Optimo  0.1.0
A C++ header library for optimization
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optimo::NumericalHessian< Scalar, n > Class Template Reference

Numerical Hessian computation. More...

#include <numerical_hessian.h>

Inheritance diagram for optimo::NumericalHessian< Scalar, n >:
optimo::HessianFunctor< Scalar, n >

Public Member Functions

 NumericalHessian (const ObjectiveFunctor< Scalar, n > &obj, const Scalar h)
 Constructor.
 
virtual void operator() (const Eigen::Matrix< Scalar, n, 1 > &x, Eigen::Matrix< Scalar, n, n > *H) const
 Computes Hessian matrix.
 

Detailed Description

template<typename Scalar, uint n>
class optimo::NumericalHessian< Scalar, n >

Numerical Hessian computation.

This class calculates the Hessian matrix using the secant method.


The documentation for this class was generated from the following file: