[ADMB Users] how to calculate the hessian matrix by autodif library
wenjian
sgwj1 at 163.com
Mon Oct 11 00:59:38 PDT 2010
hi fournier,
this is my code :
int main()
{
int nvar=60;
independent_variables x(1,nvar);
x.initialize();
double f;
dvector g(1,nvar);
dmatrix dHessian(1,nvar,1,nvar);
fmm fmc(nvar); // creates the function minimizing control structure
fmc.crit=0.000001;
/////////////////////////////////////////////////////
gradient_structure gs;
while(fmc.ireturn>=0)//
{//
fmc.fmin(f,x,g);
if(fmc.ireturn>0)
{
f=func2(x);
gradcalc(nvar,g);
}
}
//dHessian=fmc.hessian();
cout << "The minimum value = " << "at x =\n"
<< x <<"\n"<<"G"<<g<<f<< "\n";
return 0;
}
I delete dHessian=fmc.hessian(), the program run ok,but when i add dHessian=fmc.hessian(), the following error happened : error LNK2001: unresolved external symbol "public: class dmatrix & __thiscall fmm::hessian(void)" (?hessian at fmm@@QAEAAVdmatrix@@XZ).
thank you for your help.
sgwj
At 2010-10-11 12:28:44,"dave fournier" <davef at otter-rsch.com> wrote:
>This sounds totally destined to fail. I think you should tell us what
>you want
>to accomplish.
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