Package 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
    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.Function

    f

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

    gradient

  • Method Details

    • 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