h must evaluate the second derivatives of the function at a given point. (As with funct, a parameter can be set to cause immediate termination.)

Syntax

C#
public delegate void E04HD_H( ref int iflag, int n, double[] xc, double[] fhesl, double[] fhesd )

Visual Basic
Public Delegate Sub E04HD_H ( _ ByRef iflag As Integer, _ n As Integer, _ xc As Double(), _ fhesl As Double(), _ fhesd As Double() _ )

Visual C++
public delegate void E04HD_H( int% iflag, int n, array<double>^ xc, array<double>^ fhesl, array<double>^ fhesd )

F#
type E04HD_H = delegate of iflag : int byref * n : int * xc : float[] * fhesl : float[] * fhesd : float[] -> unit

iflag: Type: System..::..Int32%
On entry: is set to a non-negative number.
On exit: if h resets iflag to a negative number, e04hd will terminate immediately with ifail set to your setting of iflag.

xc: Type: array<System..::..Double>[]()[][]
On entry: the point $x$ at which the second derivatives of $F (x)$ are required.

fhesl: Type: array<System..::..Double>[]()[][]
On exit: unless iflag is reset, h must place the strict lower triangle of the second derivative matrix of $F$ (evaluated at the point $x$ ) in fhesl, stored by rows, i.e., $fhesl [(i - 1) (i - 2) / 2 + j - 1]$ must be set to the value of $\frac{\partial^{2} F}{\partial x_{i} \partial x_{j}}$ at the point $x$ , for $i = 2, 3, \dots, n$ and $j = 1, 2, \dots, i - 1$ . (The upper triangle is not required because the matrix is symmetric.)

fhesd: Type: array<System..::..Double>[]()[][]
On entry: contains the value of $\frac{\partial F}{\partial x_{j}}$ at the point $x$ , for $j = 1, 2, \dots, n$ . Methods written to take advantage of a similar feature of e04lb can be tested as they stand by e04hd.
On exit: unless iflag is reset, h must place the diagonal elements of the second derivative matrix of $F$ (evaluated at the point $x$ ) in fhesd, i.e., $fhesd [j - 1]$ must be set to the value of $\frac{\partial^{2} F}{\partial x_{j}^{2}}$ at the point $x$ , for $j = 1, 2, \dots, n$ .

See Also