## Matlab code for numerical hessian matrix

In this post, I am sharing a **Malab code calculating a numerical hessian matrix. **

You can download here.

You can use **NumHessian.m** with this syntax.

**function hf = NumHessian(f,x0,varargin)**

You can understand how to use simply by reading these two simple examples.

## Example 1

>> NumHessian(@cos,0)

ans =

-1.0000

## Example 2

function y=test_func(x,a)

y=a*x(1)*x(2)*x(3);

>> NumHessian(@test_func,[1 2 3]’,2)

ans =

0 6.0000 4.0000

5.9999 -0.0001 1.9998

3.9999 2.0000 0

I hope this Matlab code for numerical Hessian matrix helps your projects

This Matlab code is based on another Matlab function, NumJacob, which calculates a numerical Jacobian matrix. If you are interested in this, visit here.

If you want to know the theory on Hessian matrix, please read this Wiki.

I acknowledge that this code is originally made by Parviz Khavari, a visitor of this blog, and I modified to post here.

Nikolaos KoukisPretty interesting stuff you are uploading.

Happy to see people sharing valuable code

Keep up the good work!

adminPost authorThanks for the comment. I am also very happy when people get some helps from my blog, and these people sometimes help others. It is so nice experience.