pub fn update_hessian_bfgs(
hessian: &DMatrix<f64>,
delta_x: &DVector<f64>,
delta_g: &DVector<f64>,
) -> DMatrix<f64>Expand description
BFGS Hessian update for minima (MthUpd=3).
Implements the standard BFGS formula from Old Code D2CorX:
H_new = H + (Δg·Δg^T)/(Δx·Δg) - (H·Δx·Δx^T·H)/(Δx^T·H·Δx)§Curvature Condition
The update is only applied if Δx·Δg > 0 (positive curvature). This ensures the updated Hessian remains positive definite for minima.