Re: how to calculate hessian matrix

[c.]

On 19 Feb 2013, at 17:11, Tomas Dome <address@hidden> wrote:

> hi, i'm trying to calculate the hessian matrix of a multivariable function 
> (f(x,y,z,r) for example), 
> 
> how i can do it? 
> 
> i'm trying to make him with 2 for statements and the function "diff" but i 
> think "diff" only accepts univariable functions like f(x). 
> 
> sorry , i'm a newbie in Octave 
> 
> thanks! :)

There is a function named "hessian" in the optim package that may serve your 
needs:
http://octave.sourceforge.net/optim/function/numhessian.html

be aware though that numerical differentiation is always a very unstable and 
possibly inaccurate process.
c.