Package org.ddogleg.optimization.math

Interface Summary Interface Description HessianBFGS Hessian update using BFGS.HessianLeastSquares<S extends DMatrix> HessianMath Abstraction 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_DDRM Uses DFP to estimate the Hessian and BFGS to estimate the inverse Hessian.HessianLeastSquares_DDRM HessianLeastSquares_DSCC HessianMath_DDRM Hessian is represented as a dense matrix.HessianMath_DSCC Hessian 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 Implementation ofHessianSchurComplement_Base
forDMatrixRMaj
HessianSchurComplement_DSCC Implementation ofHessianSchurComplement_Base
forDMatrixSparseCSC
MatrixMath_DDRM MatrixMath_DSCC