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
Sets for this method … |
Default |
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'} |
|
Method: mfh/getFitErrors |
|
Method: mfh/getJacobian |
 |
©LTP Team