function hessian_mat = hessian(func,x,varargin)

% 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.


  global options_
  func = str2func(func);
  n=size(x,1);
  %h1=max(abs(x),options_.gstep*ones(n,1))*eps^(1/3);
  h1=max(abs(x),sqrt(options_.gstep)*ones(n,1))*eps^(1/6);
  h_1=h1;
  xh1=x+h1;
  h1=xh1-x;
  xh1=x-h_1;
  h_1=x-xh1;
  xh1=x;
  f0=feval(func,x,varargin{:});
  f1=zeros(size(f0,1),n);
  f_1=f1;
  for i=1:n    
    xh1(i)=x(i)+h1(i);
    f1(:,i)=feval(func,xh1,varargin{:});
    xh1(i)=x(i)-h_1(i);
    f_1(:,i)=feval(func,xh1,varargin{:});
    xh1(i)=x(i);
    i=i+1;
  end
  xh_1=xh1;
  hessian_mat = zeros(size(f0,1),n*n);
  for i=1:n    
    if i > 1        
      k=[i:n:n*(i-1)];
      hessian_mat(:,(i-1)*n+1:(i-1)*n+i-1)=hessian_mat(:,k);
    end     
    hessian_mat(:,(i-1)*n+i)=(f1(:,i)+f_1(:,i)-2*f0)./(h1(i)*h_1(i));
    temp=f1+f_1-f0*ones(1,n);
    for j=i+1:n        
      xh1(i)=x(i)+h1(i);
      xh1(j)=x(j)+h_1(j);
      xh_1(i)=x(i)-h1(i);
      xh_1(j)=x(j)-h_1(j);
      hessian_mat(:,(i-1)*n+j)=-(-feval(func,xh1,varargin{:})-feval(func,xh_1,varargin{:})+temp(:,i)+temp(:,j))./(2*h1(i)*h_1(j));
      xh1(i)=x(i);
      xh1(j)=x(j);
      xh_1(i)=x(i);
      xh_1(j)=x(j);
      j=j+1;
    end    
    i=i+1;
  end 
  % 11/25/03 SA Created from Hessian_sparse (removed sparse)