R: Compute the quality of the Hessian

mxComputeHessianQuality {OpenMx} | R Documentation

## 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 norm(H) * norm(solve(H)) 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.

[Package OpenMx version 2.18.1 Index]