[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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