diff --git a/matlab/hessian.m b/matlab/hessian.m index 091f85444..c167536c7 100644 --- a/matlab/hessian.m +++ b/matlab/hessian.m @@ -1,6 +1,24 @@ -% 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_