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RFO regularisation for Newton-Raphson Hessian and gradient pairs.




  H    - Hessian matrix to be regularised

  g    - gradient computed at the same point as H

  data - diagnostic data structure


  H    - regularised Hessian

  data - updated diagnostic data structure with
         data.count.rfo incremented by the number
         of RFO iterations taken

See also

linesearch.m, fminnewton.m, lbfgs.m

Version 2.2, authors: David Goodwin, Ilya Kuprov