Hessian matrix

The Hessian matrix collects all second-order partial derivatives of a scalar function of several variables, with entry (i, j) given by the mixed or pure second partial derivative with respect to x_i and x_j. It is used in optimization to test whether a critical point is a minimum, maximum, or saddle point.

\mathbf{H}(f)_{ij}=\frac{\partial^{2}f}{\partial x_{i}\partial x_{j}}

What the symbols mean

Hessian matrix of the scalar function f
scalar function of several real variables
row and column indices of the matrix
the i-th and j-th input variables of f

About this formula

  • FieldMathematics
  • TopicMultivariable calculus
  • LevelUniversity
  • Also calledHessian matrix definition, matrix of second partial derivatives, second derivative matrix, Hessian of a function, H(f) second partial derivatives
  • SourceWikidata Q620495

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