void RevSparseHesSet(
bool transpose ,
size_t q ,
const VectorSet& s ,
VectorSet& h ,
size_t total_num_var ,
CppAD::vector<size_t>& dep_taddr ,
CppAD::vector<size_t>& ind_taddr ,
CppAD::player<Base>& play ,
Sparsity& for_jac_sparsity )
{
// temporary indices
size_t i, j;
std::set<size_t>::const_iterator itr;
// check VectorSet is Simple Vector class with sets for elements
CheckSimpleVector<std::set<size_t>, VectorSet>(
one_element_std_set<size_t>(), two_element_std_set<size_t>()
);
// range and domain dimensions for F
# ifndef NDEBUG
size_t m = dep_taddr.size();
# endif
size_t n = ind_taddr.size();
CPPAD_ASSERT_KNOWN(
q == for_jac_sparsity.end(),
"RevSparseHes: q is not equal to its value\n"
"in the previous call to ForSparseJac with this ADFun object."
);
CPPAD_ASSERT_KNOWN(
s.size() == 1,
"RevSparseHes: size of s is not equal to one."
);
// Array that will hold reverse Jacobian dependency flag.
// Initialize as true for the dependent variables.
pod_vector<bool> RevJac;
RevJac.extend(total_num_var);
for(i = 0; i < total_num_var; i++)
RevJac[i] = false;
itr = s[0].begin();
while( itr != s[0].end() )
{ i = *itr++;
CPPAD_ASSERT_KNOWN(
i < m,
"RevSparseHes: an element of the set s[0] has value "
"greater than or equal m"
);
CPPAD_ASSERT_UNKNOWN( dep_taddr[i] < total_num_var );
RevJac[ dep_taddr[i] ] = true;
}
// vector of sets that will hold reverse Hessain values
Sparsity rev_hes_sparsity;
rev_hes_sparsity.resize(total_num_var, q);
// compute the Hessian sparsity patterns
RevHesSweep(
n,
total_num_var,
&play,
for_jac_sparsity,
RevJac.data(),
rev_hes_sparsity
);
// return values corresponding to independent variables
// j is index corresponding to reverse mode partial
CPPAD_ASSERT_UNKNOWN( size_t(h.size()) == q || transpose );
CPPAD_ASSERT_UNKNOWN( size_t(h.size()) == n || ! transpose );
for(j = 0; j < n; j++)
{ CPPAD_ASSERT_UNKNOWN( ind_taddr[j] < total_num_var );
CPPAD_ASSERT_UNKNOWN( ind_taddr[j] == j + 1 );
CPPAD_ASSERT_UNKNOWN( play.GetOp( ind_taddr[j] ) == InvOp );
// extract the result from rev_hes_sparsity
// and add corresponding elements to result sets in h
CPPAD_ASSERT_UNKNOWN( rev_hes_sparsity.end() == q );
rev_hes_sparsity.begin(j+1);
i = rev_hes_sparsity.next_element();
while( i < q )
{ if( transpose )
h[j].insert(i);
else h[i].insert(j);
i = rev_hes_sparsity.next_element();
}
}
return;
}
void RevSparseHesBool(
bool transpose ,
size_t q ,
const VectorSet& s ,
VectorSet& h ,
size_t total_num_var ,
CppAD::vector<size_t>& dep_taddr ,
CppAD::vector<size_t>& ind_taddr ,
CppAD::player<Base>& play ,
Sparsity& for_jac_sparsity )
{
// temporary indices
size_t i, j;
// check Vector is Simple VectorSet class with bool elements
CheckSimpleVector<bool, VectorSet>();
// range and domain dimensions for F
size_t m = dep_taddr.size();
size_t n = ind_taddr.size();
CPPAD_ASSERT_KNOWN(
q == for_jac_sparsity.end(),
"RevSparseHes: q is not equal to its value\n"
"in the previous call to ForSparseJac with this ADFun object."
);
CPPAD_ASSERT_KNOWN(
size_t(s.size()) == m,
"RevSparseHes: size of s is not equal to\n"
"range dimension for ADFun object."
);
// Array that will hold reverse Jacobian dependency flag.
// Initialize as true for the dependent variables.
pod_vector<bool> RevJac;
RevJac.extend(total_num_var);
for(i = 0; i < total_num_var; i++)
RevJac[i] = false;
for(i = 0; i < m; i++)
{ CPPAD_ASSERT_UNKNOWN( dep_taddr[i] < total_num_var );
RevJac[ dep_taddr[i] ] = s[i];
}
// vector of sets that will hold reverse Hessain values
Sparsity rev_hes_sparsity;
rev_hes_sparsity.resize(total_num_var, q);
// compute the Hessian sparsity patterns
RevHesSweep(
n,
total_num_var,
&play,
for_jac_sparsity,
RevJac.data(),
rev_hes_sparsity
);
// return values corresponding to independent variables
CPPAD_ASSERT_UNKNOWN( size_t(h.size()) == n * q );
for(j = 0; j < n; j++)
{ for(i = 0; i < q; i++)
{ if( transpose )
h[ j * q + i ] = false;
else h[ i * n + j ] = false;
}
}
// j is index corresponding to reverse mode partial
for(j = 0; j < n; j++)
{ CPPAD_ASSERT_UNKNOWN( ind_taddr[j] < total_num_var );
// ind_taddr[j] is operator taddr for j-th independent variable
CPPAD_ASSERT_UNKNOWN( ind_taddr[j] == j + 1 );
CPPAD_ASSERT_UNKNOWN( play.GetOp( ind_taddr[j] ) == InvOp );
// extract the result from rev_hes_sparsity
CPPAD_ASSERT_UNKNOWN( rev_hes_sparsity.end() == q );
rev_hes_sparsity.begin(j + 1);
i = rev_hes_sparsity.next_element();
while( i < q )
{ if( transpose )
h[ j * q + i ] = true;
else h[ i * n + j ] = true;
i = rev_hes_sparsity.next_element();
}
}
return;
}
