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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Evaluate a Function That Has a Sparse Jacobian</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Evaluate a Function That Has a Sparse Jacobian"/>
<meta name="keywords" id="keywords" content=" evaluate a function that has sparse jacobian sparse_jac_fun syntax purpose inclusion float floatvector n m x row col p fp example source code "/>
<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_jac_fun_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="ode_evaluate.hpp.xml" target="_top">Prev</a>
</td><td><a href="sparse_jac_fun.cpp.xml" target="_top">Next</a>
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<option>Up-&gt;</option>
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</td>
<td>
<select onchange='choose_current0(this)'>
<option>Headings-&gt;</option>
<option>Syntax</option>
<option>Purpose</option>
<option>Inclusion</option>
<option>Float</option>
<option>FloatVector</option>
<option>n</option>
<option>m</option>
<option>x</option>
<option>row</option>
<option>col</option>
<option>p</option>
<option>fp</option>
<option>---..Function</option>
<option>---..Jacobian</option>
<option>Example</option>
<option>Source Code</option>
</select>
</td>
</tr></table><br/>



<center><b><big><big>Evaluate a Function That Has a Sparse Jacobian</big></big></b></center>
<br/>
<b><big><a name="Syntax" id="Syntax">Syntax</a></big></b>

<br/>

<code><font color="blue"><span style='white-space: nowrap'>#&#xA0;include&#xA0;&lt;cppad/speed/sparse_jac_fun.hpp&gt;<br/>
</span></font></code>

<code><font color="blue"><span style='white-space: nowrap'>sparse_jac_fun(</span></font><i><font color="black"><span style='white-space: nowrap'>m</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>row</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>col</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>p</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i><font color="blue"><span style='white-space: nowrap'>)</span></font></code>


<br/>
<br/>
<b><big><a name="Purpose" id="Purpose">Purpose</a></big></b>
<br/>
This routine evaluates

<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

 and 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msup><mi mathvariant='italic'>f</mi>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>


where the Jacobian 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msup><mi mathvariant='italic'>f</mi>
<mrow><mo stretchy="false">(</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

 is sparse.
The function 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">:</mo>
<msup><mrow><mstyle mathvariant='bold'><mi mathvariant='bold'>R</mi>
</mstyle></mrow>
<mi mathvariant='italic'>n</mi>
</msup>
<mo stretchy="false">&#x02192;</mo>
<msup><mrow><mstyle mathvariant='bold'><mi mathvariant='bold'>R</mi>
</mstyle></mrow>
<mi mathvariant='italic'>m</mi>
</msup>
</mrow></math>

 only depends on the 
size and contents of the index vectors 
<code><i><font color="black"><span style='white-space: nowrap'>row</span></font></i></code>
 and 
<code><i><font color="black"><span style='white-space: nowrap'>col</span></font></i></code>
. 
The non-zero entries in the Jacobian of this function have 
one of the following forms:

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<mfrac><mrow><mo stretchy="false">&#x02202;</mo>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>row</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>k</mi>
<mo stretchy="false">]</mo>
<mo stretchy="false">]</mo>
</mrow>
<mrow><mo stretchy="false">&#x02202;</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>col</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>k</mi>
<mo stretchy="false">]</mo>
<mo stretchy="false">]</mo>
</mrow>
</mfrac>
</mrow></math>

for some 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>k</mi>
</mrow></math>

 between zero and 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>K</mi>
<mn>-1</mn>
</mrow></math>

.
All the other terms of the Jacobian are zero.

<br/>
<br/>
<b><big><a name="Inclusion" id="Inclusion">Inclusion</a></big></b>
<br/>
The template function <code><font color="blue">sparse_jac_fun</font></code> 
is defined in the <code><font color="blue">CppAD</font></code> namespace by including 
the file <code><font color="blue">cppad/speed/sparse_jac_fun.hpp</font></code> 
(relative to the CppAD distribution directory).
It is only intended for example and testing purposes, 
so it is not automatically included by
<a href="cppad.xml" target="_top"><span style='white-space: nowrap'>cppad.hpp</span></a>
.

<br/>
<br/>
<b><big><a name="Float" id="Float">Float</a></big></b>
<br/>
The type 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
 must be a <a href="numerictype.xml" target="_top"><span style='white-space: nowrap'>NumericType</span></a>
.
In addition, if 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
 and 
<code><i><font color="black"><span style='white-space: nowrap'>z</span></font></i></code>
 are 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
 objects,

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;=&#xA0;exp(</span></font><i><font color="black"><span style='white-space: nowrap'>z</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code>
must set the 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
 equal the exponential of 
<code><i><font color="black"><span style='white-space: nowrap'>z</span></font></i></code>
, i.e.,
the derivative of 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
 with respect to 
<code><i><font color="black"><span style='white-space: nowrap'>z</span></font></i></code>
 is equal to 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
.

<br/>
<br/>
<b><big><a name="FloatVector" id="FloatVector">FloatVector</a></big></b>
<br/>
The type 
<code><i><font color="black"><span style='white-space: nowrap'>FloatVector</span></font></i></code>
 is any
<a href="simplevector.xml" target="_top"><span style='white-space: nowrap'>SimpleVector</span></a>
, or it can be a raw pointer, 
with elements of type 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
.

<br/>
<br/>
<b><big><a name="n" id="n">n</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>n</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;size_t&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
It specifies the dimension for the domain space for 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

.

