What sparsediff is | Building an expression graph | Assembling a problem and its derivative oracle | Evaluating value and derivatives | Parameters and fast re-evaluation | Where to go next
Package: sparsediff 0.4.0
sparsediff: R Interface to the 'SparseDiffEngine' Sparse Differentiation Backend
Bindings for the 'SparseDiffEngine' C library, the sparse Jacobian and Hessian differentiation backend used by 'CVXPY' for its Disciplined Nonlinear Programming (DNLP) extension. Provides low-level routines for building nonlinear expression graphs and evaluating sparse derivatives, intended as a backend for higher-level modeling layers such as 'CVXR'. This is the R analog of the 'sparsediffpy' Python package and wraps the same C library.
Authors:
sparsediff_0.4.0.tar.gz
sparsediff_0.4.0.zip(r-4.7)sparsediff_0.4.0.zip(r-4.6)sparsediff_0.4.0.zip(r-4.5)
sparsediff_0.4.0.tgz(r-4.6-x86_64)sparsediff_0.4.0.tgz(r-4.6-arm64)sparsediff_0.4.0.tgz(r-4.5-x86_64)sparsediff_0.4.0.tgz(r-4.5-arm64)
sparsediff_0.4.0.tar.gz(r-4.7-arm64)sparsediff_0.4.0.tar.gz(r-4.7-x86_64)sparsediff_0.4.0.tar.gz(r-4.6-arm64)sparsediff_0.4.0.tar.gz(r-4.6-x86_64)
sparsediff_0.4.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
sparsediff/json (API)
| # Install 'sparsediff' in R: |
| install.packages('sparsediff', repos = c('https://bnaras.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/bnaras/sparsediff/issues
Pkgdown/docs site:https://bnaras.github.io
Last updated from:a2b5cf95d2. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 125 | ||
| linux-devel-x86_64 | OK | 121 | ||
| source / vignettes | OK | 161 | ||
| linux-release-arm64 | OK | 159 | ||
| linux-release-x86_64 | OK | 159 | ||
| macos-release-arm64 | OK | 109 | ||
| macos-release-x86_64 | OK | 184 | ||
| macos-oldrel-arm64 | OK | 122 | ||
| macos-oldrel-x86_64 | OK | 348 | ||
| windows-devel | OK | 107 | ||
| windows-release | OK | 106 | ||
| windows-oldrel | OK | 104 | ||
| wasm-release | OK | 114 |
Exports:engine_versionsd_addsd_asinhsd_atanhsd_broadcastsd_constraint_forwardsd_convolvesd_cossd_diag_matsd_diag_vecsd_elementwise_multsd_entrsd_expsd_gradientsd_hessian_sparsitysd_hessian_valuessd_hstacksd_indexsd_init_derivativessd_init_hessian_coosd_init_jacobiansd_init_jacobian_coosd_jacobian_sparsitysd_jacobian_valuessd_left_matmulsd_left_matmul_densesd_logsd_logisticsd_matmulsd_negsd_normal_cdfsd_objective_forwardsd_parametersd_powersd_problemsd_prodsd_prod_axis_onesd_prod_axis_zerosd_promotesd_quad_formsd_quad_over_linsd_register_paramssd_rel_entrsd_rel_entr_first_scalarsd_rel_entr_second_scalarsd_reshapesd_right_matmulsd_right_matmul_densesd_scalar_multsd_sinsd_sinhsd_sumsd_tansd_tanhsd_tracesd_transposesd_update_paramssd_upper_trisd_variablesd_vector_multsd_vstacksd_xexp
Dependencies:cpp11
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bundled SparseDiffEngine version | engine_version |
| Affine and shape atoms | sd_add sd_broadcast sd_diag_mat sd_diag_vec sd_hstack sd_index sd_promote sd_reshape sd_sum sd_trace sd_transpose sd_upper_tri sd_vstack sparsediff-affine |
| Bivariate atoms | sd_elementwise_mult sd_matmul sd_quad_over_lin sd_rel_entr sd_rel_entr_first_scalar sd_rel_entr_second_scalar sparsediff-bivariate |
| Elementwise atoms | sd_asinh sd_atanh sd_cos sd_entr sd_exp sd_log sd_logistic sd_neg sd_normal_cdf sd_power sd_sin sd_sinh sd_tan sd_tanh sd_xexp sparsediff-elementwise |
| Leaf expressions: variables and parameters | sd_parameter sd_variable sparsediff-leaves |
| Parameter- and constant-matrix atoms | sd_convolve sd_left_matmul sd_left_matmul_dense sd_quad_form sd_right_matmul sd_right_matmul_dense sd_scalar_mult sd_vector_mult sparsediff-matrix |
| Sparse derivative oracle | sd_constraint_forward sd_gradient sd_hessian_sparsity sd_hessian_values sd_init_derivatives sd_init_hessian_coo sd_init_jacobian sd_init_jacobian_coo sd_jacobian_sparsity sd_jacobian_values sd_objective_forward sparsediff-oracle |
| Assemble a differentiable problem | sd_problem sd_register_params sd_update_params sparsediff-problem |
| Product-reduction atoms | sd_prod sd_prod_axis_one sd_prod_axis_zero sparsediff-reduction |
