LimitedMemorySR1

class kona.linalg.matrices.hessian.LimitedMemorySR1(vector_factory, optns=None)

Bases: kona.linalg.matrices.hessian.basic.QuasiNewtonApprox

Limited memory symmetric rank-one update

Variables:

• lambda0 (float) –

  ?

• threshold (float) –

  ?

add_correction(s_in, y_in)

Add the step and change in gradient to the lists storing the history.

product(u_vec, v_vec)

solve(u_vec, v_vec, rel_tol=1e-15)