The output consists of a series of values for ` RATIO` (ratio
of old to new errors) printed for
each until the truncation error and/or is very small.
If ` RATIO` tends to 4 as is decreased (and the
error is relatively small) the gradient is correct, and
if ` RATIO` tends to 8 both
the gradient and Hessian are correct.
If ` RATIO` tends to 2, which is
,
neither the gradient
nor the Hessian are correct. If ` RATIO` tends to unity, the errors may
be too large given the perturbation vector .
Thus in general, reliable values of ` RATIO` should
occur when: (1) is not too large and not too small,
and (2) the difference between and the
Taylor-series approximation is of reasonable magnitude.
Different starting point and/or perturbation vectors
can be tried for verification.
The code for ` TESTGH` can be
found in file ` testgh.f` in connection with the online version
of this paper.
To view this file, click on
testgh.f.