[ADMB Users] eigenvectors of the Hessian and parameter errors
David Holmgren
holmgren at telus.net
Fri Oct 7 11:42:45 PDT 2011
Thanks. The model formulation could indeed be the problem. I should also say that the four negative eigenvalues are all small, i.e., on the order of -1e-08 or less.
Dave H.
On 2011-10-07, at 12:20 AM, dave fournier wrote:
> On 11-10-06 09:01 PM, David Holmgren wrote:
>
> OK,
>
> In that case you have a problem. So either you are not at a minimum or the way
> the model is formulated it can not get quite close enough to make the Hessian positive definite.
>
> Dave
>
>> Many thanks! It is usually the case that four of 24 eigenvalues are negative. I'm not fixing any parameters, or doing the minimization in phases.
>>
>> Dave H.
>>
>> On 2011-10-06, at 8:27 AM, dave fournier wrote:
>>
>>> I sent this once but it seems to have disappeared .. so again
>>>
>>> The error gets printed out in two cases I think. 1.) if the eigenvalues of the Hessian are not positive.
>>> 2) If the std dev of a dependent variables computed by the delta method is not positive. However
>>> if that parameter is not active then the message will get produced since its gradient is 0.
>>> There was some attempt to make this a bit less confusing at some time, but maybe it died somewhere.
>>> _______________________________________________
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>> David Holmgren
>> holmgren at telus.net
>>
>>
>>
>>
>
David Holmgren
holmgren at telus.net
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