Prev Next Index-> contents reference index search external Up-> CppAD ADFun drivers RevTwo CppAD-> Install Introduction AD ADFun preprocessor multi_thread utility ipopt_solve Example speed Appendix ADFun-> record_adfun drivers Forward Reverse sparsity_pattern sparse_derivative optimize abs_normal FunCheck check_for_nan drivers-> Jacobian Hessian ForOne RevOne ForTwo RevTwo RevTwo-> rev_two.cpp Headings-> Syntax Purpose f x i j ddw VectorBase VectorSize_t RevTwo Uses Forward Examples

Reverse Mode Second Partial Derivative Driver

Syntax
ddw = f.RevTwo(x, i, j)

Purpose
We use $F : B^n \rightarrow B^m$ to denote the AD function corresponding to f . The syntax above sets $$ddw [ k * p + \ell ] = \DD{ F_{i[ \ell ]} }{ x_{j[ \ell ]} }{ x_k } (x)$$ for $k = 0 , \ldots , n-1$ and $\ell = 0 , \ldots , p$, where $p$ is the size of the vectors i and j .

f
The object f has prototype       ADFun<Base> f  Note that the ADFun object f is not const (see RevTwo Uses Forward below).

x
The argument x has prototype       const VectorBase &x  (see VectorBase below) and its size must be equal to n , the dimension of the domain space for f . It specifies that point at which to evaluate the partial derivatives listed above.

i
The argument i has prototype       const VectorSize_t &i  (see VectorSize_t below) We use p to denote the size of the vector i . All of the indices in i must be less than m , the dimension of the range space for f ; i.e., for $\ell = 0 , \ldots , p-1$, $i[ \ell ] < m$.

j
The argument j has prototype       const VectorSize_t &j  (see VectorSize_t below) and its size must be equal to p , the size of the vector i . All of the indices in j must be less than n ; i.e., for $\ell = 0 , \ldots , p-1$, $j[ \ell ] < n$.

ddw
The result ddw has prototype       VectorBase ddw  (see VectorBase below) and its size is $n * p$. It contains the requested partial derivatives; to be specific, for $k = 0 , \ldots , n - 1$ and $\ell = 0 , \ldots , p - 1$ $$ddw [ k * p + \ell ] = \DD{ F_{i[ \ell ]} }{ x_{j[ \ell ]} }{ x_k } (x)$$

VectorBase
The type VectorBase must be a SimpleVector class with elements of type Base . The routine CheckSimpleVector will generate an error message if this is not the case.

VectorSize_t
The type VectorSize_t must be a SimpleVector class with elements of type size_t . The routine CheckSimpleVector will generate an error message if this is not the case.

RevTwo Uses Forward
After each call to Forward , the object f contains the corresponding Taylor coefficients . After a call to RevTwo, the zero order Taylor coefficients correspond to f.Forward(0, x) and the other coefficients are unspecified.

Examples
The routine RevTwo is both an example and test. It returns true, if it succeeds and false otherwise.