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Hessian Matrix of a Numerical Defined Function


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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