Method mfh/getHessian


  GETHESSIAN calculate Hessian matrix for a given function.
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  GETHESSIAN calculate Hessian matrix for a given function. Each function
              is assumed to be function only of the parameters resepect to
              which the derivative should be calculated. All the other
              quantities should be inserted in the 'constants' field.
 
  CALL:                H = getHessian(func,pl)
 
  INPUTS:
          - func. The cost function
 
  PARAMETERS:
          - p0. The set of parameters. (double vector or a pest object).
          - DerivStep. The set of derivative steps. (doble vactor).
 
  OUTPUTS:
          - H. the Hessian matrix. q x q where q is numel(p0).
 
  ALGORITHM:
 
  Reference to the wikipedia page on Finite difference, paragraph Finite
  difference in several variables.
  http://en.wikipedia.org/wiki/Finite_difference
 
  Parameters Description
 
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Method Details
Access public
Defining Class mfh
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
getHessian
PARS [] none The set of parameter values. A NumParams x 1 array or a pest object.
DERIVSTEP [] none The set of derivative steps. A NumParams x 1 array

Example

plist('PARS', [[]], 'DERIVSTEP', [[]])

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Some information of the method mfh/getHessian are listed below:
Class name mfh
Method name getHessian
Category Signal Processing
Package name ltpda
VCS Version 967b0eec0dece803a81af8ef54ad2f8c784b20b2
Min input args 1
Max input args -1
Min output args 1
Max output args -1
Can be used as modifier 1
Supported numeric types {'double'}




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