Closed geoffroyleconte closed 1 year ago
Patch coverage: 85.71
% and project coverage change: +0.01
:tada:
Comparison is base (
106f083
) 97.42% compared to head (0806b02
) 97.43%.
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This PR essentially consists of dividing the equation
$$s^T B s = s^T y$$
in the QN update by $||s||_2^2$ to handle better small $s$ values. I put some storage vectors in the
DiagonalQN
struct to avoid allocating them at everypush!
call.