[CppAD] Sparse Hessian or Speed Test problem

[Brad Bell]

I should have included this information in my previous message on this 
topic:

The git master and svn trunk will advance with time. The git  hash code 
for this version of the repository is
     fca12b519abd2def8de71a6ee1f6c02753d381f0
and the subversion revision is
     3616

I created a branch called sparse_hessian
     https://github.com/coin-or/CppAD/tree/sparse_hessian
to work on this problem.

On 1/25/2015 11:51 AM, Brad Bell wrote:
> It seems that (for large problems) the first time a Sparse Hessian (of 
> a specific size) is computed, it takes much longer than on subsequent 
> times. Even if the entire calculation is repeated.
>
> If you get the current git master
>     git clone git at github.com:coin-or/CppAD.git cppad.git
>     cd cppad.git
> or the current svn trunk
>     svn checkout https://projects.coin-or.org/svn/CppAD/trunk cppad.svn
>     cd cppad.svn
> and then execute
>     cd bug
>     ./sparse_hessian.sh
> you will get output ending with
>     cppad/time_test.hpp: # define CPPAD_EXTRA_RUN_BEFORE_TIMING 0
>     cppad_sparse_hessian_ok =  true
>     cppad_sparse_hessian_size = [ 100, 400, 900, 1600, 2500 ]
>     cppad_sparse_hessian_rate = [ 58330, 18853, 8158, 4750, 0.93 ]
>     cppad_sparse_hessian_sweep = [ 19, 23, 24, 25, 26 ]
>     cppad/time_test.hpp: # define CPPAD_EXTRA_RUN_BEFORE_TIMING 1
>     cppad_sparse_hessian_ok =  true
>     cppad_sparse_hessian_size = [ 100, 400, 900, 1600, 2500 ]
>     cppad_sparse_hessian_rate = [ 55095, 18208, 8258, 4852, 3148 ]
>     cppad_sparse_hessian_sweep = [ 19, 23, 23, 25, 27 ]
> The huge difference (0.93 versus 3148 above) occurs both with the GNU 
> and Clang compilers, under Fedora and Ubuntu, and on multiple machines.
>
> The only thing that changes between the two cases is the value of
>     CPPAD_EXTRA_RUN_BEFORE_TIMING
> in the file
>     cppad/time_test.hpp
>
> I would appreciate any suggestions as to what the problem might be.
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