[Octave-bug-tracker] [bug #57113] fminunc return wrong Hessian matrix

[Markus Mützel]

Update of bug #57113 (project octave):

                  Status:                 Invalid => Confirmed              
             Open/Closed:                  Closed => Open                   

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Follow-up Comment #3:

Matlab online gets the hessian right if x0 is sufficiently large (otherwise
the Hessian is NaN(2)):

[x, fval, info, output, grad, hess] = fminunc (@(x) sum (x.^2), 10*ones
(2,1))

hess = 
[2.0000    0.0000
 0.0000    2.0000]


I'm not an expert in numerical mathematics. But maybe there is something we
can do to at least come closer to Matlab's results?

The Hessian returned by Octave seems to strongly depend on x0.

Please, close again if you think what we have is good enough.

@Giuseppe: Can you please file another bug report if you have an example for
which fminsearch diverges?

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