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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

Authors

Serge Steer, INRIA

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


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