BFGS.java

/*
 * Apache License
 * Version 2.0, January 2004
 * http://www.apache.org/licenses/
 *
 *    Copyright 2013 Aurelian Tutuianu
 *    Copyright 2014 Aurelian Tutuianu
 *    Copyright 2015 Aurelian Tutuianu
 *    Copyright 2016 Aurelian Tutuianu
 *
 *    Licensed under the Apache License, Version 2.0 (the "License");
 *    you may not use this file except in compliance with the License.
 *    You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 *    Unless required by applicable law or agreed to in writing, software
 *    distributed under the License is distributed on an "AS IS" BASIS,
 *    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *    See the License for the specific language governing permissions and
 *    limitations under the License.
 *
 */

package rapaio.experiment.math.optimization;

import rapaio.math.linear.Linear;
import rapaio.math.linear.RM;
import rapaio.math.linear.dense.SolidRM;

/**
 * Created by <a href="mailto:padreati@yahoo.com">Aurelian Tutuianu</a> on 11/26/15.
 */
public class BFGS {

    public static void main(String[] args) {


        RM I = SolidRM.identity(10);

        I.printSummary();

        Linear.chol2inv(I).printSummary();
    }
}