Calculating Hessian without using symbolic functions

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ss_19
ss_19 2022 年 9 月 28 日
回答済み: Walter Roberson 2022 年 9 月 28 日
Is there a way to calculate the Hessian of a function that is not written as a symbolic function?
The function that I'm trying to calculate the Hessian for involves solving ordinary differential equations and cannot be easily written as a symbolic function.

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Walter Roberson
Walter Roberson 2022 年 9 月 28 日
No, not unless you can calculate it by hand ahead of time using some other set of external tools.
You can estimate the Hessian. See for example https://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation

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