Numerical derivatives of compiled functions

*To*: mathgroup at smc.vnet.net*Subject*: [mg32845] Numerical derivatives of compiled functions*From*: Kyriakos Chourdakis <k.chourdakis at qmul.ac.uk>*Date*: Fri, 15 Feb 2002 02:49:45 -0500 (EST)*Sender*: owner-wri-mathgroup at wolfram.com

Dear all, I have a compiled function and want to find the Hessian matrix numerically at a specific point. The function ND[] does not work even in simple cases like: In: cf = Compile[{x, y}, Module[{a = 3}, Print[x, " ", y]; a x^a y]] Out: CompiledFunction[{x, y},Module[{a = 3}, Print[x, " ", y]; a x^a y], -CompiledCode-] In: ND[cf[q, 4], q, 2] CompiledFunction::"cfsa": "Argument q at position 1 should be a machine-size real number. q 4 Out: 144. My guess is that ND[] tries to evaluate the function symbolically first. In my problem I have the product/sum of over 10000 primitive functions, and symbolic computations for all second-order derivs will take for ever. When plotting is concerned, I suppose that the option Compiled does the trick. How would that work with ND[]? Cheers, Kyriakos _____+*"*+____+*"*+___+*"*+__+*"*+_ Kyriakos Chourdakis Lecturer in Financial Economics URL: http://www.qmw.ac.uk/~te9001 tel: (++44) (+20) 7882 5086 Dept of Economics University of London, QM London E1 4NS U.K.