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.

sd_variable() sd_parameter()

Leaf expressions: variables and parameters

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

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

sd_elementwise_mult() sd_matmul() sd_quad_over_lin() sd_rel_entr() sd_rel_entr_first_scalar() sd_rel_entr_second_scalar()

Bivariate atoms

sd_prod() sd_prod_axis_zero() sd_prod_axis_one()

Product-reduction atoms

sd_scalar_mult() sd_vector_mult() sd_convolve() sd_quad_form() sd_quad_form_dense() sd_left_matmul() sd_right_matmul() sd_left_matmul_dense() sd_right_matmul_dense() sd_left_kron() sd_right_kron()

Parameter- and constant-matrix atoms

sd_get_expr_dimensions() sd_get_expr_size()

Expression shape

Problems and sparse derivatives

Assemble expressions into a problem and evaluate its value, gradient, sparse Jacobian and Lagrangian Hessian, in COO form (lower-triangular Hessian) or CSR form (full Hessian).

sd_problem() sd_register_params() sd_update_params()

Assemble a differentiable problem

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() sd_jacobian() sd_get_jacobian() sd_init_hessian() sd_hessian() sd_get_hessian()

Sparse derivative oracle