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gnn_hessian.c File Reference

#include <gsl/gsl_blas.h>
#include "gnn_evaluation.h"
#include "gnn_hessian.h"
#include <math.h>

Include dependency graph for gnn_hessian.c:

Go to the source code of this file.

Functions
int	gnn_hessian_vector_mult (gnn_line *line, const gsl_vector *v, gsl_vector *vH, double eps)
	Fast multiplication by the Hessian matrix.
int	gnn_hessian_diagonal (gnn_line *line, gsl_vector *H, double eps)
	Finite differences diagonal Hessian matrix approximation.
int	gnn_hessian_levenberg_marquadt_init (gnn_grad *grad, gsl_matrix *H)
	Initializes the Levenberg-Marquadt Hessian approximation.
int	gnn_hessian_levenberg_marquadt (gnn_grad *grad, gsl_matrix *H, size_t k)
	Levenberg-Marquadt Hessian approximation.
int	gnn_hessian_inverse_init (gnn_grad *grad, gsl_matrix *H, double alpha)
	Levenberg-Marquadt Hessian Inverse approximation initialization.
int	gnn_hessian_inverse (gnn_grad *grad, gsl_matrix *H, size_t k)
	Levenberg-Marquadt Hessian Inverse approximation.
int	gnn_hessian_finite_differences (gnn_line *line, gsl_matrix *H, double eps)
	Finite differences Hessian matrix approximation.

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