help-gsl
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-gsl] hessian calculation by finite differences


From: César Enrique García Dabó
Subject: [Help-gsl] hessian calculation by finite differences
Date: Fri, 22 Feb 2008 17:31:10 +0000
User-agent: KMail/1.8.1

 Hi everybody,
 I would like to compute the hessian of a function using finite differences. 
Provided a multidimensional function f(x_0,....x_N) I want the hessian H_ij = 
d2f / dx_i dx_j. Has anybody tried to this within gsl? If not, could you 
provide me a reference to use a finite differences formula? I guess it would 
an extension of the gsl_derive_* algorithms.
 Best regards
 Kike

----------
ADVERTENCIA: La información incluida en este e-mail es CONFIDENCIAL, siendo 
para uso exclusivo del destinatario arriba mencionado. Si Usted lee este 
mensaje y no es el destinatario indicado, le informamos que está totalmente 
prohibida cualquier utilización, divulgación, distribución y/o reproducción de 
esta comunicación sin autorización expresa en virtud de la legislación vigente. 
Si ha recibido este mensaje por error, le rogamos nos lo notifique 
inmediatamente por esta misma vía a GRAN TELESCOPIO DE CANARIAS, S.A. 
(address@hidden) y proceda a su eliminación. 

DISCLAIMER: This message is intended exclusively for its addressee and may 
contain information that is CONFIDENTIAL and protected by professional 
privilege. If you are not the intended recipient you are hereby notified that 
any dissemination, copy or disclosure of this communication is strictly 
prohibited by law. If this message has been received in error, please 
immediately notify us via e-mail to GRAN TELESCOPIO DE CANARIAS, S.A. 
(address@hidden) and delete it.





reply via email to

[Prev in Thread] Current Thread [Next in Thread]