Re: Hessian Matrix of a Numerical Defined Function
- To: mathgroup at smc.vnet.net
- Subject: [mg106588] Re: Hessian Matrix of a Numerical Defined Function
- From: Roman <rschmied at gmail.com>
- Date: Sun, 17 Jan 2010 07:12:14 -0500 (EST)
- References: <his71a$la0$1@smc.vnet.net>
Lai,
you could make use of the fact that the cross derivative can be
calculated from ND[f[t,t],{t,2},1]:
XX = ND[f[x,1],{x,2},1]
YY = ND[f[1,y],{y,2},1]
XY = (ND[f[t,t],{t,2},1]-XX-YY)/2
Cheers!
Roman.