Scilab Function uprod - unconstrained tool, form the matrix-vector product of a vector
with the Hessian matrix
Calling Sequence
- RESULT = uprod(X,P,goth)
Parameters
- X
: real vector, variables of the problem.
- P
: real vector required to perform the product with the Hessian.
- goth
: set goth to 1 if Hessian has already been evaluated at the point
X, 0 otherwise. default: goth=0.
- RESULT
: The result
Description
uprod forms the product of a vector with the Hessian matrix of the
objective function of the problem decoded into OUTSDIF.d at the point X
in the case where the only possible constraints are bound constraints.
If goth is omitted or set to 0, Hessian is not evaluated.
Author
Bibliography
Based on CUTEr authored by
Nicholas I.M. Gould - n.gould@rl.ac.uk - RAL
Dominique Orban - orban@ece.northwestern.edu - Northwestern
Philippe L. Toint - Philippe.Toint@fundp.ac.be - FUNDP
see http://hsl.rl.ac.uk/cuter-www