Calculating Hessian without using symbolic functions

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ss_19
ss_19 il 28 Set 2022
Risposto: Walter Roberson il 28 Set 2022
Is there a way to calculate the Hessian of a function that is not written as a symbolic function?
The function that I'm trying to calculate the Hessian for involves solving ordinary differential equations and cannot be easily written as a symbolic function.

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Walter Roberson
Walter Roberson il 28 Set 2022
No, not unless you can calculate it by hand ahead of time using some other set of external tools.
You can estimate the Hessian. See for example https://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation

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