hessnum.m

来自「该代码为盲源分离中的相对牛顿法」· M 代码 · 共 17 行

function [hess,nathess]=hessnum(w,X0,lam)

  eps=1e-8; 
  n=length(w);
  
  [grd0,natgrd0]=grad1(w,X0,lam);

  for i=1:n,
    w(i)=w(i)+eps;
    [grd,natgrd]=grad1(w,X0,lam);
    hess(:,i)=(1/eps)*(grd-grd0);
    nathess(:,i)=(1/eps)*(natgrd-natgrd0);
    w(i)=w(i)-eps;
  end