EmpiricalHessian

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

Value members

Concrete methods

def *(t: T): T