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Re: how to calculate hessian matrix


From: Juan Pablo Carbajal
Subject: Re: how to calculate hessian matrix
Date: Tue, 19 Feb 2013 17:28:53 +0100

On Tue, Feb 19, 2013 at 5:23 PM, Tomas Dome <address@hidden> wrote:
> yes, i have the analytic expression by a variable. i mean my function is
> like:
>
> function H = hessianMatrix(fx,x0)
>
>  ...
>
> its ok?
>
>
> 2013/2/19 Juan Pablo Carbajal <address@hidden>
>>
>> On Tue, Feb 19, 2013 at 5:09 PM, tomasdome <address@hidden> wrote:
>> > hi, i'm trying to calculate the hessian matrix of a multivariable
>> > function
>> > (f(x,y,z,r) for example),
>> >
>> > how i can do it?
>> >
>> > i'm trying to make him with 2 for statements and the function "diff" but
>> > i
>> > think "diff" only accepts univariable functions like f(x).
>> >
>> > sorry , i'm a newbie in Octave
>> >
>> > thanks! :)
>> >
>> >
>> >
>> > --
>> > View this message in context:
>> > http://octave.1599824.n4.nabble.com/how-to-calculate-hessian-matrix-tp4649981.html
>> > Sent from the Octave - General mailing list archive at Nabble.com.
>> > _______________________________________________
>> > Help-octave mailing list
>> > address@hidden
>> > https://mailman.cae.wisc.edu/listinfo/help-octave
>>
>> 1. Do you have an analytic expression for f(·)?
>> 2. If not, do you have a set of known values for f(·)? Where was the
>> function evaluated to get those values?
>
>

I meant, whether you know f(·) analytically, e.g.
f(x,y,z,r) = x^2 + y - sqrt(z)/r


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