Module NAG_OPT_CHECK_2ND_DERIV in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_OPT_CHECK_2ND_DERIV

 
Checks that a user-supplied routine for calculating second derivatives of an
objective function is consistent with a user-supplied routine for calculating
the corresponding first derivatives.
 
Classes  :  F3 .  Service routines for solution of nonlinear equations (e.g.,
                check user-supplied derivatives)
            G4c . Check user-supplied derivatives for optimization
 
Type     : C subroutine in NAGC library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name e04hdc.
 
Usage    : void nag_opt_check_2nd_deriv(Integer n, void (*objfun)(Integer
           n, double x[], double *objf, double g[], Nag_Comm *comm), void
           (*hessfun)(Integer n, double x[], double h[], double hd[],
           Nag_Comm *comm), double x[], double g[], double hesl[], double
           hesd[], Nag_Comm *comm, NagError *fail)
 
See also : nag_opt_bounds_2nd_deriv (e04lbc), nag_opt_check_deriv
           (e04hcc)
 
Details  : Documentation Example Example-output Local-details
Sites    : (1) ITL
 

Implementation of NAG_OPT_CHECK_2ND_DERIV from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name e04hdc.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/E04/e04hdc_cl05.pdf
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/e04hdce.r
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/e04hdce.c