scirs2_optimize::sparse_numdiff::compression

Function compress_hessian_pattern

Source 
pub fn compress_hessian_pattern(
    sparsity: &CsrArray<f64>,
) -> Result<(CsrArray<f64>, Array2<f64>), OptimizeError>
Expand description

Compresses a sparse Hessian pattern for more efficient finite differencing

§Arguments

  • sparsity - Sparse matrix representing the Hessian sparsity pattern

§Returns

  • Compressed sparsity pattern and compression matrix