[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.
>>> _______________________________________________
>>> Users mailing list
>>> Users at admb-project.org
>>> http://lists.admb-project.org/mailman/listinfo/users
>> David Holmgren
>> holmgren at telus.net
>> 
>> 
>> 
>> 
> 

David Holmgren
holmgren at telus.net






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