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pekka

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17 Mar 2010 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

Hi,

I have some problem that sometimes when I compute the hessian I get that err contains terms that are larger than terms in the reported hessian. What are the reasons for this and are there any general ways to rewrite something to avoid this problem?

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