Add Hesian computation for objective minimization#53
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Edouard2laire wants to merge 7 commits into
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This PR is here to add the Hessian computation when minimizing the free energy, allowing the optimization toolbox to use the trust-region algorithm, leading to faster results while keeping the results identical.
On MEG data, this results in a ~30% decrease in the computation time (number of iterations drops from ~50 to ~5). One limitation is that the Hessian can only be computed (at least it was only derived in) the case of no active mean and no inactive variance. This is not a real issue, as this is the default setting of cMEM.