Aptech » Answers for "I received the error code "Hessian calculation failed"" http://www.aptech.com Fri, 08 Feb 2013 19:12:28 +0000 en-US hourly 1 http://wordpress.org/?v=3.4.1 By: admin http://www.aptech.com/questions/i-received-the-error-code-hessian-calculation-failed/#answer-1280 http://www.aptech.com/questions/i-received-the-error-code-hessian-calculation-failed/#answer-1280#comments Fri, 31 Aug 2012 09:43:22 +0000 admin http://www.aptech.com/questions/i-received-the-error-code-hessian-calculation-failed/#answer-1280 Continue reading →]]> The first step in finding out why your hessian calculation failed is to find and store the hessian. You can find instructions on that step here.

Once you have your hessian, you should check the eigenvalues. You can use the GAUSS functions eig() or eigh() for this. If any of the eigenvalues are zero (or zero to machine precision i.e. 1e-15 or so) then your hessian has some linear dependencies. You can alternatively check the rank of the matrix with the rank function.

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