35 lines
792 B
Mathematica
35 lines
792 B
Mathematica
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function d2fdx2 = hessian(f,x)
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% HESSIAN Hessian of scalar polynomial SDPVAR object
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%
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% J = HESSIAN(p) Hessian w.r.t all variables in p
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% J = HESSIAN(p,x) Hessian w.r.t the SDPVAR variables x
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%
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% See also INT, JACOBIAN, LINEARIZE, SDISPLAY
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if nargin==1
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if isa(f,'sdpvar')
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x = recover(depends(f));
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else
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x = 0;
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end
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else
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if length(getvariables(x))<length(x)
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error('x should be a vector of scalar independant variables');
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end
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end
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if prod(size(f))>1
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error('Hessian only defined for scalars.')
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end
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if any(ismember([getvariables(f) depends(f)],yalmip('extvariables')))
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error('Hessian is only applicable to polynomial expressions');
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end
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if isa(f,'double')
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d2fdx2 = zeros(length(x));
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return
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end
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d2fdx2 = jacobian(jacobian(f,x)',x);
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