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 pointsPowell: Symmetric rank-one updateBfgsPure: BFGS without curvature checkBfgsPowellMix: Adaptive blend of BFGS and Powell
§Arguments
hessian- Current Hessian matrix (Ha/Ų)delta_x- Step vector (x_new - x_old) in Adelta_g- Gradient difference (g_new - g_old) in Ha/Amethod- Update method to use
§Returns
Updated Hessian matrix in Ha/Ų.