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Relevant ROOT patches:
1. 84cca5ef770e677f88955a83759158a4db3fd0dd
[Minuit2] Fix external index usage in analytical Hessian
Fix external index usage in analytical Hessian and also add a
unit test to cover this former bug.
This problem exists since the introduction of external Hessians to
Minuit2 in 888a7677f7b4e7a in the ROOT 6.28 development cycle.
This bug was discovered while investigating #20913.
2. 4ffe39c8d3baeb1476316ac50ccfe822758388b3
[Minuit2] Fallback to full Hessian in AnalyticalGradientCalc. if
no G2
If the user function doesn't claim to implement the diagonal of the
Hessian in an efficient way by overriding `HasG2()` to return
`true`, the AnalyticalGradientCalculator should not call `G2()`,
but instead fall back to extract the diagonal from the full Hessian.
Closes #20913.
… evaluated when only full model Hessian is provided This was a workaround for the "G2 bug" in Minuit2 that is fixed now (see commit a516d01). When no model Hessian diagonal is provided, the Minuit2 code now has the expected behavior: The cost function's G2 (= Hessian diagonal), when needed, is extracted from the full Hessian, so there is no need to duplicate that logic in the C# code.
In the end, the issue was not the seeding/regularization of the Hessian per se, but (primarily) a Hessian indexing error that occured when some parameters were fixed and/or limit-constrained (see fix commit a516d01).
false is the default for Exec tasks, so there is no need to specify it.
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