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Re: [Bug-gsl] BFGS
From: |
Brian Gough |
Subject: |
Re: [Bug-gsl] BFGS |
Date: |
Fri, 16 Sep 2005 17:15:28 +0100 |
Y3YPnATOP writes:
> 1) While I'm reading the code of BFGS I've found that implementation of BFGS
> method not satisfied to the theory. For example, I haven't found the Hessian
> matrix.
Hello,
The algorithm is Vector-BFGS. The hessian is not computed explicitly.
> 2) Why precision and step is constants, not vectors? My function is very
> complex and step should be like (10^-3, 10^-12)!!
Unfortunately that's all we have.
You can copy the file multimin/vector_bfgs.c into your application and
change the names of the functions if you want to modify the way it
works, e.g. to scale the step size differently.
--
regards,
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/
- [Bug-gsl] BFGS, Y3YPnATOP, 2005/09/16
- Re: [Bug-gsl] BFGS,
Brian Gough <=