CppAD: A C++ Algorithmic Differentiation Package
20130918
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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 | ||
) |
Package specific implementation of a sparse Hessian claculation.
size | [in] is the size of the domain space; i.e. specifies n . |
repeat | [in] number of times tha the test is repeated. |
x | [out] is a vector of size n containing the argument at which the Hessian was evaluated during the last repetition. |
row | [in] is the row indices correpsonding to non-zero Hessian entries. |
col | [in] is the column indices corresponding to non-zero Hessian entries. |
hessian | [out] is a vector with size n * n containing the value of the Hessian of f(x) corresponding to the last repetition. |
Referenced by available_sparse_hessian(), correct_sparse_hessian(), and speed_sparse_hessian().