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LevenbergMarquardtHessian Property

Gets the approximate Hessian matrix of second derivatives generated in the last algorithm iteration. The Hessian is stored in the upper triangular part of this matrix. See remarks for details.

Namespace:  Accord.Math.Optimization
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
public double[][] Hessian { get; }
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Property Value

Type: Double

The Hessian needs only be upper-triangular, since it is symmetric. The Cholesky decomposition will make use of this fact and use the lower-triangular portion to hold the decomposition, conserving memory

Thus said, this property will hold the Hessian matrix in the upper-triangular part of this matrix, and store its Cholesky decomposition on its lower triangular part.

Please note that this value is actually just an approximation to the actual Hessian matrix using the outer Jacobian approximation (H ~ J'J).

See Also