Date: Dec 17, 2012 2:47 AM Author: karl Subject: Reconstruct determinant of the Hessian 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?
Thanks
Karl