Package index

Package

sparsediff sparsediff-package

sparsediff: R interface to the SparseDiffEngine differentiation backend

engine_version()

Bundled SparseDiffEngine version

Building expressions

Construct the leaves and atoms of a nonlinear differentiation graph. Each constructor returns an expression handle.

sparsediff-leaves sd_variable sd_parameter

Leaf expressions: variables and parameters

sparsediff-elementwise sd_exp sd_log sd_sin sd_cos sd_tan sd_sinh sd_tanh sd_asinh sd_atanh sd_logistic sd_xexp sd_normal_cdf sd_entr sd_power sd_neg

Elementwise atoms

sparsediff-affine sd_add sd_sum sd_trace sd_transpose sd_diag_vec sd_diag_mat sd_upper_tri sd_promote sd_reshape sd_broadcast sd_index sd_hstack sd_vstack

Affine and shape atoms

sparsediff-bivariate sd_elementwise_mult sd_matmul sd_quad_over_lin sd_rel_entr sd_rel_entr_first_scalar sd_rel_entr_second_scalar

Bivariate atoms

sparsediff-reduction sd_prod sd_prod_axis_zero sd_prod_axis_one

Product-reduction atoms

sparsediff-matrix sd_scalar_mult sd_vector_mult sd_convolve sd_quad_form sd_left_matmul sd_right_matmul sd_left_matmul_dense sd_right_matmul_dense

Parameter- and constant-matrix atoms

Problems and sparse derivatives

Assemble expressions into a problem and evaluate its value, gradient, sparse Jacobian and lower-triangular Lagrangian Hessian.

sparsediff-problem sd_problem sd_register_params sd_update_params

Assemble a differentiable problem

sparsediff-oracle sd_init_derivatives sd_init_jacobian sd_init_jacobian_coo sd_init_hessian_coo sd_objective_forward sd_constraint_forward sd_gradient sd_jacobian_sparsity sd_jacobian_values sd_hessian_sparsity sd_hessian_values

Sparse derivative oracle