Scilab Function ubandh - unconstrained tools, extraction of a banded matrix out of the
Hessian.
Calling Sequence
- BANDH = ubandh(X,NSEMIB,GOTH)
Parameters
- X
: real vector, minimization variables.
- NSEMIB
: the required semi-bandwidth, i.e., the number of bands directly below
the diagonal of the Hessian.
- GOTH
: boolean parameter : with goth=1, skips the evaluation of the
Hessian. default : goth=0.
- BANDH
: real matrix, lower triangular part of the band segment of the Hessian.
The diagonal entry in column i is returned in location BANDH(0,i),
while the entry j places below the diagonal in column i may be found
in location BANDH(j,i),
Description
ubandh extracts the elements which lie within a band of given
semi-bandwidth out of 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. bandh(1,i) contains the
diagonal entry in column i of the Hessian. bandh(j+1,i) contains the
entry j places below diagonal in column i of the Hessian. Set goth to 1
if the Hessian has already been evaluated by a call to udh, ush, ugrdh
or ugrsh at the current point, or by uprod or ubandh with goth set to 0.
See Also
Author
Add here the author name and references
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