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ugrsh

unconstrained tool, gradient and Hessian sparse matrix

Calling Sequence

[G,H,ICNH,IRNH] = ugrsh(X)

Parameters

X

real vector, variables of the problem.

G

real vector, gradient of the objective function evaluated at X.

H

real vector, value of the Hessian matrix of the objective function evaluated at X. H(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.

Description

[G,H,ICNH,IRNH] = ugrsh(X) computes the gradientG and the Hessian matrix of a group partially separable function. The upper triangle of the Hessian is stored in coordinate form, i.e., the entry H(i) has row index IRNH(i) and column index ICNH(i) .

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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