NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_opt_estimate_deriv (e04xac) Example Program Results

Estimate gradient and Hessian diagonals given function only

Function value:    2.1500e+02
Estimated gradient vector
   3.0600e+02    -1.4400e+02    -2.0000e+00    -3.1000e+02  
Estimated Hessian matrix diagonal
   4.8200e+02     2.1200e+02     5.7995e+01     4.9000e+02  

Estimate full Hessian given function and gradients

Function value:    2.1500e+02
Computed gradient vector
   3.0600e+02    -1.4400e+02    -2.0000e+00    -3.1000e+02  
Estimated Hessian matrix
   4.8200e+02     2.0000e+01     0.0000e+00    -4.8000e+02  
   2.0000e+01     2.1200e+02    -2.4000e+01     0.0000e+00  
   0.0000e+00    -2.4000e+01     5.8000e+01    -1.0000e+01  
  -4.8000e+02     0.0000e+00    -1.0000e+01     4.9000e+02