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.
>> NumHessian(@test_func,[1 2 3]’,2)
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I acknowledge that this code is originally made by Parviz Khavari, a visitor of this blog, and I modified to post here.