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Add computation of HI*M to D2Variable to make adjoint gradient computation easier.
author Martin Almquist <malmquist@stanford.edu>
date Wed, 24 Oct 2018 16:16:43 -0700
parents 0b87863cb29c
children
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function A = diags(B,d,m,n)
    assert(size(B,1) == m);

    A = repmat(B(:,1)*0, [1, n]);

    for i = 1:size(B,2)
        A(:,d(i)+ (1:m)) = A(:,d(i)+ (1:m)) + diag(B(:,i));
    end
end