deprecated: Deprecated functions
In sparseHessianFD: Numerical Estimation of Sparse Hessians

deprecated

R Documentation

Deprecated functions

Description

These functions were in earlier versions, but will no longer be maintained, and are not even guaranteed to work now.

Build sparse matrix from data in CSC (column compressed) format.

Converts row and column indices to a pattern Matrix object of Matrix class

This function is deprecated. Use sparseHessianFD instead.

Usage

Sym.CSC.to.Matrix(H, nvars)

Coord.to.Sym.Pattern.Matrix(H, nvars)

Coord.to.Pattern.Matrix(
  rows,
  cols,
  dims,
  compressed = TRUE,
  symmetric = FALSE,
  index1 = TRUE
)

new.sparse.hessian.obj(
  x,
  fn,
  gr,
  hs,
  fd.method = 0L,
  eps = sqrt(.Machine$double.eps),
  ...
)

sparseHessianFD.new(
  x,
  fn,
  gr,
  rows,
  cols,
  direct = NULL,
  eps = sqrt(.Machine$double.eps),
  ...
)

Arguments

`H`	a list containing Hessian data. See details.
`nvars`	the number of rows (and columns) in the matrix.
`rows, cols`	row and column indices of non-zero elements
`dims`	2-element vector for number of rows and columns in matrix
`compressed`	If TRUE, returns a matrix is compressed column (default=TRUE)
`symmetric`	If TRUE, matrix will be symmetric, and only the lower triangular elements need to be provided (default=FALSE)
`index1`	TRUE if input row and col use 1-based indexing, and FALSE for 0-based indexing.
`x`	variable vector for initialization
`fn`	R function that returns function value
`gr`	R function that returns the gradient of the function
`hs`	list of two vectors: row and column indices of non-zero elements of lower triangle of Hessian. See details.
`fd.method`	If TRUE, use direct method for computatation. Otherwise, use indirect/substitution method. See references.
`eps`	The perturbation amount for finite differencing of the gradient to compute the Hessian. Defaults to sqrt(.Machine$double.eps).
`...`	Other parameters to be passed to fn and gr.
`direct`	If TRUE, use direct method for computatation. Otherwise, use indirect/substitution method. See references.

Details

Use Matrix::sparseMatrix instead of Sym.CSC.to.Matrix.

Use Coord.to.Pattern.Matrix with symmetric=TRUE instead of Coord.to.Sym.Pattern.Matrix.

This function is useful to prototype a sparsity pattern. No assumptions are made about symmetry.

hs is a list of two elements:

iRow: Integer vector of row indices of non-zero elements in lower triangle of Hessian.
jCol: Integer vector of column indices of non-zero elements in lower triangle of Hessian.

This function is deprecated. Use sparseHessianFD instead.