PatWie / CppNumericalSolvers

a lightweight header-only C++17 library of numerical optimization methods for nonlinear functions based on Eigen

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The way to calculate a finite Hessian

chobby opened this issue · comments

Hi,

I'm very interested in the way how to get the finite Hessian.
And I found the formula in the source code as below
ql_33f872e3aca0ced980df364cbf8ca362_l3
I would appreciate if you give me some information about the formula.

Please have a look at finite differences. This is no magic here. The 2, 1 referring to eps added/subtracted to coordinates.