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lbfgs
- L-BFGS算法比较适合在大规模的数值计算中,具备牛顿法收敛速度快的特点,但不需要牛顿法那样存储Hesse矩阵,因此节省了大量的空间以及计算资源。-Limited-memory BFGS (L-BFGS or LM-BFGS) is an optimization algorithm in the family of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorit
MANDLU
- 稀疏矩阵压缩存储和LU分解,迭代求解线性方程组-Sparse matrix storage compression and LU decomposition iterative solving linear equations
