# Estimate sparse Hessian

### Description

Estimate Hessian using triangular subsitution algorithm

### Usage

1 |

### Arguments

`Y` |
Matrix of finite differences of gradients |

`colors` |
Vector of length nvars that identifies color of each variable |

`jCol, ipntr` |
Column indices and row pointers for non-zero elements of lower triangle of Hessian (row-oriented compressed format). |

`delta` |
Perturbation factor used to compute finite differences of gradients. |

`nvars` |
Dimension of Hessian (number of variables) |

`nnz` |
Number of non-zero elements in the lower triangle of the Hessian. |

### Details

For internal use. You should not have to call this function directly.

### Value

A sparse Hessian of class dgCMatrix.

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker. Vote for new features on Trello.