mxComputeHessianQuality {OpenMx} | R Documentation |
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).
mxComputeHessianQuality(freeSet = NA_character_, ..., verbose = 0L)
freeSet |
names of matrices containing free variables |
... |
Not used. Forces remaining arguments to be specified by name. |
verbose |
integer. Level of run-time diagnostic output. Set to zero to disable |
The condition number is approximated by \mathrm{norm}(H) *
\mathrm{norm}(H^{-1})
where H is the
Hessian. The norm is either the 1- or infinity-norm (both obtain
the same result due to symmetry).
Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.