com.imsl.math

Interface MinUnconMultiVar.Hessian

All Superinterfaces:

MinUnconMultiVar.Function, MinUnconMultiVar.Gradient

Enclosing class:

MinUnconMultiVar

public static interface MinUnconMultiVar.Hessian
extends MinUnconMultiVar.Gradient

Public interface for the user supplied Hessian to the MinUnconMultiVar object.

Method Summary

Modifier and Type	Method and Description
void	hessian(double[] x, double[][] hess) Public interface for the Hessian of the multivariate function to be minimized.

Methods inherited from interface com.imsl.math.MinUnconMultiVar.Gradient

gradient

Methods inherited from interface com.imsl.math.MinUnconMultiVar.Function

f

Method Detail

hessian

void hessian(double[] x,
             double[][] hess)

Public interface for the Hessian of the multivariate function to be minimized.

Parameters:

x - a double array, the point at which the Hessian of the function is to be evaluated

hess - a double matrix, the value of the Hessian of the function at x