Skip to main content

hessian_vec

Function hessian_vec 

Source
pub fn hessian_vec<F: Float + BtapeThreadLocal, const N: usize>(
    f: impl FnOnce(&[BReverse<F>]) -> BReverse<F>,
    x: &[F],
) -> (F, Vec<F>, Vec<Vec<F>>)
Available on crate feature bytecode only.
Expand description

Full Hessian matrix via batched forward-over-reverse.

Like hessian but processes N tangent directions simultaneously, reducing the number of tape traversals from 2n to 2·ceil(n/N).