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<center><b><big><big>Double Speed: Sparse Hessian</big></big></b></center>
<br/>
<b><big><a name="link_sparse_hessian" id="link_sparse_hessian">link_sparse_hessian</a></big></b>


<code><font color='blue'><pre style='display:inline'> 
# include &lt;cppad/vector.hpp&gt;
# include &lt;cppad/speed/uniform_01.hpp&gt;

// must include cmath before sparse_evaluate so that exp is defined for double
# include &lt;cmath&gt;
# include &lt;cppad/speed/sparse_evaluate.hpp&gt;

bool link_sparse_hessian(
	size_t                     repeat   , 
	CppAD::vector&lt;double&gt;     &amp;x        ,
	CppAD::vector&lt;size_t&gt;     &amp;i        ,
	CppAD::vector&lt;size_t&gt;     &amp;j        ,
	CppAD::vector&lt;double&gt;     &amp;hessian  )
{
	// -----------------------------------------------------
	// setup
	using CppAD::vector;
	size_t order = 0;        // derivative order corresponding to function
	size_t n     = x.size(); // argument space dimension
	size_t ell   = i.size(); // size of index vectors
	vector&lt;double&gt; y(1);     // function value

	// temporaries
	size_t k;
	vector&lt;double&gt; tmp(2 * ell);

	// choose a value for x
	CppAD::uniform_01(n, x);
	
	// ------------------------------------------------------

	while(repeat--)
	{
		// get the next set of indices
		CppAD::uniform_01(2 * ell, tmp);
		for(k = 0; k &lt; ell; k++)
		{	i[k] = size_t( n * tmp[k] );
			i[k] = std::min(n-1, i[k]);
			//
			j[k] = size_t( n * tmp[k + ell] );
			j[k] = std::min(n-1, j[k]);
		}

		// computation of the function
		CppAD::sparse_evaluate(x, i, j, order, y);
	}
	hessian[0] = y[0];

	return true;
}
</pre></font></code>


<hr/>Input File: speed/double/sparse_hessian.cpp

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