Skip to content

Regularized Quasi-Newton operators #366

@MaxenceGollier

Description

@MaxenceGollier

It would be useful to have an implementation of the operator $$v\mapsto Hv + \sigma v$$, where $$H$$ is some quasi-Newton operator and $$\sigma > 0$$. We should be able to get the inverse of this operator cheaply, see https://arxiv.org/pdf/1911.04584 .

cc @MohamedLaghdafHABIBOULLAH, i don't know if you plan to implement this soon ? I might do it on my own as well, I will need it for my research.

Metadata

Metadata

Labels

No labels
No labels

Type

No type
No fields configured for issues without a type.

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions