optimization/test_functions/rosenbrock_hessian.m

   1 function H = rosenbrock_hessian(x1, x2)
   2   ##
   3   ## The Hessian of the Rosenbrock function. See rosenbrock.m for more
   4   ## information.
   5   ##
   6   H = zeros(2,2);
   7   H(1,1) = 1200*x1^2 - 400*x2 + 2;
   8   H(1,2) = -400*x1;
   9   H(2,1) = H(1,2);
  10   H(2,2) = 200;
  11 end