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diff --git a/optimization/test_functions/rosenbrock_hessian.m b/optimization/test_functions/rosenbrock_hessian.m
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+++ b/optimization/test_functions/rosenbrock_hessian.m
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+function H = rosenbrock_hessian(x1, x2)
+  ##
+  ## The Hessian of the Rosenbrock function. See rosenbrock.m for more
+  ## information.
+  ##
+  H = zeros(2,2);
+  H(1,1) = 1200*x1^2 - 400*x2 + 2;
+  H(1,2) = -400*x1;
+  H(2,1) = -400*x1;
+  H(2,2) = 200;
+end