https://github.com/ruqihuang/AdjointFmaps
Tip revision: d41efaa1636fb8cc0da8f09d89f4a1cae0172320 authored by ruqihuang on 24 August 2017, 07:39:27 UTC
Update readme
Update readme
Tip revision: d41efaa
autoHv.m
function [Hv] = autoHv(v,x,g,useComplex,funObj,varargin)
% [Hv] = autoHv(v,x,g,useComplex,funObj,varargin)
%
% Numerically compute Hessian-vector product H*v of funObj(x,varargin{:})
% based on gradient values
if useComplex
mu = 1e-150i;
else
mu = 2*sqrt(1e-12)*(1+norm(x))/norm(v);
end
[f,finDif] = funObj(x + v*mu,varargin{:});
Hv = (finDif-g)/mu;