BFGS hessian.

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BFGS hessian.

Liutauras Petrucionis
Hi,

Is it possible to recover the last inverse Hessian that was used in BFGS
estimation ? I have tried moving: " Matrix inverseHessian_" to public
level in BFGS.hpp but after estimation nothing is stored in that value ?

Thanks

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Re: BFGS hessian.

Luigi Ballabio
Strange that nothing is stored.  Can you post some code that
reproduces the issue?

Luigi

On Mon, Jul 9, 2012 at 1:49 PM, Liutauras Petrucionis
<[hidden email]> wrote:

> Hi,
>
> Is it possible to recover the last inverse Hessian that was used in BFGS
> estimation ? I have tried moving: " Matrix inverseHessian_" to public
> level in BFGS.hpp but after estimation nothing is stored in that value ?
>
> Thanks
>
> ------------------------------------------------------------------------------
> Live Security Virtual Conference
> Exclusive live event will cover all the ways today's security and
> threat landscape has changed and how IT managers can respond. Discussions
> will include endpoint security, mobile security and the latest in malware
> threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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Exclusive live event will cover all the ways today's security and
threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
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