I further tried to calculate Hessian by
import numpy as np
import theano
import theano.tensor as T
import theano.tensor.nlinalg as nlin
s=T.dmatrix('s')
x=T.dvector('x')
a=T.dscalar('a')
def smat(x,a):
return [[x[0]**2,x[1],x[2]],
[x[1]**2,a*x[1],a*x[0]],
[x[2]**2,x[0],a*x[1]]]
s=smat(x,a)
v,w=nlin.eigh(T.stacklists(smat(x,a)))
TH,updates = theano.scan(lambda i: T.hessian(v[i], x),
sequences=T.arange(v.shape[0]))
Hes = theano.function([x,a], TH,updates=updates)
It does not work. Can anyone help?
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