mxComputeHessianQuality {OpenMx}R Documentation

Compute the quality of the Hessian

Description

Tests whether the Hessian is positive definite (model$output$infoDefinite) and, if so, computes the approximate condition number (model$output$conditionNumber). See Luenberger & Ye (2008) Second Order Test (p. 190) and Condition Number (p. 239).

Usage

mxComputeHessianQuality(freeSet = NA_character_, ..., verbose = 0L)

Arguments

freeSet

names of matrices containing free variables

...

Not used. Forces remaining arguments to be specified by name.

verbose

Level of debugging output.

Details

The condition number is approximated by norm(H) * norm(solve(H)) where H is the Hessian. The norm is either the 1- or infinity-norm (both obtain the same result due to symmetry).

References

Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.


[Package OpenMx version 2.8.3 Index]