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From |
Patrick Roland <patrick.rolande@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Mata computes the second derivative of x^2 as 1.9. |

Date |
Sat, 4 Aug 2012 20:22:15 -0700 |

Perhaps someone might be able to explain this anomaly. The following code finds the second derivative of x^2 evaluated at 0.5, which should of course be 2. mata: void f(p,v){ v = p^2 } D = deriv_init() deriv_init_evaluator(D, &f()) deriv_init_params(D, 0.5) deriv(D,2) end Instead, in both Stata 11.2 and 12.1, the answer is 1.906569171. I'm trying to compute the Hessian of a complicated nonlinear function of several hundred arguments. It appears that Mata cannot correctly find the second derivative of x^2. This does not inspire confidence. Hopefully I'm overlooking something simple here, in which case I would greatly appreciate a correction. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Mata computes the second derivative of x^2 as 1.9.***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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