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.