[ADOL-C] Operations on passive adoubles? Nonsequential active adouble memory?

[David.Seelbinder at dlr.de]

Dear Kshitij,

I do feel stupid now, and rightfully so. Sometimes it is just the thing you don’t expect that makes the difference. Thank you very much for your fast and helpful response.

Please allow me to ask one more question: 

adouble Func(adouble* arg1, adouble* arg2)

I want to compute the gradient of Func with respect to arg1. Then compute the jacobian of the gradient with respect to arg2. This should yield a 2nd order derivative sparse matrix with dimension size(arg1) x size(arg2).

I thought about using sparse_hess with respect to arg1 and arg2 and then extract the required results, but as both are large, this is not a good solution.

What would be the best way to do this with ADOL-C?

Kind regards,
David


-----Ursprüngliche Nachricht-----
Von: adol-c-bounces at list.coin-or.org [mailto:adol-c-bounces at list.coin-or.org] Im Auftrag von Kshitij Kulshreshtha
Gesendet: Dienstag, 13. Mai 2014 12:12
An: adol-c at list.coin-or.org
Betreff: Re: [ADOL-C] Operations on passive adoubles? Nonsequential active adouble memory?

Dear David,

The attached modified program works as you would expect. Please note the difference to your program.

As on 2014-05-13 11:20h, David.Seelbinder at dlr.de did write:
> Dear all,
> 
>  
> 
> I did more testing on the problem I described earlier. I made a 
> minimum working example (see attachment), that causes the error.
> 
>  
> 
> sparse_hess(…) crashes, when you perform operations on adoubles in the 
> traced function which are not marked as independents.
> 
> sparse_jac(…) does not show this behavior.
> 
>  
> 
> Kind regards,
> 
> David
> 


--
Dr. Kshitij Kulshreshtha

Institut für Mathematik,
Universität Paderborn,
Warburger Straße 100,
33098 Paderborn.

Büro: A3.235

Privatanschrift:
Arnikaweg 62
33100 Paderborn.