CppAD: A C++ Algorithmic Differentiation Package  20171217
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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
Basethis operation sequence was recorded using AD<Base>.
Vector_setis the type used for vectors of sets. It can be either sparse_pack or sparse_list.
Parameters
nis the number of independent variables on the tape.
numvaris 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.
playThe information stored in play is a recording of the operations corresponding to a function

\[ F : {\bf R}^n \rightarrow {\bf R}^m \]

where $ n $ is the number of independent variables and $ m $ is the number of dependent variables.
for_jac_sparseFor 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.
RevJacInput: 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_sparseThe 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.

Referenced by CppAD::ADFun< Base >::rev_hes_sparsity(), CppAD::ADFun< Base >::RevSparseHesCase(), and CppAD::ADFun< Base >::RevSparseHesCheckpoint().