Hessian.hpp

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// Copyright (c) Sleipnir contributors
 
#pragma once
 
#include <Eigen/Core>
#include <Eigen/SparseCore>
 
#include "sleipnir/autodiff/ExpressionGraph.hpp"
#include "sleipnir/autodiff/Jacobian.hpp"
#include "sleipnir/autodiff/Profiler.hpp"
#include "sleipnir/autodiff/Variable.hpp"
#include "sleipnir/autodiff/VariableMatrix.hpp"
#include "sleipnir/util/SymbolExports.hpp"
 
namespace sleipnir {
 
class SLEIPNIR_DLLEXPORT Hessian {
 public:
  Hessian(Variable variable, const VariableMatrix& wrt) noexcept
      : m_jacobian{
            [&] {
              m_profiler.StartSetup();
              return detail::ExpressionGraph{variable}.GenerateGradientTree(
                  wrt);
            }(),
            wrt} {
    m_profiler.StopSetup();
  }
 
  VariableMatrix Get() const { return m_jacobian.Get(); }
 
  const Eigen::SparseMatrix<double>& Value() {
    m_profiler.StartSolve();
    const auto& H = m_jacobian.Value();
    m_profiler.StopSolve();
    return H;
  }
 
  Profiler& GetProfiler() { return m_profiler; }
 
 private:
  Profiler m_profiler;
  Jacobian m_jacobian;
};
 
}  // namespace sleipnir