Show that the BFGS formula (B.23) can be written as: [ mathbf{C} leftarrowleft(mathbf{I}-v boldsymbol{g} boldsymbol{delta}^{top} ight)^{top} mathbf{C}left(mathbf{I}-v

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Show that the BFGS formula (B.23) can be written as:

\[ \mathbf{C} \leftarrow\left(\mathbf{I}-v \boldsymbol{g} \boldsymbol{\delta}^{\top}\right)^{\top} \mathbf{C}\left(\mathbf{I}-v \boldsymbol{g} \boldsymbol{\delta}^{\top}\right)+v \boldsymbol{\delta} \boldsymbol{\delta}^{\top} \]

where $v:=\left(\boldsymbol{g}^{\top} \boldsymbol{\delta}\right)^{-1}$.

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Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

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Question Posted: May 19, 2024 02:05 AM

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Show that the BFGS formula (B.23) can be written as: [ mathbf{C} leftarrowleft(mathbf{I}-v boldsymbol{g} boldsymbol{delta}^{top} ight)^{top} mathbf{C}left(mathbf{I}-v

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Data Science And Machine Learning Mathematical And Statistical Methods

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