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Can the optimization routine reuse the Jocobian matrix
http://forum.alglib.net/viewtopic.php?f=2&t=2072
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Author:  candychiu [ Fri Jul 04, 2014 10:03 pm ]
Post subject:  Can the optimization routine reuse the Jocobian matrix

How can I tell the the optimization routine that the same Jocobian matrix is reused so that it wouldn't perform the matrix inversion or decomposition at each iteration? Thanks.

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