pub fn update_hessian_by_method(
hessian: &DMatrix<f64>,
delta_x: &DVector<f64>,
delta_g: &DVector<f64>,
method: &HessianMethod,
) -> DMatrix<f64>Expand description
Updates the Hessian matrix using the specified method.
Dispatches to the appropriate update formula based on the HessianMethod:
DirectPsb: PSB (Powell-Symmetric-Broyden) rank-2 update on direct HInverseBfgs: BFGS inverse Hessian update (legacy)Bofill: Bofill weighted update for saddle-point-like crossingsPowell: Powell symmetric rank-one (SR1) updateBfgsPowellMix: Adaptive BFGS/Powell blend with Bofill weighting
§Arguments
hessian- Current Hessian matrix (direct or inverse depending on method)delta_x- Step vector (x_new - x_old) in Adelta_g- Gradient difference (g_new - g_old) in Ha/Amethod- Hessian update method to use
§Returns
Updated Hessian matrix.