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