slp::Hessian< UpLo > Class Template Reference

#include <sleipnir/autodiff/hessian.hpp>

Public Member Functions
	Hessian (Variable variable, Variable wrt) noexcept
	Hessian (Variable variable, SleipnirMatrixLike auto wrt) noexcept
VariableMatrix	get () const
const Eigen::SparseMatrix< double > &	value ()
const small_vector< SolveProfiler > &	get_profilers () const

Detailed Description

template<int UpLo>
requires (UpLo == Eigen::Lower) || (UpLo == (Eigen::Lower | Eigen::Upper))
class slp::Hessian< UpLo >

This class calculates the Hessian of a variable with respect to a vector of variables.

The gradient tree is cached so subsequent Hessian calculations are faster, and the Hessian is only recomputed if the variable expression is nonlinear.

Template Parameters

UpLo	Which part of the Hessian to compute (Lower or Lower | Upper).

Constructor & Destructor Documentation

Hessian() [1/2]

template<int UpLo>

slp::Hessian< UpLo >::Hessian ( Variable  variable, Variable  wrt  )

inlinenoexcept

Constructs a Hessian object.

Parameters

variable	Variable of which to compute the Hessian.
wrt	Variable with respect to which to compute the Hessian.

Hessian() [2/2]

template<int UpLo>

slp::Hessian< UpLo >::Hessian ( Variable  variable, SleipnirMatrixLike auto  wrt  )

inlinenoexcept

Constructs a Hessian object.

Parameters

variable	Variable of which to compute the Hessian.
wrt	Vector of variables with respect to which to compute the Hessian.

Member Function Documentation

get()

template<int UpLo>

VariableMatrix slp::Hessian< UpLo >::get ( ) const

inline

Returns the Hessian as a VariableMatrix.

This is useful when constructing optimization problems with derivatives in them.

Returns

The Hessian as a VariableMatrix.

get_profilers()

template<int UpLo>

const small_vector< SolveProfiler > & slp::Hessian< UpLo >::get_profilers ( ) const

inline

Returns the profilers.

Returns

The profilers.

value()

template<int UpLo>

const Eigen::SparseMatrix< double > & slp::Hessian< UpLo >::value ( )

inline

Evaluates the Hessian at wrt's value.

Returns

The Hessian at wrt's value.

---

The documentation for this class was generated from the following file:

• include/sleipnir/autodiff/hessian.hpp