Module gmw81_old

Functions

gmw_old(dfk, d2fk, I, n, mach_acc, print_prefix, print_flag, return_matrix=0)
Modified Cholesky Hessian modification.

Imports: eigenvectors, inverse, Float64, array, dot, matrixmultiply, sort, sqrt, transpose

Function Details

gmw_old(dfk, d2fk, I, n, mach_acc, print_prefix, print_flag, return_matrix=0)

Modified Cholesky Hessian modification.

Algorithm 6.5 from page 148.

Somehow the data structures l, d, and c can be stored in d2fk!