Scilab Function ugrsh - unconstrained tool, gradient and Hessian sparse matrix
Calling Sequence
- [NNZH,G,SH,ICNH,IRNH,SP] = ugrsh(X)
Parameters
- X
: real vector, variables of the problem.
- NNZH
: number of nonzero elements in the Hessian matrix.
- G
: real vector, gradient of the objective function evaluated at X.
- SH
: real vector, value of the Hessian matrix of the objective
function evaluated at X. SH(i) gives the value of the nonzero in row
IRNH(i) and column ICNH(i). Only the upper triangular part of the
Hessian is stored.
- ICNH
: an array which gives the column indices of the nonzeros of the
Hessian matrix of the objective function evaluated at X.
- IRNH
: an array which gives the row indices of the nonzeros of the
Hessian matrix of the objective function evaluated at X.
- SP
: Hessian matrix stored in sparse scilab format
Description
ugrsh evaluates the gradient and 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. This
Hessian matrix is stored as a sparse matrix in coordinate format. SPARSE
gives the symetrical sparse matrix in scilab format
See Also
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