jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
13 lines
371 B
Matlab
13 lines
371 B
Matlab
function [Hv] = autoHv(v,x,g,useComplex,funObj,varargin)
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% [Hv] = autoHv(v,x,g,useComplex,funObj,varargin)
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%
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% Numerically compute Hessian-vector product H*v of funObj(x,varargin{:})
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% based on gradient values
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if useComplex
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mu = 1e-150i;
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else
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mu = 2*sqrt(1e-12)*(1+norm(x))/norm(v);
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end
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[f,finDif] = funObj(x + v*mu,varargin{:});
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Hv = (finDif-g)/mu; |