coloring

cyclic coloring from a lower triangular pattern matrix

Estimates Hessian of a scalar-valued function, and returns it
in a sparse Matrix format. The sparsity pattern must be known in advance. The
algorithm is especially efficient for hierarchical models with a large number of
heterogeneous units. See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.

Michael Braun

sparseHessianFD

Numerical Estimation of Sparse Hessians

coloring function

<dl><dt>L</dt>
<dd>sparsity pattern of the Hessian as a lower triangular pattern
matrix</dd></dl>

Arguments

Triangular partitioning of variables — coloring

<dl>

<dt>L</dt>
<dd>sparsity pattern of the Hessian as a lower triangular pattern
matrix</dd>

</dl>

coloring: Triangular partitioning of variables

Description

Usage

Value

Arguments

Details