Package minimise :: Package hessian_mods :: Module eigenvalue
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Module eigenvalue

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Functions [hide private]
 
eigenvalue(dfk, d2fk, I, print_prefix, print_flag, return_matrix=0)
The eigenvalue Hessian modification.
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Imports: eigenvectors, inverse, matrixmultiply, sort


Function Details [hide private]

eigenvalue(dfk, d2fk, I, print_prefix, print_flag, return_matrix=0)

source code 

The eigenvalue Hessian modification.

This modification is based on equation 6.14 from page 144 of 'Numerical Optimization' by Jorge Nocedal and Stephen J. Wright, 1999, 2nd ed.

Returns the modified Newton step.