Notebook with experimental newton implementation#944
Notebook with experimental newton implementation#944aseyboldt wants to merge 1 commit intopymc-devs:mainfrom
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Line #7. grad = pt.linalg.solve(jac, f_x, assume_a="sym")
You're assuming jacobian is symmetrical, but that shouldn't be true in general right?
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Oh, you are right. It is in the case of minimization, but might not be for different root finding problems. We should add an option for that.
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Ah, good catch! The jacobian is indeed generally asymmetrical for n>1.
At first I thought you were talking about the Hessian. That is symmetrical but with a really weird caveat for the case when things are twice differentiable but the second derivatives aren't continuous. (In these sorts of cases you can get some really weird stuff like a fractal trail that's flat at every point but ascends.)
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Some intermediate code for inla