Hessian matrix - Wikipedia

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<div class="vector-toc-text"> <span class="vector-toc-numb">2</span> <span>Applications</span> </div> </a> <button aria-controls="toc-Applications-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Applications subsection</span> </button> <ul id="toc-Applications-sublist" class="vector-toc-list"> <li id="toc-Inflection_points" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Inflection_points"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.1</span> <span>Inflection points</span> </div> </a> <ul id="toc-Inflection_points-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Second-derivative_test" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Second-derivative_test"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.2</span> <span>Second-derivative test</span> </div> </a> <ul id="toc-Second-derivative_test-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Critical_points" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Critical_points"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.3</span> <span>Critical points</span> </div> </a> <ul id="toc-Critical_points-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Use_in_optimization" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Use_in_optimization"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.4</span> <span>Use in optimization</span> </div> </a> <ul id="toc-Use_in_optimization-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Other_applications" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Other_applications"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.5</span> <span>Other applications</span> </div> </a> <ul id="toc-Other_applications-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Generalizations" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Generalizations"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Generalizations</span> </div> </a> <button aria-controls="toc-Generalizations-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Generalizations subsection</span> </button> <ul id="toc-Generalizations-sublist" class="vector-toc-list"> <li id="toc-Bordered_Hessian" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Bordered_Hessian"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Bordered Hessian</span> </div> </a> <ul id="toc-Bordered_Hessian-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Vector-valued_functions" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Vector-valued_functions"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2</span> <span>Vector-valued functions</span> </div> </a> <ul id="toc-Vector-valued_functions-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Generalization_to_the_complex_case" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Generalization_to_the_complex_case"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.3</span> <span>Generalization to the complex case</span> </div> </a> <ul id="toc-Generalization_to_the_complex_case-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Generalizations_to_Riemannian_manifolds" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Generalizations_to_Riemannian_manifolds"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.4</span> <span>Generalizations to Riemannian manifolds</span> </div> </a> <ul id="toc-Generalizations_to_Riemannian_manifolds-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Further_reading" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Further_reading"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>Further reading</span> </div> </a> <ul id="toc-Further_reading-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-External_links" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#External_links"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>External links</span> </div> </a> <ul id="toc-External_links-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" 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Available in 29 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-29" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">29 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D9%85%D8%B5%D9%81%D9%88%D9%81%D8%A9_%D9%87%D9%8A%D8%B3%D9%8A%D8%A9" title="مصفوفة هيسية – Arabic" lang="ar" hreflang="ar" data-title="مصفوفة هيسية" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Matriu_hessiana" title="Matriu hessiana – Catalan" lang="ca" hreflang="ca" data-title="Matriu hessiana" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Hessova_matice" title="Hessova matice – Czech" lang="cs" hreflang="cs" data-title="Hessova matice" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Hesse-Matrix" title="Hesse-Matrix – German" lang="de" hreflang="de" data-title="Hesse-Matrix" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Matriz_hessiana" title="Matriz hessiana – Spanish" lang="es" hreflang="es" data-title="Matriz hessiana" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eo mw-list-item"><a href="https://eo.wikipedia.org/wiki/Matrico_de_Hesse" title="Matrico de Hesse – Esperanto" lang="eo" hreflang="eo" data-title="Matrico de Hesse" data-language-autonym="Esperanto" data-language-local-name="Esperanto" class="interlanguage-link-target"><span>Esperanto</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D9%85%D8%A7%D8%AA%D8%B1%DB%8C%D8%B3_%D9%87%D8%B3%DB%8C%D9%86" title="ماتریس هسین – Persian" lang="fa" hreflang="fa" data-title="ماتریس هسین" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Matrice_hessienne" title="Matrice hessienne – French" lang="fr" hreflang="fr" data-title="Matrice hessienne" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%ED%97%A4%EC%84%B8_%ED%96%89%EB%A0%AC" title="헤세 행렬 – Korean" lang="ko" hreflang="ko" data-title="헤세 행렬" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-id mw-list-item"><a href="https://id.wikipedia.org/wiki/Matriks_Hesse" title="Matriks Hesse – Indonesian" lang="id" hreflang="id" data-title="Matriks Hesse" data-language-autonym="Bahasa Indonesia" data-language-local-name="Indonesian" class="interlanguage-link-target"><span>Bahasa Indonesia</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Matrice_hessiana" title="Matrice hessiana – Italian" lang="it" hreflang="it" data-title="Matrice hessiana" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%9E%D7%98%D7%A8%D7%99%D7%A6%D7%AA_%D7%94%D7%A1%D7%99%D7%90%D7%9F" title="מטריצת הסיאן – Hebrew" lang="he" hreflang="he" data-title="מטריצת הסיאן" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/Hesse-m%C3%A1trix" title="Hesse-mátrix – Hungarian" lang="hu" hreflang="hu" data-title="Hesse-mátrix" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Hessiaan" title="Hessiaan – Dutch" lang="nl" hreflang="nl" data-title="Hessiaan" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%83%98%E3%83%83%E3%82%BB%E8%A1%8C%E5%88%97" title="ヘッセ行列 – Japanese" lang="ja" hreflang="ja" data-title="ヘッセ行列" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-no mw-list-item"><a href="https://no.wikipedia.org/wiki/Hessematrisen" title="Hessematrisen – Norwegian Bokmål" lang="nb" hreflang="nb" data-title="Hessematrisen" data-language-autonym="Norsk bokmål" data-language-local-name="Norwegian Bokmål" class="interlanguage-link-target"><span>Norsk bokmål</span></a></li><li class="interlanguage-link interwiki-nn mw-list-item"><a href="https://nn.wikipedia.org/wiki/Hesse-determinanten" title="Hesse-determinanten – Norwegian Nynorsk" lang="nn" hreflang="nn" data-title="Hesse-determinanten" data-language-autonym="Norsk nynorsk" data-language-local-name="Norwegian Nynorsk" class="interlanguage-link-target"><span>Norsk nynorsk</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Macierz_Hessego" title="Macierz Hessego – Polish" lang="pl" hreflang="pl" data-title="Macierz Hessego" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Hessiano" title="Hessiano – Portuguese" lang="pt" hreflang="pt" data-title="Hessiano" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%93%D0%B5%D1%81%D1%81%D0%B8%D0%B0%D0%BD_%D1%84%D1%83%D0%BD%D0%BA%D1%86%D0%B8%D0%B8" title="Гессиан функции – Russian" lang="ru" hreflang="ru" data-title="Гессиан функции" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-sl mw-list-item"><a href="https://sl.wikipedia.org/wiki/Hessova_matrika" title="Hessova matrika – Slovenian" lang="sl" hreflang="sl" data-title="Hessova matrika" data-language-autonym="Slovenščina" data-language-local-name="Slovenian" class="interlanguage-link-target"><span>Slovenščina</span></a></li><li class="interlanguage-link interwiki-ckb mw-list-item"><a href="https://ckb.wikipedia.org/wiki/%D9%85%D8%A7%D8%AA%D8%B1%DB%8C%DA%A9%D8%B3%DB%8C_%D9%87%DB%8E%D8%B3%DB%8C%D8%A7%D9%86" title="ماتریکسی هێسیان – Central Kurdish" lang="ckb" hreflang="ckb" data-title="ماتریکسی هێسیان" data-language-autonym="کوردی" data-language-local-name="Central Kurdish" class="interlanguage-link-target"><span>کوردی</span></a></li><li class="interlanguage-link interwiki-sr mw-list-item"><a href="https://sr.wikipedia.org/wiki/%D0%A5%D0%B5%D1%81%D0%B8%D1%98%D0%B0%D0%BD_%D0%BC%D0%B0%D1%82%D1%80%D0%B8%D1%86%D0%B0" title="Хесијан матрица – Serbian" lang="sr" hreflang="sr" data-title="Хесијан матрица" data-language-autonym="Српски / srpski" data-language-local-name="Serbian" class="interlanguage-link-target"><span>Српски / srpski</span></a></li><li class="interlanguage-link interwiki-fi mw-list-item"><a href="https://fi.wikipedia.org/wiki/Hessen_matriisi" title="Hessen matriisi – Finnish" lang="fi" hreflang="fi" data-title="Hessen