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.