CppAD: A C++ Algorithmic Differentiation Package  20171217
template<class Base , class Vector_set >
 void CppAD::local::rev_hes_sweep ( const local::player< Base > * play, size_t n, size_t numvar, const Vector_set & for_jac_sparse, bool * RevJac, Vector_set & rev_hes_sparse )

Given the forward Jacobian sparsity pattern for all the variables, and the reverse Jacobian sparsity pattern for the dependent variables, RevHesSweep computes the Hessian sparsity pattern for all the independent variables.

Template Parameters
 Base this operation sequence was recorded using AD. Vector_set is the type used for vectors of sets. It can be either sparse_pack or sparse_list.
Parameters
 n is the number of independent variables on the tape. numvar is the total number of variables on the tape; i.e., play->num_var_rec(). This is also the number of rows in the entire sparsity pattern rev_hes_sparse. play The information stored in play is a recording of the operations corresponding to a function where is the number of independent variables and is the number of dependent variables. for_jac_sparse For i = 0 , ... , numvar - 1, (for all the variables on the tape), the forward Jacobian sparsity pattern for the variable with index i corresponds to the set with index i in for_jac_sparse. RevJac Input: For i = 0, ... , numvar - 1 the if the variable with index i on the tape is an dependent variable and included in the Hessian, RevJac[ i ] is equal to true, otherwise it is equal to false. Output: The values in RevJac upon return are not specified; i.e., it is used for temporary work space. rev_hes_sparse The reverse Hessian sparsity pattern for the variable with index i corresponds to the set with index i in rev_hes_sparse. Input: For i = 0 , ... , numvar - 1 the reverse Hessian sparsity pattern for the variable with index i is empty. Output: For j = 1 , ... , n, the reverse Hessian sparsity pattern for the independent dependent variable with index (j-1) is given by the set with index j in rev_hes_sparse. The values in the rest of rev_hes_sparse are not specified; i.e., they are used for temporary work space.

Definition at line 95 of file rev_hes_sweep.hpp.