Skip to content
Snippets Groups Projects
  • Oliver Sander's avatar
    924813d5
    Implement vector-mode AD for the Hesse matrix · 924813d5
    Oliver Sander authored
    This almost halves the assembly time for the Hesse matrix.  Nice!
    Nevertheless I still keep the scalar-mode code around, hidden
    behind and #ifdef.  Higher-order vector-mode in ADOL-C appears
    to be not quite as reliable as the rest, so I want to be able to
    easily compare results with the scalar code.
    
    Also, unlike the scalar code, the vector-mode one again computes
    the full Hessian in the surrounding Euclidean space.  Only afterwards,
    that full Hessian is multiplied by the tangent space basis vectors
    to obtain a Hesse matrix on the tangent space.  To obtain better
    efficiency one could have ADOL-C compute the Hessian in the tangent
    directions directly.  However, ADOL-C sometimes segfaults... when
    doing that.
    
    [[Imported from SVN: r9815]]
    924813d5
    History
    Implement vector-mode AD for the Hesse matrix
    Oliver Sander authored
    This almost halves the assembly time for the Hesse matrix.  Nice!
    Nevertheless I still keep the scalar-mode code around, hidden
    behind and #ifdef.  Higher-order vector-mode in ADOL-C appears
    to be not quite as reliable as the rest, so I want to be able to
    easily compare results with the scalar code.
    
    Also, unlike the scalar code, the vector-mode one again computes
    the full Hessian in the surrounding Euclidean space.  Only afterwards,
    that full Hessian is multiplied by the tangent space basis vectors
    to obtain a Hesse matrix on the tangent space.  To obtain better
    efficiency one could have ADOL-C compute the Hessian in the tangent
    directions directly.  However, ADOL-C sometimes segfaults... when
    doing that.
    
    [[Imported from SVN: r9815]]