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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