Mathematica 9 is now available
Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2010

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Hessian Matrix of a Numerical Defined Function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg106615] Re: Hessian Matrix of a Numerical Defined Function
  • From: dh <dh at metrohm.com>
  • Date: Mon, 18 Jan 2010 05:39:39 -0500 (EST)
  • References: <his71a$la0$1@smc.vnet.net>


Hi,

as long as the derivatives are continuous there should be no difference 

between fxy and fyx. Therefore, it is not clear why ND should not give 

the correct result for the mixed derivative. Maybe your function does 

not behave properly? Can you give a simple example?

Daniel



Anh Ngoc LAI wrote:

> 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.

> 




  • Prev by Date: Re: Convert string list to number list
  • Next by Date: Re: Working with polynomials in Z/23
  • Previous by thread: Re: Hessian Matrix of a Numerical Defined Function
  • Next by thread: Working with polynomials in Z/23