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#
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages