LevenbergMarquardtLearningHessian Property |
Namespace: Accord.Neuro.Learning
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.