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update_hessian_bfgs_pure

Function update_hessian_bfgs_pure 

Source
pub fn update_hessian_bfgs_pure(
    hessian: &DMatrix<f64>,
    delta_x: &DVector<f64>,
    delta_g: &DVector<f64>,
) -> DMatrix<f64>
Expand description

Pure BFGS update without curvature check (MthUpd=5).

Same as BFGS but proceeds even with negative curvature. Use with caution - may produce indefinite Hessian.