2nd order gradient
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Assuming I have a function where is a vector. Is there a method that I can use system equation to obtain
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KSSV
2021-5-18
Let b be your N*1 vector and f be your function values evealuated and of size N*1.
df = gradient(f,b) ; % first derivative
d2f = gradient(df,b) ; % second order gradient
The above is one method. Also you can evaluate the second derivative of f w.r.t. b and then you can substitute the values of b at the end.
Example:
syms b
f = 3*b^2+2*b+5 ;
d2f = diff(f,b,2)
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KSSV
2021-5-18
The variable g is 4*1. Run gradient i.e. gg for each element.
gg = gradient(g(1), b);
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