[SciPy-User] Numerical estimation of Hessian matrix at minimum

Eirik Gjerløw eirikgje@student.matnat.uio...
Thu Nov 25 12:44:05 CST 2010


I am looking for a function (written in python) that will essentially do
the same thing as the function nlm (non-linear minimization) in R, when
passed the argument Hessian=T. That is, I would like to numerically
compute n values (n>1) which, when passed to a function, give its
minimum, and the value of the Hessian matrix at that point.

Does such a thing exist?

Eirik Gjerløw

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