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update_hessian_advanced

Function update_hessian_advanced 

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

Updates the Hessian matrix using the specified method from the hessian_update module.

This function provides access to multiple Hessian update algorithms ported from the Gaussian Fortran source code (D2CorX subroutine).

§Available Methods

  • Bfgs: Standard BFGS for minima (with curvature check)
  • Bofill: Weighted Powell/Murtagh-Sargent for saddle points
  • Powell: Symmetric rank-one update
  • BfgsPure: BFGS without curvature check
  • BfgsPowellMix: Adaptive blend of BFGS and Powell

§Arguments

  • hessian - Current Hessian matrix (Ha/Ų)
  • delta_x - Step vector (x_new - x_old) in A
  • delta_g - Gradient difference (g_new - g_old) in Ha/A
  • method - Update method to use

§Returns

Updated Hessian matrix in Ha/Ų.