Ignore:
Timestamp:
Mar 25, 2016 12:36:53 AM (4 years ago)
Author:
bradbell
Message:

merge to branch: trunk
from repository: https://github.com/coin-or/CppAD
start hash code: f8fc499c5720e9bead5d00b92db3d775c10e7043
end hash code: dd967ef41b8d6731d90ebb8b3e7e8b863565289c

commit dd967ef41b8d6731d90ebb8b3e7e8b863565289c
Author: Brad Bell <bradbell@…>
Date: Thu Mar 24 19:19:00 2016 -0700

eigen_mat_mul.hpp: add for_sparse_hes calculation.
atomic_base.hpp: edits to forward and reverse sparse hessian documentation.
for_hes_sweep.hpp: fix bug in ForSparseHes? calculation.
eigen_mat_mul.cpp: test for_sparse_hes calculation.

commit 99610d3bdda1162ec7e8884b3cc5811b5fc48c24
Author: Brad Bell <bradbell@…>
Date: Thu Mar 24 17:51:42 2016 -0700

eigen_mat_mul.cpp: test rev_sparse_hes.
eigen_mat_mul.hpp: fix heading -> subheading.

commit 19a0f5d8c3c1e8ea210f852f49adc290609fdf10
Author: Brad Bell <bradbell@…>
Date: Thu Mar 24 17:24:50 2016 -0700

eigen_mat_mul.hpp: add code for rev_sparse_hes.
atomic_base.hpp: in doc change some g(y) -> g[f(x)] (clearer).
eigen_mat_mul.cpp: test second order derivatives.

commit 4487cc1d4f5e598d690dba681b5c275281981bf0
Author: Brad Bell <bradbell@…>
Date: Thu Mar 24 15:14:17 2016 -0700

Add rev_sparse_jac to eigen_mat_mul.hpp.

commit 055fa95218ca47e30204796c887f33b5ca9f9788
Author: Brad Bell <bradbell@…>
Date: Thu Mar 24 07:40:49 2016 -0700

eigen_mat_mul.hpp: use subheadings to separate Public and Private.
eigen_mat_mul.cpp: test for_sparse_jac.

commit af8898d93493df4d1a088038abe926f9ab9f54d5
Author: Brad Bell <bradbell@…>
Date: Thu Mar 24 07:06:46 2016 -0700

eigen_mat_mul.hpp: add for_sparse_jac (not yet tested).
eigen_mat_mul.cpp: change to example with a non-zero Hessian.

File:
1 edited

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Removed
  • trunk/cppad/local/atomic_base.hpp

    r3805 r3809  
    11401140Jacobian sparsity patterns.
    11411141For a fixed matrix $latex R \in B^{q \times m}$$,
    1142 the Jacobian of $latex R * f( x )$$ with respect to $latex x \in B^q$$ is
     1142the Jacobian of $latex R * f( x )$$ with respect to $latex x \in B^n$$ is
    11431143$latex \[
    11441144        S(x) = R * f^{(1)} (x)
     
    13031303The input value of its elements
    13041304are not specified (must not matter).
    1305 Upon return, $icode v$$ is a
     1305Upon return, $icode h$$ is a
    13061306$cref/atomic_sparsity/atomic_option/atomic_sparsity/$$ pattern for
    13071307$latex H(x) \in B^{n \times n}$$ which is defined above.
     
    14121412and its size is $icode m$$.
    14131413It is a sparsity pattern for
    1414 $latex S(x) = g^{(1)} (y) \in B^{1 \times m}$$.
     1414$latex S(x) = g^{(1)} [ f(x) ] \in B^{1 \times m}$$.
    14151415
    14161416$subhead t$$
     
    14581458U(x)
    14591459& = &
    1460 \partial_u \{ \partial_y g[ y + f^{(1)} (x) R u ] \}_{u=0}
     1460\{ \partial_u \{ \partial_y g[ y + f^{(1)} (x) R u ] \}_{y=f(x)} \}_{u=0}
    14611461\\
    14621462& = &
    1463 \partial_u \{ g^{(1)} [ y + f^{(1)} (x) R u ] \}_{u=0}
     1463\partial_u \{ g^{(1)} [ f(x) + f^{(1)} (x) R u ] \}_{u=0}
    14641464\\
    14651465& = &
    1466 g^{(2)} (y) f^{(1)} (x) R
     1466g^{(2)} [ f(x) ] f^{(1)} (x) R
    14671467\end{array}
    14681468\] $$
     
    14911491\\
    14921492& = &
    1493 f^{(1)} (x)^\R{T} g^{(2)} ( y ) f^{(1)} (x)  R
     1493f^{(1)} (x)^\R{T} g^{(2)} [ f(x) ] f^{(1)} (x)  R
    14941494+
    1495 \sum_{i=1}^m g_i^{(1)} (y) \; f_i^{(2)} (x) R
     1495\sum_{i=1}^m g_i^{(1)} [ f(x) ] \; f_i^{(2)} (x) R
    14961496\\
    14971497& = &
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