algorithmic Differentiation Package  20130102
sparse_hessian.hpp

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
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