Package org.ddogleg.optimization.math
package org.ddogleg.optimization.math
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ClassDescriptionHessian update using BFGS.Uses DFP to estimate the Hessian and BFGS to estimate the inverse Hessian.HessianLeastSquares<S extends DMatrix>Abstraction layer for operations related to hessian matrix.Hessian is represented as a dense matrix.Hessian is represented as a sparse compact column matrix.HessianSchurComplement<S extends DMatrix>Given the already computed Jacobian (broken up into a left and right side) compute the decomposed approximate Hessian matrix, i.e.HessianSchurComplement_Base<S extends DMatrix>The approximate Hessian matrix (J'*J) is assumed to have the following block triangle form: [A B;C D].Implementation of
HessianSchurComplement_BaseforDMatrixRMajImplementation ofHessianSchurComplement_BaseforDMatrixSparseCSCMatrixMath<S extends DMatrix>Operations on matrices that abstracts away the matrix type.