Hi @FFroehlich !
Many thanks again for your implementation!
I just had an idea, what one might want to do in the case of using Fides on a really large-scale system, where complete factorization of the Hessian may become expensive (some k variables). A version of this method which can deal well with indefinite matrices is discussed by Stephen Nash.
This is anything but a request, it's rather a question whether this might be a meaningful add-on at some point...
Best!