subst | R Documentation |
Estimate Hessian using triangular subsitution algorithm
subst(Y, colors, jCol, ipntr, delta, nvars, nnz)
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. |
For internal use. You should not have to call this function directly.
A sparse Hessian of class dgCMatrix.
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