jormungandr.autodiff.Hessian Class Reference

Public Member Functions
None	__init__ (self, Variable variable, VariableMatrix wrt)
VariableMatrix	get (self)
scipy.sparse.csc_matrix[float]	value (self)

Detailed Description

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.

Constructor & Destructor Documentation

__init__()

None jormungandr.autodiff.Hessian.__init__	(		self,
		Variable	variable,
		VariableMatrix	wrt
	)

Constructs a Hessian object.

Parameter ``variable``:
    Variable of which to compute the Hessian.

Parameter ``wrt``:
    Vector of variables with respect to which to compute the Hessian.

Member Function Documentation

get()

VariableMatrix jormungandr.autodiff.Hessian.get

(

self

)

Returns the Hessian as a VariableMatrix.

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

value()

scipy.sparse.csc_matrix[float] jormungandr.autodiff.Hessian.value

(

self

)

Evaluates the Hessian at wrt's value.

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

• jormungandr/autodiff/__init__.py