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# 4.5.1. DFP法

## アルゴリズム

$$B \_ {(k)}$$を以下の DFP 公式によって更新する

$$
B \_ {(k+1)} = \left( I - \frac{y \_ {(k)} s \_ {(k)} ^ \mathrm{T}}{\left\<s \_ {(k)}, y \_ {(k)} \right>} \right) B \_ {(k)} \left( I - \frac{y \_ {(k)} s \_ {(k)} ^ \mathrm{T}}{\left\<s \_ {(k)}, y \_ {(k)} \right>} \right) ^ \mathrm{T} + \frac{y \_ {(k)} y \_ {(k)} ^ \mathrm{T}}{\left\<s \_ {(k)}, y \_ {(k)} \right>}
$$

## 原理

あとで。