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bundles / scipy latest / scipy / optimize / _lbfgsb_py / LbfgsInvHessProduct / _matmat

function

scipy.optimize._lbfgsb_py:LbfgsInvHessProduct._matmat

source: /scipy/optimize/_lbfgsb_py.py :586

Signature

def   _matmat ( self X )

Summary

Efficient matrix-matrix multiply with the BFGS matrices.

Extended Summary

This calculation is described in Section (4) of [1].

Parameters

X : ndarray

An array with shape (n,m)

Returns

Y : ndarray

The matrix-matrix product

Notes

This implementation is written starting from _matvec and broadcasting all expressions along the second axis of X.

Aliases

  • scipy.optimize.LbfgsInvHessProduct._matmat