Atomic Vector Hessian Sparsity Pattern: Example Implementation

atomic_four_vector_hes_sparsity.hpp

@(@\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}} }@)@This is cppad-20221105 documentation. Here is a link to its current documentation . Atomic Vector Hessian Sparsity Pattern: Example Implementation
Purpose
The hes_sparsity routine overrides the virtual functions used by the atomic_four base class for Jacobian sparsity calculations; see hes_sparsity .

Example
The file atomic_four_vector_hes_sparsity.cpp contains an example and test using this operator.

Source


# include <cppad/example/atomic_four/vector/vector.hpp>

namespace CppAD { // BEGIN_CPPAD_NAMESPACE
//
// hes_sparsity override
template <class Base>
bool atomic_vector<Base>::hes_sparsity(
    size_t                                         call_id      ,
    const CppAD::vector<bool>&                     ident_zero_x ,
    const CppAD::vector<bool>&                     select_x     ,
    const CppAD::vector<bool>&                     select_y     ,
    CppAD::sparse_rc< CppAD::vector<size_t> >&     pattern_out  )
{
    size_t n = select_x.size();
    size_t m = select_y.size();
    assert( n == m || n == 2 * m );
    //
    // op
    op_enum_t op = op_enum_t( call_id );
    //
    switch(op)
    {   // linear operator cases
        case add_enum:
        case sub_enum:
        case neg_enum:
        //
        // pattern_out is empty
        pattern_out.resize(n, n, 0);
        return true;

        default:
        break;
    }
    //
    // nnz
    // number of non-zeros in sparsity pattern
    size_t nnz = 0;
    for(size_t i = 0; i < m; ++i) if( select_y[i] )
    {   size_t j = i;
        if( select_x[j] && op != mul_enum )
            ++nnz;
        if( n != m )
        {   // binary operator
            j = m + i;
            if( select_x[j] )
                nnz += 2;
        }
    }
    //
    // pattern_out
    pattern_out.resize(n, n, nnz);
    size_t k = 0;
    for(size_t i = 0; i < m; ++i) if( select_y[i] )
    {   size_t j = i;
        if( select_x[j] && op != mul_enum )
            pattern_out.set(k++, i, j);
        if( n != m )
        {   // binary operator
            j = m + i;
            if( select_x[j] )
            {   pattern_out.set(k++, i, j);
                pattern_out.set(k++, j, i);
            }
        }
    }
    assert( k == nnz);
    //
    return true;
}
} // END_CPPAD_NAMESPACE

Input File: include/cppad/example/atomic_four/vector/hes_sparsity.hpp