The Hessian initialization parameter.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public int Ihess { get; set; } |
| Visual Basic (Declaration) |
|---|
Public Property Ihess As Integer |
| Visual C++ |
|---|
public: property int Ihess { int get (); void set (int value); } |
Field Value
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.
