Scilab Function

ubandh - unconstrained tools, extraction of a banded matrix out of the Hessian.

Calling Sequence

BANDH = ubandh(X,NSEMIB,GOTH)

Parameters

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

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