JMSLTM Numerical Library 6.1

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
 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

JMSLTM Numerical Library 6.1

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Built July 30 2010.