Forward Hessian issue #299
Replies: 2 comments 5 replies
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Hi @Manushanker, this is not possible with |
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Are you using type var? This type has not been optimized. Due to other
projects, I have mainly invested time improving types real and dual. Type
real is what I use mostly in my research projects.
…On Wed, Aug 23, 2023, 21:34 Manushanker ***@***.***> wrote:
Hi Allan,
Thanks for your reply! The process you explained seems very complicated.
If possible, can you please implement a new Jacobian/Hessian function based
on the seed method? I am using your library to generate results for a
journal paper. The computation time required for obtaining the first order
gradients is far superior to other libraries such as CoDIPack, CPPAD. It
would be excellent if you could implement a new Hessian function based on
the seed method.
Thanks for your help.
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Hi Allan
I am using the forward/dual hessian function to obtain the Jacobian and Hessian matrix of a user defined function. Found that the hessian function calls the specified function for computing first and second order derivatives for every variable. May I know if it is possible to compute the Jacobian and Hessian by a single function call?
Thanks a lot for your time and help.
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