Tessero\Optimize\HessianUpdateStrategy

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__construct

__construct(string|float $initScale = 'auto')

initialize

initialize(int $n, string $approxType = 'hess'): void

Allocate the n x n identity for the Hessian ('hess') or inverse Hessian ('inv_hess').

update

update(array $dx, array $dg): void

Update the internal matrix from a step dx = x2 - x1 and gradient change dg.

dot

dot(array $p): array

Product of the internal matrix with p (the `@`-operator in scipy).

getMatrix

getMatrix(): array

The current dense n x n matrix (symmetric).