finite_difference_hessian

scirs2_optimize::unconstrained::utils

Function finite_difference_hessian 

Source 
pub fn finite_difference_hessian<F, S>(
    fun: &mut F,
    x: &ArrayView1<'_, f64>,
    step: f64,
) -> Result<Array2<f64>, OptimizeError>
where
    F: FnMut(&ArrayView1<'_, f64>) -> S,
    S: Into<f64>,
Expand description

Computes finite difference Hessian