[CppAD] Sparse Hessians and Jacobians
Brad Bell
bradbell at seanet.com
Fri May 25 08:41:17 EDT 2012
As per a request on this mailing list, there now is a new interface to
the CppAD sparse Hessian and Jacobian that only returns the requested
non-zero entries of the corresponding matrix. See the heading 05-24 on
the web page
http://www.coin-or.org/CppAD/Doc/whats_new_12.xml#05-24
The new syntax cases are
n_sweep = f.SparseJacobianForward(x, p, row, col, jac, work)
n_sweep = f.SparseJacobianReverse(x, p, row, col, jac, work)
n_sweep = f.SparseHessian(x, w, p, row, col, hes, work)
I plan to do more work on making these calculations faster, but I do not
expect the API to change.
Brad.
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