TaoDefaultComputeHessian#

Computes the Hessian using finite differences.

Synopsis#

#include "petsctao.h"  
PetscErrorCode TaoDefaultComputeHessian(Tao tao, Vec V, Mat H, Mat B, void *dummy)

Collective

Input Parameters#

  • tao - the Tao context

  • V - compute Hessian at this point

  • dummy - not used

Output Parameters#

  • H - Hessian matrix (not altered in this routine)

  • B - newly computed Hessian matrix to use with preconditioner (generally the same as H)

Options Database Key#

  • -tao_fd_hessian - activates TaoDefaultComputeHessian()

Notes#

This routine is slow and expensive, and is not optimized to take advantage of sparsity in the problem. Although it is not recommended for general use in large-scale applications, It can be useful in checking the correctness of a user-provided Hessian.

See Also#

Tao, TaoSetHessian(), TaoDefaultComputeHessianColor(), SNESComputeJacobianDefault(), TaoSetGradient(), TaoDefaultComputeGradient()

Level#

advanced

Location#

src/tao/interface/fdiff.c

Examples#

src/tao/unconstrained/tutorials/minsurf2.c


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Index of all Tao routines
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Index of all manual pages