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Up-> CppAD speed speed_double double_sparse_hessian.cpp

CppAD-> Install Introduction AD ADFun preprocessor multi_thread utility ipopt_solve Example speed Appendix

speed-> speed_main speed_utility speed_double speed_adolc speed_cppad speed_fadbad speed_sacado

speed_double-> double_det_minor.cpp double_det_lu.cpp double_mat_mul.cpp double_ode.cpp double_poly.cpp double_sparse_hessian.cpp double_sparse_jacobian.cpp

double_sparse_hessian.cpp

Headings-> Specifications Implementation

# include <cppad/utility/vector.hpp>
# include <cppad/speed/uniform_01.hpp>
# include <cppad/speed/sparse_hes_fun.hpp>

// Note that CppAD uses global_option["memory"] at the main program level
# include <map>
extern std::map<std::string, bool> global_option;

bool link_sparse_hessian(
     size_t                           size     ,
     size_t                           repeat   ,
     const CppAD::vector<size_t>&     row      ,
     const CppAD::vector<size_t>&     col      ,
     CppAD::vector<double>&           x        ,
     CppAD::vector<double>&           hessian  ,
     size_t&                          n_sweep  )
{
     if(global_option["onetape"]||global_option["atomic"]||global_option["optimize"]||global_option["boolsparsity"])
          return false;
     // -----------------------------------------------------
     // setup
     using CppAD::vector;
     size_t order = 0;          // derivative order corresponding to function
     size_t n     = size;       // argument space dimension
     size_t m     = 1;          // range space dimension
     vector<double> y(m);       // function value

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

     // ------------------------------------------------------

     while(repeat--)
     {
          // computation of the function
          CppAD::sparse_hes_fun<double>(n, x, row, col, order, y);
     }
     hessian[0] = y[0];

     return true;
}