The algorithm computes the Hessian using an update rule. My question was what if you can compute the hessian analytically?
Hessian: http://en.wikipedia.org/wiki/Hessian_matrix Gradient: http://en.wikipedia.org/wiki/Gradient Cheers, -Ajo On Fri, Aug 16, 2013 at 9:39 AM, Luc Maisonobe <luc.maison...@free.fr>wrote: > Le 15/08/2013 22:59, Ajo Fod a écrit : > > Hello, > > > > Is'nt there an advantage to being able to compute the Jacobian of the > > gradient precisely at a point? > > > > If so, is there a class that uses the Jacobian instead of estimating the > > jacobian from the last few iteration as > NonLinearConjugateGradientOptimizer > > does? > > I'm not sure what you really mean, but you can always pass an > ObjectiveFunctionGradient holding any MultivariateVectorFunction to be > used by the algorithm. > > Luc > > > > > Thanks, > > -Ajo > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
