datan

Class AuxHesse

java.lang.Object

datan.AuxHesse

public class AuxHesse
extends java.lang.Object

A class computing the Hessian matrix of second derivatives of a function of n variables

Author:

Siegmund Brandt.

Constructor Summary

Constructors

Constructor and Description
AuxHesse(DatanUserFunction muf, int[] list)

Method Summary

Methods

Modifier and Type	Method and Description
DatanMatrix	getHessian(DatanVector xin)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AuxHesse

public AuxHesse(DatanUserFunction muf,
        int[] list)

Parameters:

muf - user function which must be an extension of the abstract class DatanUserFunction.

list - array containing the elements of a list specifying which of the n variables are fixed (list element = 0) and which are adjustable (list element = 1).

Method Detail

getHessian

public DatanMatrix getHessian(DatanVector xin)

Parameters:

xin - position in n-space, for which Hessian is to be computed.

Returns:

Hessian matrix of second derivatives.