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Hessian Matrix of a Numerical Defined Function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg106574] Hessian Matrix of a Numerical Defined Function
  • From: Anh Ngoc LAI <laianhngoc at yahoo.com>
  • Date: Sat, 16 Jan 2010 06:15:11 -0500 (EST)

Dear all,

I have to calculate the numerical hessian matrix of a numerical defined function. So i use two time ND, but the result seems to me that is not correct.

Let take the function as  f(x,y), and the hessian matrix at point (1,1) will be:

(1) ND[f[x,1],{x,2},1]

(2) ND[f[1,y],{y,2},1]

and

(3) ND[ND[f[x,y],{x,1},1],{y,1},1]

But it seems that the result given by (3) is not right, so that i can not go further.

Any suggestion will be very helpful.

Thanks.

LAI.


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