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s
)
and a subset of the Jacobian (see
s2
).
h
)
and a subset of the Hessian (see
h2
).
# include <cppad/cppad.hpp>
bool sparsity_sub(void)
{ // C++ source code
bool ok = true;
//
using std::cout;
using CppAD::vector;
using CppAD::AD;
using CppAD::vectorBool;
size_t n = 4;
size_t m = n-1;
vector< AD<double> > ax(n), ay(m);
for(size_t j = 0; j < n; j++)
ax[j] = double(j+1);
CppAD::Independent(ax);
for(size_t i = 0; i < m; i++)
ay[i] = (ax[i+1] - ax[i]) * (ax[i+1] - ax[i]);
CppAD::ADFun<double> f(ax, ay);
// Evaluate the full Jacobian sparsity pattern for f
vectorBool r(n * n), s(m * n);
for(size_t j = 0 ; j < n; j++)
{ for(size_t i = 0; i < n; i++)
r[i * n + j] = (i == j);
}
s = f.ForSparseJac(n, r);
// evaluate the sparsity for the Hessian of f_0 + ... + f_{m-1}
vectorBool t(m), h(n * n);
for(size_t i = 0; i < m; i++)
t[i] = true;
h = f.RevSparseHes(n, t);
// evaluate the Jacobian sparsity pattern for first n/2 components of x
size_t n2 = n / 2;
vectorBool r2(n * n2), s2(m * n2);
for(size_t j = 0 ; j < n2; j++)
{ for(size_t i = 0; i < n; i++)
r2[i * n2 + j] = (i == j);
}
s2 = f.ForSparseJac(n2, r2);
// evaluate the sparsity for the subset of Hessian of
// f_0 + ... + f_{m-1} where first partial has only first n/2 components
vectorBool h2(n2 * n);
h2 = f.RevSparseHes(n2, t);
// check sparsity pattern for Jacobian
for(size_t i = 0; i < m; i++)
{ for(size_t j = 0; j < n2; j++)
ok &= s2[i * n2 + j] == s[i * n + j];
}
// check sparsity pattern for Hessian
for(size_t i = 0; i < n2; i++)
{ for(size_t j = 0; j < n; j++)
ok &= h2[i * n + j] == h[i * n + j];
}
return ok;
}