scirs2_optimize::parallel

Function parallel_finite_diff_hessian

Source 
pub fn parallel_finite_diff_hessian<F>(
    f: &F,
    x: ArrayView1<'_, f64>,
    gradient: Option<&Array1<f64>>,
    options: &ParallelOptions,
) -> Array1<f64>
where
    F: Fn(&ArrayView1<'_, f64>) -> f64 + Sync,
Expand description

Parallel computation of Hessian matrix using finite differences