SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.optimization.unconstrained.hessian

Class Summary
GoldfeldQuandtTrotter Goldfeld, Quandt and Trotter propose the following way to coerce a non-positive definite Hessian matrix to become positive definite.
MatthewsDavies Matthews and Davies propose the following way to coerce a non-positive definite Hessian matrix to become positive definite.
 


SuanShu, a Java numerical and statistical library

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