Hessian matrix using m-file

I would like to calculate a Hessian matrix of a function in the following way:

hessian('fob_8_52', [4 6])

fob_8_52.m is a file where I declared my function

Answer 1

[John D'Errico]

If you just need to compute the hessian matrix of a general function (often called a black box: you pass stuff into the black box and stuff comes out, based on some unknown algorithm.)

As long as your function is reasonably well behaved, you can use my derivest toolbox, found on the file exchange .

I'll show it here, using a function handle.

rosen = @(x) (1-x(1)).^2 + 105*(x(2)-x(1).^2).^2;
Hmat = hessian(rosen,[2 3])

Hmat =
       3782         -840
       -840          210

If you have an m-file, just do this:

hessian(@fob_8_52, [4 6])

[Matheus]

I tried use this, but this message appears "Undefined function 'hessian' for input arguments of type 'function_handle'"

[John D'Errico]

Did you bother to download the toolbox from the file exchange and then put it on your search path? It won't appear as if by magic.