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zeemkr
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Post subject: Hessian matrix.  Posted: Tue Oct 01, 2013 1:37 am |
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Joined: Tue Oct 01, 2013 1:34 am
Posts: 2
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Dear all,
Is there a way to get the Hessian matrix (using BFGS algorithm) in alglib, please?
Thank you,
DK
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Sergey.Bochkanov
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Post subject: Re: Hessian matrix. Posted: Tue Oct 01, 2013 6:51 am |
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| Site Admin |
Joined: Fri May 07, 2010 7:06 am
Posts: 927
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No, current version of L-BFGS can not return Hessian matrix explicitly.
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zeemkr
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Post subject: Re: Hessian matrix. Posted: Tue Oct 01, 2013 10:46 pm |
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Joined: Tue Oct 01, 2013 1:34 am
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Thank you for your reply.
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