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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 $\times$ 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 $i$ (which is of size n $\times$ m) is stored at location Hess(($i$-1)m+1$\ldots$$i$m,1$\ldots$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 $C^2$ 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