Package minfx :: Package hessian_mods :: Module eigenvalue
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Module eigenvalue

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Eigenvalue Hessian modification.

This file is part of the minfx optimisation library.

Functions [hide private]
 
eigenvalue(dfk, d2fk, I, print_prefix, print_flag, return_matrix=0)
The eigenvalue Hessian modification.
source code
Variables [hide private]
  __package__ = 'minfx.hessian_mods'

Imports: dot, sort, eig, inv


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.