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5.21.3 Hessian matrix: hessian

Recall, the Hessian of a function F of n variables x1,…,xn is the matrix of second order derivatives:










2F
∂ x12
2 F
∂ x1∂ xn
2F
∂ xn ∂ x1
2F
∂ xn2









The hessian command computes the Hessian of a function.

Examples.


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