--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/@smodel/hessian.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,127 @@
+% hessian compute the hessian matrix for a symbolic model.
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% DESCRIPTION: hessian compute the hessian matrix for a symbolic model.
+%
+% CALL:        H = hessian(obj);
+%
+% INPUTS:      obj - a smodel
+%
+% <a href="matlab:web(smodel.getInfo('hessian').tohtml, '-helpbrowser')">Parameters Description</a>
+%
+% VERSION:     $Id: hessian.m,v 1.6 2011/04/08 08:56:30 hewitson Exp $
+%
+% HISTORY:     28-10-2010 G. Congedo
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function varargout = hessian(varargin)
+
+  %%% Check if this is a call for parameters
+  if utils.helper.isinfocall(varargin{:})
+    varargout{1} = getInfo(varargin{3});
+    return
+  end
+  
+  import utils.const.*
+  utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename);
+  
+  % Collect input variable names
+  in_names = cell(size(varargin));
+  for ii = 1:nargin,in_names{ii} = inputname(ii);end
+  
+  % Collect all AOs and plists
+  [mdl, mdl_invars] = utils.helper.collect_objects(varargin(:), 'smodel', in_names);
+  pl              = utils.helper.collect_objects(varargin(:), 'plist', in_names);
+ 
+  
+  if nargout == 0
+    error('### hessian cannot be used as a modifier. Please give an output variable.');
+  end
+  
+  if ~all(isa(mdl, 'smodel'))
+    error('### hessian must be only applied to smodel objects.');
+  end
+  
+  % Extract necessary parameters
+  p    = pl.find('params');
+  
+  if isempty(p) || strcmp(p,'all')
+    p = mdl.params;
+  end
+  Np = numel(p);
+%   grad = zeros(Np,1);
+%   H = zeros(Np);
+  
+  % compute symbolic 1st-order differentiation
+  for ll=1:Np
+    grad(ll,1) = diff(mdl,p{ll});
+  end
+  
+  % compute symbolic 2nd-order differentiation
+  for mm=1:Np
+    for ll=1:mm
+      H(ll,mm) = diff(grad(ll),p{mm});
+    end
+  end
+  
+  % symmetrize matrix
+  for ll=1:Np
+    for mm=1:ll
+      H(ll,mm) = H(mm,ll);
+    end
+  end
+  
+  % set name
+  for ll=1:Np
+    for m=1:Np
+      H(ll,mm).name = sprintf('hessian(%s)', mdl.name);
+    end
+  end
+
+  H.addHistory(getInfo('None'), pl, mdl_invars(:), [mdl(:).hist]);
+       
+  % Set outputs
+  if nargout > 0
+    varargout{1} = H;
+  end
+  
+end
+
+
+%--------------------------------------------------------------------------
+% Get Info Object
+%--------------------------------------------------------------------------
+function ii = getInfo(varargin)
+  if nargin == 1 && strcmpi(varargin{1}, 'None')
+    sets = {};
+    pl   = [];
+  else
+    sets = {'Default'};
+    pl   = getDefaultPlist;
+  end
+  % Build info object
+  ii = minfo(mfilename, 'smodel', 'ltpda', utils.const.categories.helper, '$Id: hessian.m,v 1.6 2011/04/08 08:56:30 hewitson Exp $', sets, pl);
+end
+
+%--------------------------------------------------------------------------
+% Get Default Plist
+%--------------------------------------------------------------------------
+function plout = getDefaultPlist()
+  persistent pl;  
+  if exist('pl', 'var')==0 || isempty(pl)
+    pl = buildplist();
+  end
+  plout = pl;  
+end
+
+function pl = buildplist()
+
+  pl = plist();
+  
+  % params to diff
+  p = param({'params', 'A cell-array of parameters to differentiate with respect to.'}, 'all');
+  pl.append(p);
+  
+end
+