scipy.optimize.LbfgsInvHessProduct¶
-
class
scipy.optimize.
LbfgsInvHessProduct
(sk, yk)[source]¶ Linear operator for the L-BFGS approximate inverse Hessian.
This operator computes the product of a vector with the approximate inverse of the Hessian of the objective function, using the L-BFGS limited memory approximation to the inverse Hessian, accumulated during the optimization.
Objects of this class implement the
scipy.sparse.linalg.LinearOperator
interface.Parameters: - sk : array_like, shape=(n_corr, n)
Array of n_corr most recent updates to the solution vector. (See [1]).
- yk : array_like, shape=(n_corr, n)
Array of n_corr most recent updates to the gradient. (See [1]).
References
[Rcefce8c085d0-1] Nocedal, Jorge. “Updating quasi-Newton matrices with limited storage.” Mathematics of computation 35.151 (1980): 773-782. Attributes: Methods
adjoint
(self)Hermitian adjoint. dot
(self, x)Matrix-matrix or matrix-vector multiplication. matmat
(self, X)Matrix-matrix multiplication. matvec
(self, x)Matrix-vector multiplication. rmatvec
(self, x)Adjoint matrix-vector multiplication. todense
(self)Return a dense array representation of this operator. transpose
(self)Transpose this linear operator. __call__