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matlabmathmatrixsymbolic-mathhessian-matrix

Finding symbolic Hessian matrix for a function

I have the pseudocode function f(x,y)=x+y, and I want to find the symbolic Hessian matrix (2x2 second order partial derivative matrix) using Matlab. How do I do this?

Here is my first attempt, which is very far from the correct syntax:

syms x y
f=x+y
f_jacobian = jacobian(f, [x, y])
f_hessian = jacobian(f_jacobian,[x,y])
Solution

  • You can use hessian. From the example:

    syms x y z 
f = x*y + 2*z*x;
hessian(f,[x,y,z])


ans =
[ 0, 1, 2]
[ 1, 0, 0]
[ 2, 0, 0]