The Symmetric Rank 1 (SR1) method is a quasi-Newton method to update the second derivative (Hessian) based on the derivatives (gradients) calculated at two points. It is a generalization to the secant method for a multidimensional problem.
The Symmetric Rank 1 (SR1) method is a quasi-Newton method to update the second derivative (Hessian) based on the derivatives (gradients) calculated at two points. It is a generalization to the secant method for a multidimensional problem.
Source: Wikipedia "Symmetric rank-one" · CC BY-SA 4.0
Share this article: X · Bluesky