scirs2_optimize::sparse_numdiff::compression

Function reconstruct_hessian

Source 
pub fn reconstruct_hessian(
    _gradients: &ArrayView2<'_, f64>,
    _p: &ArrayView2<'_, f64>,
    _sparsity: &CsrArray<f64>,
) -> Result<CsrArray<f64>, OptimizeError>
Expand description

Reconstructs a sparse Hessian from compressed gradient evaluations

§Arguments

  • gradients - Matrix of compressed gradient evaluations
  • p - Compression matrix

§Returns

  • Reconstructed sparse Hessian