Resources

hessp returns a singular matrix

0

Hi,

I use the procedure hessp and for some reason any derivative involving a certain variable is zero. I checked with gradfd and the gradient is zero for that variable too. Ever encounter this problem?

 

 

 

asked January 31, 2014

1 Answer

0

I would have to see your function to know for sure what is happening.  I have had this sort of thing happen to me when I’ve written the function in such a way that it has a degenerate solution.  Thus when variable A is set to zero, the result will be same for variable B no matter what its value.