# scipy.optimize.LbfgsInvHessProduct¶

class scipy.optimize.LbfgsInvHessProduct(*args, **kwargs)[source]

Linear operator for the L-BFGS approximate inverse Hessian.

This operator computes the product of a vector with the approximate inverse of the Hessian of the objective function, using the L-BFGS limited memory approximation to the inverse Hessian, accumulated during the optimization.

Objects of this class implement the scipy.sparse.linalg.LinearOperator interface.

Parameters
skarray_like, shape=(n_corr, n)

Array of n_corr most recent updates to the solution vector. (See [1]).

ykarray_like, shape=(n_corr, n)

References

1

Nocedal, Jorge. “Updating quasi-Newton matrices with limited storage.” Mathematics of computation 35.151 (1980): 773-782.

Attributes
H

T

Transpose this linear operator.

Methods

 Call self as a function. Hermitian adjoint. Matrix-matrix or matrix-vector multiplication. Matrix-matrix multiplication. Matrix-vector multiplication. Adjoint matrix-matrix multiplication. Adjoint matrix-vector multiplication. Return a dense array representation of this operator. Transpose this linear operator.
 __mul__

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