class EmpiricalHessian[T](df: DiffFunction[T], x: T, grad: T, eps: Double)(implicit vs: VectorSpace[T, Double])
The empirical hessian evaluates the derivative for multiplcation.
H * d = \lim_e -> 0 (f'(x + e * d) - f'(x))/e
- Value parameters:
- eps
a small value
- grad
the gradient at x
- x
the point we compute the hessian for
- Companion:
- object
class Object
trait Matchable
class Any