UPROD − CUTEr tool to form the matrix-vector product of a vector with the Hessian matrix. |
CALL UPROD( N, GOTDER, X, P, Q ) |
The UPROD subroutine forms the product of a vector with 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. |
The arguments of UPROD are as follows |
N [in] - integer |
the number of variables for the problem, |
GOTDER [in] - logical |
a logical variable which specifies whether the first and second derivatives of the groups and elements have already been set (GOTDER = .TRUE.) or if they should be computed (GOTDER = .FALSE.), |
X [in] - real/double precision |
when GOTDER = .FALSE., the derivatives will be evaluated at X. Otherwise X is not used. |
P [in] - real/double precision |
an array which gives the vector whose product with the Hessian is required, |
Q [out] - real/double precision |
an array which gives the result of multiplying the Hessian by P. |
GOTDER 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 UPROD, with GOTDER = .FALSE., at the current point has been made. |
Otherwise, it should be set .FALSE. |
I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint |
CUTEr (and SifDec): A Constrained and Unconstrained Testing Environment, revisited, N.I.M. Gould, D. Orban and Ph.L. Toint, ACM TOMS, 29:4, pp.373-394, 2003. CUTE: Constrained and Unconstrained Testing Environment, I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, TOMS, 21:1, pp.123-160, 1995. cprod(3M). |