lbfgsb.bfgsmats.LBFGSB_MATRICES#

class lbfgsb.bfgsmats.LBFGSB_MATRICES(n: int)[source]#

Represent the L-BFGS matrices.

Variables:

  • S (NDArrayFloat) – # shape (n, m)

  • Y (NDArrayFloat) – # shape (n, m)

  • D (NDArrayFloat) – # shape (m, m)

  • L (NDArrayFloat) – # shape (m, m)

  • W (NDArrayFloat) – # shape (m, 2m)

  • invMfactors (Tuple[NDArrayFloat, NDArrayFloat]) – # shape (2m, 2m)

  • theta (float) – L-BFGS float parameter (multiply the identity matrix).

__init__(n: int) → None[source]#

Initialize the instance.

Parameters:

n (int) – Number of adjusted variables.

Properties

S

Y

D

L

W

invMfactors

theta

use_factor

If the factors are null then matrix factorization will fail.

Methods