Decomposition of computational graph. More...
#include <TMBad.hpp>
Additional Inherited Members | |
 Public Member Functions inherited from TMBad::Decomp2< Sparse< ADFun > > | |
| Decomp3< Sparse< ADFun > > | HesFun (std::vector< bool > keep_rc=std::vector< bool >(0), bool sparse_1=true, bool sparse_2=true, bool sparse_3=true) |
| Calculate a sparse plus low rank representation of the Hessian. More... | |
Detailed Description
template<class ADFun>
struct TMBad::Decomp3< ADFun >
Decomposition of computational graph.
This structure holds a decomposition (H,grad(g),H0) of the Hessian of a computational graph of the form x -> f(x, g(x)) mapping R^n to R^m. The Hessian of the original function is given by H + grad(g)*H0*grad(g)^T where
- The member first holds a tape of the sparse matrix H
- The member second holds the tape of the sparse Jacobian grad(g)
- The member third holds the tape of the dense matrix H0
The documentation for this struct was generated from the following file: