Trees | Indices | Help |
|
---|
|
Cholesky Hessian modification with added multiple of the identity.
This file is part of the minfx optimisation library.
|
|||
|
|
|||
__package__ =
|
Imports: dot, sqrt, trace, transpose, LinAlgError, cholesky, solve
|
Cholesky with added multiple of the identity. Algorithm 6.3 from page 145 of 'Numerical Optimization' by Jorge Nocedal and Stephen J. Wright, 1999, 2nd ed. Returns the modified Newton step. |
Trees | Indices | Help |
|
---|
Generated by Epydoc 3.0.1 on Wed Aug 26 11:41:05 2020 | http://epydoc.sourceforge.net |