reverse_hessian

scirs2_optimize::automatic_differentiation::reverse_mode

Function reverse_hessian 

Source 
pub fn reverse_hessian<F>(
    func: F,
    x: &ArrayView1<'_, f64>,
) -> Result<Array2<f64>, OptimizeError>
where
    F: Fn(&ArrayView1<'_, f64>) -> f64,
Expand description

Compute Hessian using reverse-mode automatic differentiation (finite differences for generic functions)