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Regularized Quasi-Newton operators #366

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MaxenceGollier opened this issue Mar 10, 2025 · 1 comment
Open

Regularized Quasi-Newton operators #366

MaxenceGollier opened this issue Mar 10, 2025 · 1 comment

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@MaxenceGollier
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It would be useful to have implementation of the operator $$v\mapsto Hv + \sigma v$$, where $$H$$ is some quasi-Newton operator and $$\sigma > 0$$. We should be able to get the inverse of this operator cheaply, see https://arxiv.org/pdf/1911.04584 .

cc @MohamedLaghdafHABIBOULLAH, i don't know if you plan to implement this soon ? I might do it on my own as well, I will need it for my research.

@MohamedLaghdafHABIBOULLAH
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If you need it immediately, feel free to open a PR, and we can review it together.

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