x | is parameter arguments to the function, other components are nan. |
x_index | is the variable index, on the tape, for the arguments to this function. This size of x_index is n, the number of arguments to this function. |
y_index | is the variable index, on the tape, for the results for this function. This size of y_index is m, the number of results for this function. |
for_jac_sparsity | On input, for j = 0, ... , n-1, the sparsity pattern with index x_index[j], is the forward Jacobian sparsity for the j-th argument to this atomic function. |
rev_jac_sparsity | On input, for i = 0, ... , m-1, the sparsity pattern with index y_index[i], is the reverse Jacobian sparsity for the i-th result to this atomic function. This shows which components of the result affect the function we are computing the Hessian of. |
for_hes_sparsity | This is the sparsity pattern for the Hessian. On input, the non-linear terms in the atomic fuction have not been included. Upon return, they have been included. |