Numerical estimation of sparse Hessians using ACM TOMS Algorithm 636.


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Documentation for package ‘sparseHessianFD’ version 0.1.1

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sparseHessianFD-package Given function, gradient, and sparsity structure, returns Hessian in sparse matrix format.
$-method Class to store function, gradient and Hessian structure information
Coord.to.Pattern.Matrix Converts row and column indices to a pattern Matrix object of Matrix class
Coord.to.Sym.Pattern.Matrix Converts row and column indices to a symmetric pattern Matrix object of Matrix class
get.fn Compute function, gradient and Hessian from objects of class sparseHessianObj.
get.fngr Compute function, gradient and Hessian from objects of class sparseHessianObj.
get.gr Compute function, gradient and Hessian from objects of class sparseHessianObj.
get.hessian Compute function, gradient and Hessian from objects of class sparseHessianObj.
Matrix.to.Coord Takes an object of class Matrix and returns the row and column indices of the non-zero elements in the lower triangle.
new-method Class to store function, gradient and Hessian structure information
new.sparse.hessian.obj Construct new object of class sparseHessianObj
sparseHessianFD Given function, gradient, and sparsity structure, returns Hessian in sparse matrix format.
sparseHessianObj-class Class to store function, gradient and Hessian structure information
Sym.CSC.to.Matrix Converts symmetric Hessian stored in CSC format to an object of Matrix class