TaoComputeHessian#

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

Synopsis#

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

Collective

Input Parameters#

  • tao - the Tao solver context

  • X - input vector

Output Parameters#

  • H - Hessian matrix

  • Hpre - Preconditioning matrix

Options Database Keys#

  • -tao_test_hessian - compare the user provided Hessian with one compute via finite differences to check for errors

  • -tao_test_hessian - 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

Notes#

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

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

Developer Note#

The Hessian test mechanism follows SNESTestJacobian().

See Also#

TAO: Optimization Solvers, Tao, TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetHessian()

Level#

developer

Location#

src/tao/interface/taosolver_hj.c


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