Next: Storage
Up: Implementation
Previous: Implementation
Contents
Hessian procedure
The syntax of this function is:
Hess=INTERVAL_MATRIX IntervalHessian (int l1,int l2,INTERVAL_VECTOR & in)
This procedure should return an interval matrix of
size m
n, m in which the Hessian of function
numbered l1 to l2 has been updated (function number start
at 1). The Hessian matrix of
function
(which is of size n
m) is stored at
location Hess((
-1)m+1
m,1
m).
Remember that for each function the Hessian matrix is symmetric: this
fact should be used in order to speed up the evaluation of this
matrix.
If a function in the system is not
you set all the elements of
its hessian matrix to the interval [-1e30,1e30]. Remember also here to
verify that each element of the Hessian should be interval-valuable
(see section 2.1.1.3).
Jean-Pierre Merlet
2012-12-20