code: def _transform_coefficients(self, NN, HHw, CCw, ffparm, polycf,
                                 any_pwl, npol, nw):
          
          nnw = any_pwl + npol + nw
          M = csr_matrix((ffparm[:, 3], (range(nnw), range(nnw))))
          MR = M * ffparm[:, 2] # FIXME: Possibly column 1.
          HMR = HHw * MR
          MN = M * NN
          HH = MN.T * HHw * MN
          CC = MN.T * (CCw - HMR)
          # Constant term of cost.
          C0 = 1./2. * MR.T * HMR + sum(polycf[:, 2])
  
          return HH, CC, C0[0]
docs: Transforms quadratic coefficients for w into coefficients for x.