unconstrained tools, extraction of a banded matrix out of the Hessian.
BANDH = ubandh(X,NSEMIB,GOTH)
real vector, minimization variables.
the required semi-bandwidth, i.e., the number of bands directly below the diagonal of the Hessian.
boolean parameter : with goth=1, skips the evaluation of the Hessian. default : goth=0.
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),
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.
Serge Steer, INRIA
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