Re: how to calculate hessian matrix

[Juan Pablo Carbajal]

On Tue, Feb 19, 2013 at 5:35 PM, Tomas Dome <address@hidden> wrote:
> I think no. Because my function is a parameter of my hessianmatrix function
> and can be any function. Isnt a specific analytic function.
>
> El feb 19, 2013 1:28 p.m., "Juan Pablo Carbajal" <address@hidden>
> escribió:
>>
>> On Tue, Feb 19, 2013 at 5:23 PM, Tomas Dome <[hidden email]> 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 <[hidden email]>
>> >>
>> >> On Tue, Feb 19, 2013 at 5:09 PM, tomasdome <[hidden email]> 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.
>> >> > _______________________________________________
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>> >>
>> >> 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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>> NAML

Follow Carlo's suggestion. Now if you pass your function as a function
handle to an analytic expressions, you better use any CAS (like
Maxima) to compute the gradient and then the Jacobian of the gradient
(i.e. The Hessian). That will speed up any code you use and give more
accurate results.