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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1516 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2007-12-21 17:25:26 +00:00
parent b3bdbb0f22
commit 1c5f5f2b69
1 changed files with 21 additions and 3 deletions
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24
matlab/hessian.m
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% Copyright (C) 2001 Michel Juillard
%% computes second order partial derivatives
% uses Abramowitz and Stegun (1965) formulas 25.3.24 and 25.3.27 p. 884
% function hessian_mat = hessian(func,x,varargin)
% Computes second order partial derivatives
%
% INPUTS
% func: name of the function
% x: vector of variables around which the Hessian is calculated
% varargin: list of arguments following x
%
% OUTPUTS
% hessian_matrix: Hessian matrix
%
% ALGORITHM
% Uses Abramowitz and Stegun (1965) formulas 25.3.24 and 25.3.27 p. 884
%
% SPECIAL REQUIREMENTS
% none
%
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
function hessian_mat = hessian(func,x,varargin)
global options_