We all know that calculus courses such as 18.01 and 18.02 are univariate and vector calculus, respectively. Modern applications such as machine learning and large-scale optimization require the next ...

A way to compute the low rank approximation of Hessian matrix is to apply the Lanczos iteration eigen solver on the Hessian as a linear operator (i.e. hessian vector product (HVP) operator). In this ...