X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=optimization%2Fstep_size_positive_definite.m;h=e32229cc52dbfbbb7cf17b6d1ab449cac4cc2940;hp=3e991a3fd97a9f126f238932c406dc721a3d4754;hb=13374cc93fd93143fb57601c8251bd07a8a53031;hpb=b1aa6fb5c819eb0ba94dd9dd65e7711202cddeac diff --git a/optimization/step_size_positive_definite.m b/optimization/step_size_positive_definite.m index 3e991a3..e32229c 100644 --- a/optimization/step_size_positive_definite.m +++ b/optimization/step_size_positive_definite.m @@ -21,6 +21,13 @@ function alpha = step_size_positive_definite(Q, b, x) % - ``alpha`` -- the optimal step size in the negative gradient % direction. % + % NOTES: + % + % It is possible to save one matrix-vector multiplication here, by + % taking d_k as a parameter. In fact, if the caller is specialized to + % our problem (1), we can avoid both matrix-vector multiplications here + % at the expense of some added roundoff error. + % % The gradient of f(x) is Qx - b, and d_k is the negative gradient % direction.