Hessian matrix using m-file
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I would like to calculate a Hessian matrix of a function in the following way:
hessian('fob_8_52', [4 6])
fob_8_52.m is a file where I declared my function
回答（1 个）
John D'Errico
2017-8-18
编辑：John D'Errico
2017-8-18
If you just need to compute the hessian matrix of a general function (often called a black box: you pass stuff into the black box and stuff comes out, based on some unknown algorithm.)
As long as your function is reasonably well behaved, you can use my derivest toolbox, found on the file exchange .
I'll show it here, using a function handle.
rosen = @(x) (1-x(1)).^2 + 105*(x(2)-x(1).^2).^2;
Hmat = hessian(rosen,[2 3])
Hmat =
3782 -840
-840 210
If you have an m-file, just do this:
hessian(@fob_8_52, [4 6])
2 个评论
Matheus
2017-8-18
John D'Errico
2017-8-18
编辑：John D'Errico
2017-8-18
Did you bother to download the toolbox from the file exchange and then put it on your search path? It won't appear as if by magic.
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2017-8-18
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