Codebase list cppad / upstream/2015.00.00.7 doc / sparse_hes_fun.hpp.xml
upstream/2015.00.00.7

Tree @upstream/2015.00.00.7 (Download .tar.gz)

sparse_hes_fun.hpp.xml @upstream/2015.00.00.7 — raw · history · blame 

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Source: sparse_hes_fun</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Source: sparse_hes_fun"/>
<meta name="keywords" id="keywords" content=" source: sparse_hes_fun source "/>
<style type='text/css'>
body { color : black }
body { background-color : white }
A:link { color : blue }
A:visited { color : purple }
A:active { color : purple }
</style>
<script type='text/javascript' language='JavaScript' src='_sparse_hes_fun.hpp_xml.js'>
</script>
</head>
<body>
<table><tr>
<td>
<a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a>
</td>
<td><a href="sparse_hes_fun.cpp.xml" target="_top">Prev</a>
</td><td><a href="uniform_01.xml" target="_top">Next</a>
</td><td>
<select onchange='choose_across0(this)'>
<option>Index-&gt;</option>
<option>contents</option>
<option>reference</option>
<option>index</option>
<option>search</option>
<option>external</option>
</select>
</td>
<td>
<select onchange='choose_up0(this)'>
<option>Up-&gt;</option>
<option>CppAD</option>
<option>speed</option>
<option>speed_utility</option>
<option>sparse_hes_fun</option>
<option>sparse_hes_fun.hpp</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>speed-&gt;</option>
<option>speed_main</option>
<option>speed_utility</option>
<option>speed_double</option>
<option>speed_adolc</option>
<option>speed_cppad</option>
<option>speed_fadbad</option>
<option>speed_sacado</option>
</select>
</td>
<td>
<select onchange='choose_down2(this)'>
<option>speed_utility-&gt;</option>
<option>det_by_lu</option>
<option>det_of_minor</option>
<option>det_by_minor</option>
<option>det_33</option>
<option>det_grad_33</option>
<option>mat_sum_sq</option>
<option>ode_evaluate</option>
<option>sparse_jac_fun</option>
<option>sparse_hes_fun</option>
<option>uniform_01</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>sparse_hes_fun-&gt;</option>
<option>sparse_hes_fun.cpp</option>
<option>sparse_hes_fun.hpp</option>
</select>
</td>
<td>sparse_hes_fun.hpp</td>
<td>Headings</td>
</tr></table><br/>



<center><b><big><big>Source: sparse_hes_fun</big></big></b></center>
<code><font color="blue"># ifndef CPPAD_SPARSE_HES_FUN_INCLUDED 
<code><span style='white-space: nowrap'><br/>
</span></code># define CPPAD_SPARSE_HES_FUN_INCLUDED 

<pre style='display:inline'> 
# include &lt;cppad/local/cppad_assert.hpp&gt;
# include &lt;cppad/check_numeric_type.hpp&gt;
# include &lt;cppad/vector.hpp&gt;

// following needed by gcc under fedora 17 so that exp(double) is defined
# include &lt;cppad/base_require.hpp&gt; 

namespace CppAD {
	template &lt;class Float, class FloatVector&gt;
	void sparse_hes_fun(
		size_t                       n    ,
		const FloatVector&amp;           x    ,
		const CppAD::vector&lt;size_t&gt;&amp; row  , 
		const CppAD::vector&lt;size_t&gt;&amp; col  , 
		size_t                       p    ,
		FloatVector&amp;                fp    )
	{
		// check numeric type specifications
		CheckNumericType&lt;Float&gt;();

		// check value of p
		CPPAD_ASSERT_KNOWN(
			p &lt; 3,
			&quot;sparse_hes_fun: p &gt; 2&quot;
		);

		size_t i, j, k;
		size_t size = 1;
		for(k = 0; k &lt; p; k++)
			size *= n;
		for(k = 0; k &lt; size; k++)
			fp[k] = Float(0);

		size_t K = row.size();
		Float t;
		Float dt_i;
		Float dt_j;
		for(k = 0; k &lt; K; k++)
		{	i    = row[k];
			j    = col[k];
			t    = exp( x[i] * x[j] );	
			dt_i = t * x[j];
			dt_j = t * x[i];
			switch(p)
			{
				case 0:
				fp[0] += t;
				break;

				case 1:
				fp[i] += dt_i;
				fp[j] += dt_j;
				break;

				case 2:
				fp[i * n + i] += dt_i * x[j];
				fp[i * n + j] += t + dt_j * x[j];
				//
				fp[j * n + i] += t + dt_i * x[i];
				fp[j * n + j] += dt_j * x[i];
				break;
			}
		}
			
	}
}
</pre>


# endif
</font></code>


<hr/>Input File: omh/sparse_hes_fun.omh

</body>
</html>