Math 2.0

Real functions Functions of several real variables Concept

Hessian matrix

Builds on Higher partial derivatives

Summary

The Hessian matrix of a real-valued function of nn variables at a point is the n×nn \times n matrix of its second partial derivatives at that point. It describes the curvature of the function, and it is the main tool of the second derivative test for local extrema.

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Euclidean space, object, no evidence levelEuclidean spaceobjectFunction, concept, no evidence levelFunctionconceptFunction of several variables, concept, no evidence levelFunction of several v…conceptPartial derivative, concept, no evidence levelPartial derivativeconceptHigher partial derivatives, concept, no evidence levelHigher partial deriva…conceptHessian matrix, concept, no evidence levelHessian matrixconcept
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  1. Euclidean space object
  2. Function concept
  3. Function of several variables concept
  4. Partial derivative concept
  5. Higher partial derivatives concept
  6. Hessian matrix concept

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11 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Hessian_matrix, lead section
About this page
Tag0693Y2METT
URIm2://0693Y2METT
Aliaseshessian
Kindconcept
WritingW1 stated
MSC26B05
UsesHigher partial derivatives
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