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Find the Hessian of a function of 30 variables?

Brian Tenneson
Posted 5 years ago

TIA!! I think main problems are defining such a function.
POSTED BY: Brian Tenneson
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You need a function for creating as many variables as you need.

createVar[name_, num_] := Table[Subscript[name, i], {i, 1, num}]

Now, suppose that $f$ is a function of 30 variables and try this 

f@@createVar[x, 30]
POSTED BY: Ta'a Nwa Dombou
Brian Tenneson
Brian Tenneson
Posted 5 years ago
POSTED BY: Brian Tenneson

Here is a way to generate a list of 30 variables, a random function of them, and its hessian:

vars = Table[ToExpression[StringJoin["a", ToString[n]]], {n, 30}]
function = 
 Times @@ RandomChoice[vars, 8] + 3 Times @@ RandomChoice[vars, 3]
hessian = D[function, {vars, 2}]
POSTED BY: Gianluca Gorni
Brian Tenneson
Brian Tenneson
Posted 5 years ago

Thank you! Works perfectly!
POSTED BY: Brian Tenneson
Updating Name
Updating Name
Posted 5 years ago

How would you specifically do this dozens of variables? I can see how to do it with two variables, perhaps 3 or maybe even 10. I tried

hessian[Function[Table[x[[k]], {k, 1, 2}], x[[1]]^3 + x[[2]]^6], 
 Table[x[[k]], {k, 1, 2}]]

And the 2 is something I want to allow to be higher than 20. What am I doing wrong?
POSTED BY: Updating Name
POSTED BY: Ta'a Nwa Dombou
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