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

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

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karl

Posts: 397
Registered: 8/11/06
Reconstruct determinant of the Hessian
Posted: Dec 17, 2012 2:47 AM
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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

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