julia-positivefactorizations 0.2.4
Channel: guix
Licenses: Expat
Synopsis: Positive-definite "approximations" to matrices
Description:
PositiveFactorizations
is a package for computing a positive definite matrix decomposition (factorization) from an arbitrary symmetric input. The motivating application is optimization (Newton or quasi-Newton methods), in which the canonical search direction -H/g (H being the Hessian and g the gradient) may not be a descent direction if H is not positive definite.
Total results: 1