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Initialize gradient in HessianResult to avoid undef errors when#9

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andreasnoack merged 1 commit intoJuliaDiff:masterfrom
andreasnoack:an/big
Dec 3, 2019
Merged

Initialize gradient in HessianResult to avoid undef errors when#9
andreasnoack merged 1 commit intoJuliaDiff:masterfrom
andreasnoack:an/big

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@andreasnoack
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using BigFloats in Hessian computations

Fixes #8

I wanted to add a test but that would require ForwardDiff, i.e. something like

# hessian! + BigFloat #
# -----------------------------#

xb = big.(ones(2))
rb = HessianResult(xb)
ForwardDiff.hessian!(rb, sqrt(prod(x)), xb)
@test hessian(rb) == big.([-1 1; 1 -1]/4)

Would you like the test added to ForwardDiff?

using BigFloats in Hessian computations

Fixes #8
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Coverage Status

Coverage remained the same at 87.302% when pulling e4ed5ab on andreasnoack:an/big into 8d12336 on JuliaDiff:master.

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Coverage Status

Coverage remained the same at 87.302% when pulling e4ed5ab on andreasnoack:an/big into 8d12336 on JuliaDiff:master.

@chriscoey
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bump

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@andreasnoack do you have the ability to merge?

@andreasnoack andreasnoack merged commit a6bd31b into JuliaDiff:master Dec 3, 2019
@andreasnoack andreasnoack deleted the an/big branch December 3, 2019 09:03
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Undefined reference when computing Hessian with BigFloats

3 participants