Calculating Hessian without using symbolic functions
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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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Accepted Answer
Walter Roberson
on 28 Sep 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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