Estimate Hessian using triangular subsitution algorithm
subst(Y, colors, jCol, ipntr, delta, nvars, nnz)A sparse Hessian of class dgCMatrix.
Matrix of finite differences of gradients
Vector of length nvars that identifies color of each variable
Column indices and row pointers for non-zero elements of lower triangle of Hessian (row-oriented compressed format).
Perturbation factor used to compute finite differences of gradients.
Dimension of Hessian (number of variables)
Number of non-zero elements in the lower triangle of the Hessian.
For internal use. You should not have to call this function directly.