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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.


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