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


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.
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