Math 2.0

concept

Hessian matrix

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
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Sources

  1. Web https://en.wikipedia.org/wiki/Hessian_matrix, lead section

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