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tmigot merged 2 commits into from
Jul 27, 2025
Merged

Split jth_hess_residual into coord and structure functions #502

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2f57d89
Split jth_hess_residual into coord and structure functions
arnavk23 Jul 12, 2025
06c3d78
Update api.jl
arnavk23 Jul 23, 2025
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2 changes: 1 addition & 1 deletion docs/src/api.md
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Original file line number Diff line number Diff line change
Expand Up @@ -58,4 +58,4 @@ and its derivatives. Namely,
|---------------------|---|
| ``F(x)`` | [`residual`](@ref), [`residual!`](@ref) |
| ``J_F(x)`` | [`jac_residual`](@ref), [`jac_coord_residual`](@ref), [`jac_coord_residual!`](@ref), [`jac_structure_residual`](@ref), [`jac_structure_residual!`](@ref), [`jprod_residual`](@ref), [`jprod_residual!`](@ref), [`jtprod_residual`](@ref), [`jtprod_residual!`](@ref), [`jac_op_residual`](@ref), [`jac_op_residual!`](@ref) |
| ``\nabla^2 F_i(x)`` | [`hess_residual`](@ref), [`hess_coord_residual`](@ref), [`hess_coord_residual!`](@ref), [`hess_structure_residual`](@ref), [`hess_structure_residual!`](@ref), [`jth_hess_residual`](@ref), [`hprod_residual`](@ref), [`hprod_residual!`](@ref), [`hess_op_residual`](@ref), [`hess_op_residual!`](@ref) |
| ``\nabla^2 F_i(x)`` | [`hess_residual`](@ref), [`hess_coord_residual`](@ref), [`hess_coord_residual!`](@ref), [`hess_structure_residual`](@ref), [`hess_structure_residual!`](@ref), [`jth_hess_residual`](@ref), [`jth_hess_residual_coord`](@ref), [`jth_hess_residual_coord!`](@ref), [`hprod_residual`](@ref), [`hprod_residual!`](@ref), [`hess_op_residual`](@ref), [`hess_op_residual!`](@ref) |
44 changes: 38 additions & 6 deletions src/nls/api.jl
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Expand Up @@ -2,7 +2,7 @@ export residual, residual!, jac_residual, jac_structure_residual, jac_structure_
export jac_coord_residual!, jac_coord_residual, jprod_residual, jprod_residual!
export jtprod_residual, jtprod_residual!, jac_op_residual, jac_op_residual!
export hess_residual, hess_structure_residual, hess_structure_residual!
export hess_coord_residual!, hess_coord_residual, jth_hess_residual
export hess_coord_residual!, hess_coord_residual, jth_hess_residual, jth_hess_residual_coord, jth_hess_residual_coord!
export hprod_residual, hprod_residual!, hess_op_residual, hess_op_residual!

"""
Expand Down Expand Up @@ -325,10 +325,39 @@ Computes the Hessian of the j-th residual at x.
"""
function jth_hess_residual(nls::AbstractNLSModel{T, S}, x::AbstractVector, j::Int) where {T, S}
@lencheck nls.meta.nvar x
@rangecheck 1 nls.nls_meta.nequ j
rows, cols = hess_structure_residual(nls)
vals = jth_hess_residual_coord(nls, x, j)
return Symmetric(sparse(rows, cols, vals, nls.meta.nvar, nls.meta.nvar), :L)
end

"""
vals = jth_hess_residual_coord(nls, x, j)

Evaluate the Hessian of j-th residual at `x` in sparse coordinate format.
Only the lower triangle is returned.
"""
function jth_hess_residual_coord(nls::AbstractNLSModel{T, S}, x::AbstractVector, j::Int) where {T, S}
@lencheck nls.meta.nvar x
@rangecheck 1 nls.nls_meta.nequ j
vals = S(undef, nls.nls_meta.nnzh)
return jth_hess_residual_coord!(nls, x, j, vals)
end

"""
vals = jth_hess_residual_coord!(nls, x, j, vals)

Evaluate the Hessian of j-th residual at `x` in sparse coordinate format, with `vals` of
length `nls.nls_meta.nnzh`, in place. Only the lower triangle is returned.
"""
function jth_hess_residual_coord!(nls::AbstractNLSModel{T, S}, x::AbstractVector, j::Int, vals::AbstractVector) where {T, S}
@lencheck nls.meta.nvar x
@rangecheck 1 nls.nls_meta.nequ j
@lencheck nls.nls_meta.nnzh vals
increment!(nls, :neval_jhess_residual)
decrement!(nls, :neval_hess_residual)
v = [i == j ? one(T) : zero(T) for i = 1:(nls.nls_meta.nequ)]
return hess_residual(nls, x, v)
return hess_coord_residual!(nls, x, v, vals)
end

"""
Expand All @@ -342,8 +371,9 @@ function hprod_residual(
i::Int,
v::AbstractVector,
) where {T, S}
@lencheck nls.meta.nvar x
Hv = S(undef, nls_meta(nls).nvar)
@lencheck nls.meta.nvar x v
@rangecheck 1 nls.nls_meta.nequ i
Hv = S(undef, nls.meta.nvar)
hprod_residual!(nls, x, i, v, Hv)
end

Expand All @@ -361,14 +391,15 @@ Computes the Hessian of the i-th residual at x, in linear operator form.
"""
function hess_op_residual(nls::AbstractNLSModel{T, S}, x::AbstractVector, i::Int) where {T, S}
@lencheck nls.meta.nvar x
@rangecheck 1 nls.nls_meta.nequ i
Hiv = S(undef, nls.meta.nvar)
return hess_op_residual!(nls, x, i, Hiv)
end

"""
Hop = hess_op_residual!(nls, x, i, Hiv)

Computes the Hessian of the i-th residual at x, in linear operator form. The vector `Hiv` is used as preallocated storage for the operation.
Computes the Hessian of the i-th residual at x, in linear operator form. The vector Hiv is used as workspace.
"""
function hess_op_residual!(
nls::AbstractNLSModel{T, S},
Expand All @@ -377,6 +408,7 @@ function hess_op_residual!(
Hiv::AbstractVector,
) where {T, S}
@lencheck nls.meta.nvar x Hiv
@rangecheck 1 nls.nls_meta.nequ i
prod! = @closure (res, v, α, β) -> begin
hprod_residual!(nls, x, i, v, Hiv)
if β == 0
Expand All @@ -386,7 +418,7 @@ function hess_op_residual!(
end
return res
end
return LinearOperator{T}(nls_meta(nls).nvar, nls_meta(nls).nvar, true, true, prod!, prod!, prod!)
return LinearOperator{T}(nls.meta.nvar, nls.meta.nvar, true, true, prod!, prod!, prod!)
end

"""
Expand Down
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