--- /dev/null
+function H = wood_hessian(x1, x2, x3, x4)
+ ##
+ ## The Hessian of the Wood function. See wood.m for more
+ ## information.
+ ##
+ H = zeros(4,4);
+ H(1,1) = 1200*x(1)^2 - 400*x(2) + 2;
+ H(1,2) = -400*x(1);
+ H(1,3) = 0;
+ H(1,4) = 0;
+ H(2,1) = H(1,2);
+ H(2,2) = 220.2;
+ H(2,3) = 0;
+ H(2,4) = 19.8;
+ H(3,1) = H(1,3);
+ H(3,2) = H(2,3);
+ H(3,3) = 1080*x(3)^2 - 360*x(4) + 2;
+ H(3,4) = -360*x(3);
+ H(4,1) = H(1,4);
+ H(4,2) = H(2,4);
+ H(4,3) = H(3,4);
+ H(4,4) = 200.2;
+end