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LagrangianFunctionHessianWithRespectToX Method

Calcuates the Hessian matrix with respect to x.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public DoubleMatrix HessianWithRespectToX(
	DoubleVector lambda,
	DoubleVector x
)

Parameters

lambda  DoubleVector
The value of lambda.
x  DoubleVector
The point at which to evaluate the Hessian.

Return Value

DoubleMatrix
A matrix containing the Hessian.
See Also