<br/>
<br/>
<b><big><a name="m" id="m">m</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>m</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;size_t&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>m</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
It specifies the dimension for the range space for 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

.

<br/>
<br/>
<b><big><a name="x" id="x">x</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;const&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>FloatVector</span></font></i><font color="blue"><span style='white-space: nowrap'>&amp;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
It contains the argument value for which the function,
or its derivative, is being evaluated.
We use 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>n</mi>
</mrow></math>

 to denote the size of the vector 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
.

<br/>
<br/>
<b><big><a name="row" id="row">row</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>row</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;const&#xA0;CppAD::vector&lt;size_t&gt;&amp;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>row</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
It specifies indices in the range of 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

 for non-zero components
of the Jacobian
(see <a href="sparse_hes_fun.xml#Purpose" target="_top"><span style='white-space: nowrap'>purpose</span></a>
 above).
The value 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>K</mi>
</mrow></math>

 is defined by 
<code><i><font color="black"><span style='white-space: nowrap'>K</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;=&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>row</span></font></i><font color="blue"><span style='white-space: nowrap'>.size()</span></font></code>
.
All the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>row</span></font></i></code>
 must be between zero and 
<code><i><font color="black"><span style='white-space: nowrap'>m</span></font></i><font color="blue"><span style='white-space: nowrap'>-1</span></font></code>
.

<br/>
<br/>
<b><big><a name="col" id="col">col</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>row</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;const&#xA0;CppAD::vector&lt;size_t&gt;&amp;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>col</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
and its size must be 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>K</mi>
</mrow></math>

; i.e., the same as for 
<code><i><font color="black"><span style='white-space: nowrap'>col</span></font></i></code>
.
It specifies the component of 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>x</mi>
</mrow></math>

 for 
the non-zero Jacobian terms.
All the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>col</span></font></i></code>
 must be between zero and 
<code><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>-1</span></font></code>
.

<br/>
<br/>
<b><big><a name="p" id="p">p</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>p</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;size_t&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>p</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
It is either zero or one and
specifies the order of the derivative of 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
</mrow></math>


that is being evaluated, i.e., 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<msup><mi mathvariant='italic'>f</mi>
<mrow><mo stretchy="false">(</mo>
<mi mathvariant='italic'>p</mi>
<mo stretchy="false">)</mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

 is evaluated.

<br/>
<br/>
<b><big><a name="fp" id="fp">fp</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>FloatVector</span></font></i><font color="blue"><span style='white-space: nowrap'>&amp;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
The input value of the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i></code>
 does not matter.

<br/>
<br/>
<b><a name="fp.Function" id="fp.Function">Function</a></b>
<br/>
If 
<code><i><font color="black"><span style='white-space: nowrap'>p</span></font></i></code>
 is zero, 
<code><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i></code>
 has size 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>m</mi>
</mrow></math>

 and

<code><font color="blue"><span style='white-space: nowrap'>(</span></font><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i><font color="blue"><span style='white-space: nowrap'>[0]</span></font><i><font color="black"><span style='white-space: nowrap'>,&#xA0;...&#xA0;,&#xA0;</span></font></i><font color="blue"><span style='white-space: nowrap'>fp</span></font><i><font color="black"><span style='white-space: nowrap'>[</span></font></i><font color="blue"><span style='white-space: nowrap'>m</span></font><i><font color="black"><span style='white-space: nowrap'>-1])</span></font></i></code>
 is the value of 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">(</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">)</mo>
</mrow></math>

.

<br/>
<br/>
<b><a name="fp.Jacobian" id="fp.Jacobian">Jacobian</a></b>
<br/>
If 
<code><i><font color="black"><span style='white-space: nowrap'>p</span></font></i></code>
 is one, 
<code><i><font color="black"><span style='white-space: nowrap'>fp</span></font></i></code>
 has size 
<code><i><font color="black"><span style='white-space: nowrap'>m</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i></code>
 and 
for 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>m</mi>
<mn>-1</mn>
</mrow></math>

,

<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>n</mi>
<mn>-1</mn>
</mrow></math>



<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<mfrac><mrow><mo stretchy="false">&#x02202;</mo>
<mi mathvariant='italic'>f</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">]</mo>
</mrow>
<mrow><mo stretchy="false">&#x02202;</mo>
<mi mathvariant='italic'>x</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">]</mo>
</mrow>
</mfrac>
<mo stretchy="false">=</mo>
<mi mathvariant='italic'>fp</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">*</mo>
<mi mathvariant='italic'>n</mi>
<mo stretchy="false">+</mo>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">]</mo>
</mrow></math>

<br/>
<b><big><a name="Example" id="Example">Example</a></big></b>
<br/>
The file
<a href="sparse_jac_fun.cpp.xml" target="_top"><span style='white-space: nowrap'>sparse_jac_fun.cpp</span></a>

contains an example and test  of <code><font color="blue">sparse_jac_fun.hpp</font></code>.
It returns true if it succeeds and false otherwise.

<br/>
<br/>
<b><big><a name="Source Code" id="Source Code">Source Code</a></big></b>
<br/>
The file 
<a href="sparse_jac_fun.hpp.xml" target="_top"><span style='white-space: nowrap'>sparse_jac_fun.hpp</span></a>

contains the source code for this template function.


<hr/>Input File: cppad/speed/sparse_jac_fun.hpp

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