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by stephencanon
4215 days ago
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I hate to be that guy, but "Raphson", not "Rhapson" (http://en.wikipedia.org/wiki/Joseph_Raphson). It's also worth noting that no one ever actually forms the inverse of H, even if H is dense. At worst you would compute some factorization of H and use that to solve for the update d. |
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I think that's explicitly mentioned in the Quasi-Newton section that you only need to implicitly multiply and not form the matrix.