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the symmetry of the hessian is exploited for extra compression (casadi also does this): https://github.com/JuliaDiff/SparseDiffTools.jl/blob/master/test/test_sparse_hessian.jl#L12 But I don't immediately see how that extra compression is then later recovered: https://github.com/JuliaDiff/SparseDiffTools.jl/blob/master/src/differentiation/compute_hessian_ad.jl#L142
using Pkg; Pkg.activate(".") using SparsityDetection using SparseDiffTools function f(x) y = zero(eltype(x)) for i in firstindex(x):lastindex(x)-1 y += x[i]*x[i+1] end return y end f(rand(10)) x = randn(5) sparsity = hessian_sparsity(f, x) colors = matrix_colors(tril(sparsity)) colors2 = matrix_colors(sparsity) ncolors = maximum(colors) ncolors2 = maximum(colors2) hescache = ForwardAutoColorHesCache(f, x, colors, sparsity) hescache2 = ForwardAutoColorHesCache(f, x, colors2, sparsity) H = SparseDiffTools.autoauto_color_hessian(f, x, hescache) H2 = SparseDiffTools.autoauto_color_hessian(f, x, hescache2) H3 = SparseDiffTools.autoauto_color_hessian(f, x)
Also, H3 is not really sparse.
H3
The text was updated successfully, but these errors were encountered:
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the symmetry of the hessian is exploited for extra compression (casadi also does this):
https://github.com/JuliaDiff/SparseDiffTools.jl/blob/master/test/test_sparse_hessian.jl#L12
But I don't immediately see how that extra compression is then later recovered:
https://github.com/JuliaDiff/SparseDiffTools.jl/blob/master/src/differentiation/compute_hessian_ad.jl#L142
Also,
H3
is not really sparse.The text was updated successfully, but these errors were encountered: