Struct SR1Update 

pub struct SR1Update {
    pub b: Array2<f64>,
    pub n: usize,
    pub r: f64,
}

Symmetric rank-1 (SR1) Hessian update.

Maintains an approximation B ≈ H updated by:

Bₖ₊₁ = Bₖ + (y - B s)(y - B s)ᵀ / (y - B s)ᵀ s

SR1 can approximate indefinite Hessians (unlike BFGS) and often achieves better Hessian quality than BFGS when used inside a trust-region framework.

The update is skipped when |(y - Bs)ᵀ s| < r ‖y - Bs‖ ‖s‖ (default r=1e-8) to avoid numerical instabilities.

Fields

b: Array2<f64>

Current Hessian approximation B

n: usize

Dimension

r: f64

Skip-update safeguard parameter

Implementations

impl SR1Update

pub fn new(n: usize) -> Self

Create with identity initialisation.

pub fn with_safeguard(n: usize, r: f64) -> Self

Create with custom safeguard r.

Trait Implementations

impl HessianApproximation for SR1Update

fn update(&mut self, s: &[f64], y: &[f64]) -> Result<(), OptimizeError>

Update the approximation given a new step-curvature pair.

fn multiply(&self, v: &[f64]) -> Result<Vec<f64>, OptimizeError>

Compute H v (Hessian times vector).

fn inverse_multiply(&self, v: &[f64]) -> Result<Vec<f64>, OptimizeError>

Compute H⁻¹ v (inverse Hessian times vector).

fn to_dense(&self) -> Array2<f64>

Return the current approximation as a dense matrix (Hessian or inverse, implementation-defined).

fn reset(&mut self)

Reset to the initial (identity) approximation.

fn dim(&self) -> usize

Problem dimension n.