[Ready for review] Hessian for elementwise multiplication#6
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Looks great! Had a few comments/questions once again, but feel free to merge :).
| expr *y = node->right; | ||
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| /* for correctness x and y must be (1) different variables, | ||
| or (2) both must be linear operators */ |
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can we not have (Ax) * y? as long as they have the same shape? So not necessarily both linear operators?
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Right now we don't support this, because the second argument must be a "global" linear operator for the product rule to be correct. But we can form the B matrix representing y internally if only the left node is a linear operator. I'll add this as an issue so we do this later.
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This PR is work in progress, so no need to review it yet.
Adds hessian for elementwise multiplication. For correctness it assumes that either
For example, it can't handle multiply(x, x) where both x are vectors, so in the DNLP canon file of multiply we could check if both arguments are variables and if yes we instead canonicalize it to power. (We do similar checks for rel_entr, which we canonicalize using log if one of the arguments is a constant.)
The code can handle multiply(Ax, Ax) though, where A has global column indices