The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.math.num-analysis

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Reconstruct determinant of the Hessian
Replies: 2   Last Post: Dec 17, 2012 9:51 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Peter Spellucci

Posts: 221
Registered: 11/9/09
Re: Reconstruct determinant of the Hessian
Posted: Dec 17, 2012 6:02 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

karl <> writes:
>Hi all,
>in quasi Newton methods in optimization the Hessian of the target function is reconstructed.
>This means that one needs to store a matrix in each step.
>If one needs only the *determinant* of the Hessian, is
>there a trick to get it without storing the whole matrix?

clearly there is a recursive formula for the determinant, quite easy to
apply if you use the rank-one-multiplicative form of the update.
but how would you compute the next "s" and the next "y" needed for this
without computing them? and in order to compute them you need the matrix.
and the ''limited memory'' version also needs to store old vectors, and due
to its numerical instability works not well for longer memorys
sorry, no help

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.