CppAD: A C++ Algorithmic Differentiation Package
20171217

size_t CppAD::ADFun< Base >::SparseHessian  (  const VectorBase &  x, 
const VectorBase &  w,  
const VectorSet &  p,  
const VectorSize &  row,  
const VectorSize &  col,  
VectorBase &  hes,  
sparse_hessian_work &  work  
) 
Compute user specified subset of a sparse Hessian.
The C++ source code corresponding to this operation is
SparceHessian(x, w, p, row, col, hes, work)
Base  is the base type for the recording that is stored in this ADFun<Base object. 
VectorBase  is a simple vector class with elements of type Base. 
VectorSet  is a simple vector class with elements of type bool or std::set<size_t> . 
VectorSize  is a simple vector class with elements of type size_t . 
x  [in] is a vector specifing the point at which to compute the Hessian. 
w  [in] is the weighting vector that defines a scalar valued function by a weighted sum of the components of the vector valued function $latex F(x)$$. 
p  [in] is the sparsity pattern for the Hessian that we are calculating. 
row  [in] is the vector of row indices for the returned Hessian values. 
col  [in] is the vector of columns indices for the returned Hessian values. It must have the same size are r. 
hes  [out] is the vector of Hessian values. It must have the same size are r. The return value hes[k] is the second partial of with respect to the row[k] and col[k] component of . 
work  This structure contains information that is computed by SparseHessianCompute . If the sparsity pattern, row vector, or col vectors are not the same between calls to SparseHessian , work.clear() must be called to reinitialize work . 
Definition at line 652 of file sparse_hessian.hpp.