pub fn update_hessian_bofill(
hessian: &DMatrix<f64>,
delta_x: &DVector<f64>,
delta_g: &DVector<f64>,
) -> DMatrix<f64>Expand description
Bofill weighted update for saddle points.
Implements Bofill’s formula from J. Comput. Chem. 1994, 15, 1-11:
H_new = H + φ·Powell_term + (1-φ)·MS_termwhere:
- φ = 1 - (Δx·Δg - Δx·H·Δx)² / (|Δx|² · |Δg - H·Δx|²)
- Powell_term = symmetric rank-one update
- MS_term = Murtagh-Sargent update
This weighted combination provides good convergence for both minima and saddle points.