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Re: [Help-gsl] multimin: bfgs2 current estimate of Hessian
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] multimin: bfgs2 current estimate of Hessian |
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Date: |
Tue, 05 Jun 2007 20:18:15 +0100 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI) |
At Mon, 04 Jun 2007 06:08:18 +0200,
Paul Schneider wrote:
> is there a way to obtain the current estimate of the Hessian from the
> bfgs2 solver? Browsing through the code I did not see any direct
> reference to the Hessian, so I would not know how to do it even with
> modifying GSL code.
Hello,
I don't think it is possible --- if you want more information about
the algorithm see Chapter 3 of 'Practical Methods of Optimization'
(Second Edition) ISBN 0471915475, it has all the details and may have
some discussion of that.
--
Brian Gough
(GSL Maintainer)
Network Theory Ltd,
Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/