You must supply this method to evaluate the elements Hij=∂2F∂xi∂xj of the matrix of second derivatives of Fx at any point x. It should be tested separately before being used in conjunction with e04ly (see the E04 class).

Syntax

C#
public delegate void E04LY_HESS2(
	int n,
	double[] xc,
	double[] heslc,
	double[] hesdc
)
Visual Basic
Public Delegate Sub E04LY_HESS2 ( _
	n As Integer, _
	xc As Double(), _
	heslc As Double(), _
	hesdc As Double() _
)
Visual C++
public delegate void E04LY_HESS2(
	int n, 
	array<double>^ xc, 
	array<double>^ heslc, 
	array<double>^ hesdc
)
F#
type E04LY_HESS2 = 
    delegate of 
        n : int * 
        xc : float[] * 
        heslc : float[] * 
        hesdc : float[] -> unit

Parameters

n
Type: System..::..Int32
On entry: the number n of variables.
xc
Type: array<System..::..Double>[]()[][]
On entry: the point x at which the derivatives are required.
heslc
Type: array<System..::..Double>[]()[][]
On exit: hess2 must place the strict lower triangle of the second derivative matrix H in heslc, stored by rows, i.e., set heslc[i-1i-2/2+j-1]=∂2F∂xi∂xj, for i=2,3,…,n and j=1,2,…,i-1. (The upper triangle is not required because the matrix is symmetric.)
hesdc
Type: array<System..::..Double>[]()[][]
On exit: must contain the diagonal elements of the second derivative matrix, i.e., set hesdc[j-1]=∂2F∂xj2, for j=1,2,…,n.

See Also