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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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