class EmpiricalHessian[T] extends AnyRef
The empirical hessian evaluates the derivative for multiplcation.
H * d = \lim_e -> 0 (f'(x + e * d) - f'(x))/e
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- new EmpiricalHessian(df: DiffFunction[T], x: T, grad: T, eps: Double = 1E-5)(implicit vs: VectorSpace[T, Double])
- x
the point we compute the hessian for
- grad
the gradient at x
- eps
a small value
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