hessian INDEX

HESSIAN _ _ _ _ _ _ _ _ _ _ _ _ operator

syntax:

hessian(<expr>,<variable\_list>)

<expr> :- a scalar expression.

<variable\_list> :- either a single variable or a list of variables.

hessiancomputes the hessian matrix of <expr> w.r.t. the variables in <variable\_list>.

This is an n by n matrix where n is the number of variables and the (i,j)'th entry is df(<expr>,<variable\_list>(i), <variable\_list>(j)).

examples:



hessian(x*y*z+x^2,{w,x,y,z}); 

  [0  0  0  0]
  [          ]
  [0  2  z  y]
  [          ]
  [0  z  0  x]
  [          ]
  [0  y  x  0]

Related functions: df.