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# MatCreateLMVMDiagBroyden
DiagBrdn creates a symmetric Broyden-type diagonal matrix used for approximating Hessians. It consists of a convex combination of DFP and BFGS diagonal approximation schemes, such that DiagBrdn = (1-theta)*BFGS + theta*DFP. To preserve symmetric positive-definiteness, we restrict theta to be in [0, 1]. We also ensure positive definiteness by taking the `VecAbs()` of the final vector. 
## Synopsis
```
#include "petscksp.h" 
PetscErrorCode MatCreateLMVMDiagBroyden(MPI_Comm comm, PetscInt n, PetscInt N, Mat *B)
```
There are two ways of approximating the diagonal: using the forward (B) update
schemes for BFGS and DFP and then taking the inverse, or directly working with
the inverse (H) update schemes for the BFGS and DFP updates, derived using the
Sherman-Morrison-Woodbury formula. We have implemented both, controlled by a
parameter below.

In order to use the DiagBrdn matrix with other vector types, i.e. doing matrix-vector products
and matrix solves, the matrix must first be created using `MatCreate()` and `MatSetType()`,
followed by `MatLMVMAllocate()`. Then it will be available for updating
(via `MatLMVMUpdate()`) in one's favored solver implementation.

Collective


## Input Parameters

- ***comm -*** MPI communicator
- ***n -*** number of local rows for storage vectors
- ***N -*** global size of the storage vectors



## Output Parameter

- ***B -*** the matrix



## Options Database Keys

- ***-mat_lmvm_theta -*** (developer) convex ratio between BFGS and DFP components of the diagonal J0 scaling
- ***-mat_lmvm_rho -*** (developer) update limiter for the J0 scaling
- ***-mat_lmvm_alpha -*** (developer) coefficient factor for the quadratic subproblem in J0 scaling
- ***-mat_lmvm_beta -*** (developer) exponential factor for the diagonal J0 scaling
- ***-mat_lmvm_sigma_hist -*** (developer) number of past updates to use in J0 scaling.
- ***-mat_lmvm_tol -*** (developer) tolerance for bounding the denominator of the rescaling away from 0.
- ***-mat_lmvm_forward -*** (developer) whether or not to use the forward or backward Broyden update to the diagonal





## Note
It is recommended that one use the `MatCreate()`, `MatSetType()` and/or `MatSetFromOptions()`
paradigm instead of this routine directly.


## See Also
 [](ch_ksp), `MatCreate()`, `MATLMVM`, `MATLMVMDIAGBRDN`, `MatCreateLMVMDFP()`, `MatCreateLMVMSR1()`,
`MatCreateLMVMBFGS()`, `MatCreateLMVMBrdn()`, `MatCreateLMVMSymBrdn()`

## Level
intermediate

## Location
<A HREF="PETSC_DOC_OUT_ROOT_PLACEHOLDER/src/ksp/ksp/utils/lmvm/diagbrdn/diagbrdn.c.html#MatCreateLMVMDiagBroyden">src/ksp/ksp/utils/lmvm/diagbrdn/diagbrdn.c</A>


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[Edit on GitLab](https://gitlab.com/petsc/petsc/-/edit/release/src/ksp/ksp/utils/lmvm/diagbrdn/diagbrdn.c)


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