ubandh

NAME
SYNOPSIS
DESCRIPTION
ARGUMENTS
NOTE
AUTHORS
SEE ALSO

NAME

UBANDH − CUTEr tool to extract a banded matrix out of the Hessian matrix.

SYNOPSIS

CALL UBANDH( N, GOTH, X, NSEMIB, BANDH, LBANDH )

DESCRIPTION

The UBANDH subroutine extracts the elements which lie within a band of given semi-bandwidth out of the Hessian matrix of the objective function of the problem decoded into OUTSDIF.d at the point X in the case where the only possible constraints are bound constraints.

ARGUMENTS

The arguments of UBANDH are as follows

N [in] - integer

the number of variables for the problem,

GOTH [in] - integer

a logical variable which specifies whether the second derivatives of the groups and elements have already been set (GOTH = .TRUE.) or if they should be computed (GOTH = .FALSE.),

X [in] - real/double precision

when GOTH = .FALSE., the derivatives will be evaluated at X. Otherwise X is not used.

NSEMIB [in] - integer

the required semi-bandwidth, i.e., the number of bands directly below the diagonal of the Hessian.

BANDH [out] - real/double precision

a two-dimensional array of dimension (0:LBANDH,N) which gives the lower triangular part of the band segment of the Hessian. The diagonal entry in column i is returned in location BANDH(0,i), while the entry j places below the diagonal in column i may be found in location BANDH(j,i),

LBANDH [in] - integer

the actual declared size of the leading dimension of BANDH (with LBANDH no smaller than NSEMIB). N.B. the leading component of BANDH includes the index 0 so strictly, the size of the leading dimension is LBANDH + 1.

NOTE

GOTH should be set to .TRUE. whenever

(1) a call has been made to UDH, USH, UGRDH or UGRSH at the current point, or

(2) a previous call to UBANDH, with GOTH = .FALSE., at the current point has been made.

Otherwise, it should be set .FALSE.

AUTHORS

I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint