[ADOL-C] Change parameters of a function without retaping

Kshitij Kulshreshtha kshitij at math.upb.de
Fri May 15 05:42:42 EDT 2015

On 2015-05-15 11:33, Leitz, Thomas wrote:
> Hello Kshitij,
> thank you for your elaborate answer. I already suspected, that
> computational time savings would be minimal for most applications, so
> it is good to hear, that it actually is. With regard to the hessian:
> Apart from the gradient I also need part of the full hessian d^2 f /
> (dq_i,dq_j), where q=[x,y], more specifically d^2 f / (dx_i, dy_j).
> Thomas

If you used the y variables as parameters then there would be no way to
compute the second derivatives w.r.t. y_j at all. All you would be able
to compute is the d^2 f/ dx^2 part. So in this case you really need to
have y as active variables.


Dr. Kshitij Kulshreshtha

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

Büro: TP21.1.21
Technologiepark 21
33098 Paderborn.

Arnikaweg 62
33100 Paderborn.

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