return approximate Hessian and inverse Hessian

examples/example-rosenbrock.cpp

@@ -43,6 +43,8 @@ int main()
     std::cout << "f(x) = " << fx << std::endl;
     std::cout << "grad = " << solver.final_grad().transpose() << std::endl;
     std::cout << "||grad|| = " << solver.final_grad_norm() << std::endl;
+    std::cout << "approx_hess = \n" << solver.final_approx_hessian() << std::endl;
+    std::cout << "approx_inv_hess = \n" << solver.final_approx_inverse_hessian() << std::endl;
 
     return 0;
 }

include/LBFGS.h

@@ -1,4 +1,4 @@
-// Copyright (C) 2016-2023 Yixuan Qiu <[email protected]>
+// Copyright (C) 2016-2024 Yixuan Qiu <[email protected]>
 // Under MIT license
 
 #ifndef LBFGSPP_LBFGS_H
@@ -185,6 +185,16 @@ class LBFGSSolver
     /// Returning the Euclidean norm of the final gradient.
     ///
     Scalar final_grad_norm() const { return m_gnorm; }
+
+    ///
+    /// Returning the approximate Hessian matrix on the last iterate.
+    ///
+    Matrix final_approx_hessian() const { return m_bfgs.get_Bmat(); }
+
+    ///
+    /// Returning the approximate inverse Hessian matrix on the last iterate.
+    ///
+    Matrix final_approx_inverse_hessian() const { return m_bfgs.get_Hmat(); }
 };
 
 }  // namespace LBFGSpp