--- /dev/null
+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