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Up-> cppad_py library cpp_lib cpp_fun cpp_fun_hessian fun_hessian_xam.cpp

library-> py_lib cpp_lib

cpp_lib-> a_double vector cpp_fun sparse cpp_utility more_cpp

cpp_fun-> cpp_independent cpp_abort_recording cpp_fun_ctor cpp_fun_property cpp_fun_new_dynamic cpp_fun_jacobian cpp_fun_hessian cpp_fun_forward cpp_fun_reverse cpp_fun_optimize

cpp_fun_hessian-> fun_hessian_xam.cpp

fun_hessian_xam.cpp

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# include <cstdio>
# include <cppad/py/cppad_py.hpp>

bool fun_hessian_xam(void) {
     using cppad_py::a_double;
     using cppad_py::vec_double;
     using cppad_py::vec_a_double;
     using cppad_py::d_fun;
     using cppad_py::a_fun;
     //
     // initialize return variable
     bool ok = true;
     // -----------------------------------------------------------------------
     // number of dependent and independent variables
     int n_dep = 1;
     int n_ind = 3;
     //
     // create the independent variables ax
     vec_double x(n_ind);
     for(int i = 0; i < n_ind ; i++) {
          x[i] = i + 2.0;
     }
     vec_a_double ax = cppad_py::independent(x);
     //
     // create dependent variables ay with ay0 = ax_0 * ax_1 * ax_2
     a_double ax_0 = ax[0];
     a_double ax_1 = ax[1];
     a_double ax_2 = ax[2];
     vec_a_double ay(n_dep);
     ay[0] = ax_0 * ax_1 * ax_2;
     //
     // define af corresponding to f(x) = x_0 * x_1 * x_2
     d_fun f(ax, ay);
     //
     // g(x) = w_0 * f_0 (x) = f(x)
     vec_double w(n_dep);
     w[0] = 1.0;
     //
     // compute Hessian
     vec_double fpp = f.hessian(x, w);
     //
     //          [ 0.0 , x_2 , x_1 ]
     // f''(x) = [ x_2 , 0.0 , x_0 ]
     //          [ x_1 , x_0 , 0.0 ]
     ok = ok && fpp[0 * n_ind + 0] == 0.0 ;
     ok = ok && fpp[0 * n_ind + 1] == x[2] ;
     ok = ok && fpp[0 * n_ind + 2] == x[1] ;
     //
     ok = ok && fpp[1 * n_ind + 0] == x[2] ;
     ok = ok && fpp[1 * n_ind + 1] == 0.0 ;
     ok = ok && fpp[1 * n_ind + 2] == x[0] ;
     //
     ok = ok && fpp[2 * n_ind + 0] == x[1] ;
     ok = ok && fpp[2 * n_ind + 1] == x[0] ;
     ok = ok && fpp[2 * n_ind + 2] == 0.0 ;
     // -----------------------------------------------------------------------
     a_fun af(f);
     //
     // compute and check Hessian
     vec_a_double aw(n_dep);
     aw[0] = w[0];
     vec_a_double afpp = af.hessian(ax, aw);
     ok = ok && afpp.size() == fpp.size();
     for(size_t i = 0; i < fpp.size(); ++i)
          ok = ok && afpp[i] == fpp[i];
     //
     return( ok );
}