slp::Hessian< Scalar, UpLo > Class Template Reference

#include <sleipnir/autodiff/hessian.hpp>

Public Member Functions
	Hessian (Variable< Scalar > variable, Variable< Scalar > wrt)
	Hessian (Variable< Scalar > variable, SleipnirMatrixLike< Scalar > auto wrt)
VariableMatrix< Scalar >	get () const
const Eigen::SparseMatrix< Scalar > &	value ()

Detailed Description

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

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

Constructor & Destructor Documentation

Hessian() [1/2]

template<typename Scalar , int UpLo>

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

inline

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<typename Scalar , int UpLo>

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

inline

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<typename Scalar , int UpLo>

VariableMatrix< Scalar > slp::Hessian< Scalar, 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.

value()

template<typename Scalar , int UpLo>

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

inline

Evaluates the Hessian at wrt's value.

Returns

The Hessian at wrt's value.

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

• include/sleipnir/autodiff/hessian.hpp