apply_hessian {umbridge}

Evaluate Hessian of model.

Description

Evaluate Hessian of model.

Usage

apply_hessian(
  url,
  name,
  out_wrt,
  in_wrt1,
  in_wrt2,
  parameters,
  sens,
  vec,
  config = jsonlite::fromJSON("{}")
)

Arguments

url

URL the model is running at.

name

Name of the desired model.

out_wrt

Output variable to take Hessian with respect to.

in_wrt1

First input variable to take Hessian with respect to.

in_wrt2

Second input variable to take Hessian with respect to.

parameters

Model input parameter (a list of vectors).

sens

Sensitivity with respect to output.

vec

Vector to multiply Hessian by.

config

Model-specific configuration options.

Value

Hessian with respect to given inputs and outputs, applied to given sensitivity and vector.