mxComputeHessianQuality: Compute the quality of the Hessian

In OpenMx: Extended Structural Equation Modelling

Compute the quality of the Hessian

Description

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).

Usage

mxComputeHessianQuality(freeSet = NA_character_, ..., verbose = 0L)

Arguments

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

Details

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).

References

Luenberger, D. G. & Ye, Y. (2008). Linear and nonlinear programming. Springer.

OpenMx documentation built on Oct. 19, 2024, 9:06 a.m.