Hessian

cosmos 15th March 2019 at 8:17pm
Multivariate calculus

The Hessian of a function ff of multiple variables x\vec{x} is defined as the matrix of second Partial derivatives:

H[f](x)=[2fx122fx1xn2fx2x12fx2xn......2fxnx12fxn2] H[f](\vec{x}) = \begin{bmatrix} \frac{\partial^2 f}{\partial x_1 ^2} & \cdots & \frac{\partial^2 f}{\partial x_1 \partial x_n} \\ \frac{\partial^2 f}{\partial x_2 \partial x_1} & \cdots & \frac{\partial^2 f}{\partial x_2 \partial x_n} \\ . & & . \\ . & & . \\ . & & . \\ \frac{\partial^2 f}{\partial x_n \partial x_1} & \cdots &\frac{\partial^2 f}{\partial x_n ^2} \end{bmatrix}

Definition of Hessian of a function on a Surface

video, defined at a critical point of the function ff, which turns out when represented as a matrix in the canonical basis equals the standard defintion above