J. R. "Bob" Dobbs Memorial Inverse Hessian Multiplication
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readme.md

J. R. "Bob" Dobbs Memorial Fast Hessian Inverse Multiplication Method

Actually, this is just almost the Pearlmutter method, only.... it's an inverse. Useful for optimization. I haven't actually seen a method for doing this in any of the literatures I'm familiar with.

I have the simpler functional examples in examples.py. But the main body is in writeup.pdf.

The basic trick is using the inverse function theorem to realize H^{-1}.