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[37] | 1 | function d2fdx2 = hessian(f,x) |
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| 2 | % HESSIAN Hessian of scalar SDPVAR object |
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| 3 | % |
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| 4 | % J = HESSIAN(p) Hessian w.r.t all variables in p |
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| 5 | % J = HESSIAN(p,x) Hessian w.r.t the SDPVAR variables x |
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| 6 | % |
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| 7 | % See also SDPVAR, JACOBIAN, LINEARIZE |
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| 8 | |
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| 9 | % Author Johan Löfberg |
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| 10 | % $Id: hessian.m,v 1.2 2004/07/02 08:17:31 johanl Exp $ |
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| 11 | |
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| 12 | |
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| 13 | if nargin==1 |
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| 14 | if isa(f,'sdpvar') |
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| 15 | x = recover(depends(f)); |
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| 16 | else |
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| 17 | x = 0; |
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| 18 | end |
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| 19 | else |
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| 20 | if length(getvariables(x))<length(x) |
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| 21 | error('x should be a vector of scalar independant variables'); |
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| 22 | end |
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| 23 | end |
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| 24 | |
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| 25 | if prod(size(f))>1 |
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| 26 | error('Hessian only defined for scalars.') |
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| 27 | end |
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| 28 | |
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| 29 | if isa(f,'double') |
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| 30 | d2fdx2 = zeros(length(x)); |
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| 31 | return |
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| 32 | end |
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| 33 | |
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| 34 | d2fdx2 = jacobian(jacobian(f,x)',x); |
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