petsc-3.12.5 2020-03-29

TaoComputeHessian

Computes the Hessian matrix that has been set with TaoSetHessianRoutine().

#include "petsctao.h" 
PetscErrorCode TaoComputeHessian(Tao tao, Vec X, Mat H, Mat Hpre)

Collective on Tao

	tao	- the Tao solver context
	X	- input vector

	H	- Hessian matrix
	Hpre	- Preconditioning matrix

	-tao_test_hessian	- compare the user provided Hessian with one compute via finite differences to check for errors
	-tao_test_hessian <numerical value>	- display entries in the difference between the user provided Hessian and finite difference Hessian that are greater than a certain value to help users detect errors
	-tao_test_hessian_view	- display the user provided Hessian, the finite difference Hessian and the difference between them to help users detect the location of errors in the user provided Hessian

Most users should not need to explicitly call this routine, as it is used internally within the minimization solvers.

TaoComputeHessian() is typically used within minimization implementations, so most users would not generally call this routine themselves.

The Hessian test mechanism follows SNESTestJacobian().

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