Interface Summary Interface Description HessianBFGSHessian update using BFGS. HessianLeastSquares<S extends DMatrix> HessianMathAbstraction layer for operations related to hessian 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. MatrixMath<S extends DMatrix>Operations on matrices that abstracts away the matrix type.
Class Summary Class Description HessianBFGS_DDRMUses DFP to estimate the Hessian and BFGS to estimate the inverse Hessian. HessianLeastSquares_DDRM HessianLeastSquares_DSCC HessianMath_DDRMHessian is represented as a dense matrix. HessianMath_DSCCHessian is represented as a sparse compact column matrix. HessianSchurComplement_Base<S extends DMatrix>The approximate Hessian matrix (J'*J) is assumed to have the following block triangle form: [A B;C D]. HessianSchurComplement_DDRM HessianSchurComplement_DSCC MatrixMath_DDRM MatrixMath_DSCC