x | [in] is a vector specifing the point at which to compute the Hessian. |
w | [in] is the weighting vector that defines a scalar valued function by a weighted sum of the components of the vector valued function $latex F(x)$$. |
sparsity | [in] is the sparsity pattern for the Hessian that we are calculating. |
user_row | [in] is the vector of row indices for the returned Hessian values. |
user_col | [in] is the vector of columns indices for the returned Hessian values. It must have the same size as user_row. |
hes | [out] is the vector of Hessian values. It must have the same size as user_row. The return value hes[k] is the second partial of with respect to the row[k] and col[k] component of . |
work | This structure contains information that is computed by SparseHessianCompute . If the sparsity pattern, row vector, or col vectors are not the same between calls to SparseHessianCompute , work.clear() must be called to reinitialize work . |