\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)
double_sparse_hessian.cpp¶
View page sourceDouble Speed: Sparse Hessian¶
Specifications¶
See link_sparse_hessian .
Implementation¶
# include <cppad/utility/vector.hpp>
# include <cppad/speed/uniform_01.hpp>
# include <cppad/speed/sparse_hes_fun.hpp>
// Note that CppAD uses global_option["memory"] at the main program level
# include <map>
extern std::map<std::string, bool> global_option;
bool link_sparse_hessian(
size_t size ,
size_t repeat ,
const CppAD::vector<size_t>& row ,
const CppAD::vector<size_t>& col ,
CppAD::vector<double>& x ,
CppAD::vector<double>& hessian ,
size_t& n_color )
{
if(global_option["onetape"]||global_option["atomic"]||global_option["optimize"]||global_option["boolsparsity"])
return false;
// -----------------------------------------------------
// setup
using CppAD::vector;
size_t order = 0; // derivative order corresponding to function
size_t n = size; // argument space dimension
size_t m = 1; // range space dimension
vector<double> y(m); // function value
// choose a value for x
CppAD::uniform_01(n, x);
// ------------------------------------------------------
while(repeat--)
{
// computation of the function
CppAD::sparse_hes_fun<double>(n, x, row, col, order, y);
}
hessian[0] = y[0];
return true;
}