Spellucci 2009-07-25 22:50:33
In article <1102078227.oUG+AGoqz4rMvHBz6gPR9A@teranews>,
g(z)= f(S*z), i.e. x=S*z
grad g(z) = S^T grad f(S*z) grad is a column
Hessian g(z) = S^T Hessian(f(S*z)) *S
hence your setting of the scaled Hessian is o.k. maybe you forgot to
scale the gradient properly?
but I cannot see why you scale such ..
one way to scale is :
the diagonal of Hessian g(z) should be the unit matrix and from your
data I cannot see a dramatic change here. but the eigenvalues of the Hessian
so it is a little illconditioned and you might try to use a proper
unitary transformation plus scaling.