Symmetric rank-one
id:
symmetric-rank-one-203-13610488
title:
Symmetric rank-one
text:
The Symmetric Rank 1 (SR1) method is a quasi-Newton method to update the second derivative (Hessian)
based on the derivatives (gradients) calculated at two points. It is a generalization to the secant method for a multidimensional problem.
This update maintains the symmetry of the matrix but does not guarantee that the update be positive definite. The sequence of Hessian approximations generated by the SR1 method converges to the true Hessian under mild conditions, in theory; in practice, the ap
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Symmetric_rank-one
date created:
2007-05-14T21:09:05Z
date modified:
2024-09-09T17:47:18Z
main entity:
{"identifier":"Q7661313","url":"https://www.wikidata.org/entity/Q7661313"}
image:
fields total:
13
integrity:
14