How to use dlgradient for computing second derivative?

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Rahul Gulati 2021-9-10

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https://ww2.mathworks.cn/matlabcentral/answers/1450334-how-to-use-dlgradient-for-computing-second-derivative

评论： Sanaz Zanjani Foumani 2021-12-29

The following code gives me an error.

x0 = dlarray([-1,2]);
[fval,gradval] = dlfeval(@rosenbrock,x0)
function [y,dy2dx] = rosenbrock(x)
y = 100*(x(2) - x(1).^2).^2 + (1 - x(1)).^2;
dydx = dlgradient(y,x);
dy2dx= dlgradient(dydx,x);
end

I am using dlgradient to compute the second derivative but getting the following error:

"Error using dlfeval (line 43)

Value to differentiate must be a traced dlarray scalar."

Any help on what am i doing wrong? Thanks.

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采纳的回答

Abolfazl Chaman Motlagh 2021-9-10

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1450334-how-to-use-dlgradient-for-computing-second-derivative#answer_784624

Hi, You are using dlgradient wrong, first agument of dlgradient should be scalar. after 1 gradient from y respect to x. gradient return 1by2 vector. they are

and

. so you cannot use dydx again in dlgradient. also for second derivative you have 4 elements :

also you should specify option EnableHigherDerivatives in dlgradient.

so substiture your function with this :

function [y,dy2dx] = rosenbrock(x)
    y = 100*(x(2) - x(1).^2).^2 + (1 - x(1)).^2;
    dydx = dlgradient(y,x,'EnableHigherDerivatives',true);
    dy2dx(1,1:2)= dlgradient(dydx(1),x);
    dy2dx(2,1:2)= dlgradient(dydx(2),x);
end