MinUnconMultiVar.Ihess Property

MinUnconMultiVarIhess Property

The Hessian initialization parameter.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public int Ihess { get; set; }

Public Property Ihess As Integer
	Get
	Set

public:
property int Ihess {
	int get ();
	void set (int value);
}

member Ihess : int with get, set

Property Value

Type: Int32
An int scalar value specifying the Hessian initialization parameter.

Remarks

By default, Ihess is set to 0.0 and the Hessian is initialized to the identity matrix. If this member function is called and Ihess is set to anything other than 0.0, the Hessian is initialized to the diagonal matrix containing

max(abs(f(xguess)),fscale)*xscale*xscale

where xguess is the initial guess of the computed solution and xscale is the scaling vector for the variables.

Reference

MinUnconMultiVar Class

Imsl.Math Namespace