matriisi" data-language-autonym="Suomi" data-language-local-name="Finnish" class="interlanguage-link-target"><span>Suomi</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Hessematris" title="Hessematris – Swedish" lang="sv" hreflang="sv" data-title="Hessematris" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-tr mw-list-item"><a href="https://tr.wikipedia.org/wiki/Hesse_matrisi" title="Hesse matrisi – Turkish" lang="tr" hreflang="tr" data-title="Hesse matrisi" data-language-autonym="Türkçe" data-language-local-name="Turkish" class="interlanguage-link-target"><span>Türkçe</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%9C%D0%B0%D1%82%D1%80%D0%B8%D1%86%D1%8F_%D0%93%D0%B5%D1%81%D1%81%D0%B5" title="Матриця Гессе – Ukrainian" lang="uk" hreflang="uk" data-title="Матриця Гессе" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-vi mw-list-item"><a href="https://vi.wikipedia.org/wiki/Ma_tr%E1%BA%ADn_Hesse" title="Ma trận Hesse – Vietnamese" lang="vi" hreflang="vi" data-title="Ma trận Hesse" data-language-autonym="Tiếng Việt" data-language-local-name="Vietnamese" class="interlanguage-link-target"><span>Tiếng Việt</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E9%BB%91%E5%A1%9E%E7%9F%A9%E9%99%A3" title="黑塞矩陣 – Chinese" lang="zh" hreflang="zh" data-title="黑塞矩陣" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet after-portlet-lang"><span class="wb-langlinks-edit wb-langlinks-link"><a href="https://www.wikidata.org/wiki/Special:EntityPage/Q620495#sitelinks-wikipedia" 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href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1246091330"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1246091330"><table class="sidebar sidebar-collapse nomobile nowraplinks plainlist"><tbody><tr><td class="sidebar-pretitle">Part of a series of articles about</td></tr><tr><th class="sidebar-title-with-pretitle" style="padding-bottom:0.25em;"><a href="/wiki/Calculus" title="Calculus">Calculus</a></th></tr><tr><td class="sidebar-image"><big><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>b</mi> </mrow> </msubsup> <msup> <mi>f</mi> <mo>′</mo> </msup> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>d</mi> <mi>t</mi> <mo>=</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>a</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/17d063dc86a53a2efb1fe86f4a5d47d498652766" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:25.228ex; height:6.343ex;" alt="{\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}"></span></big></td></tr><tr><td class="sidebar-above" style="padding:0.15em 0.25em 0.3em;font-weight:normal;"> <ul><li><a href="/wiki/Fundamental_theorem_of_calculus" title="Fundamental theorem of calculus">Fundamental theorem</a></li></ul> <div class="hlist"> <ul><li><a href="/wiki/Limit_of_a_function" title="Limit of a function">Limits</a></li> <li><a href="/wiki/Continuous_function" title="Continuous function">Continuity</a></li></ul> </div><div class="hlist"> <ul><li><a href="/wiki/Rolle%27s_theorem" title="Rolle's theorem">Rolle's theorem</a></li> <li><a href="/wiki/Mean_value_theorem" title="Mean value theorem">Mean value theorem</a></li> <li><a href="/wiki/Inverse_function_theorem" title="Inverse function theorem">Inverse function theorem</a></li></ul> </div></td></tr><tr><td class="sidebar-content-with-subgroup"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base);display:block;margin-top:0.65em;"><span style="font-size:120%"><a href="/wiki/Differential_calculus" title="Differential calculus">Differential</a></span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"><table class="sidebar-subgroup"><tbody><tr><th class="sidebar-heading"> Definitions</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Derivative" title="Derivative">Derivative</a> (<a href="/wiki/Generalizations_of_the_derivative" title="Generalizations of the derivative">generalizations</a>)</li> <li><a href="/wiki/Differential_(mathematics)" title="Differential (mathematics)">Differential</a> <ul><li><a href="/wiki/Differential_(infinitesimal)" class="mw-redirect" title="Differential (infinitesimal)">infinitesimal</a></li> <li><a href="/wiki/Differential_of_a_function" title="Differential of a function">of a function</a></li> <li><a href="/wiki/Differential_of_a_function#Differentials_in_several_variables" title="Differential of a function">total</a></li></ul></li></ul></td> </tr><tr><th class="sidebar-heading"> Concepts</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Notation_for_differentiation" title="Notation for differentiation">Differentiation notation</a></li> <li><a href="/wiki/Second_derivative" title="Second derivative">Second derivative</a></li> <li><a href="/wiki/Implicit_function" title="Implicit function">Implicit differentiation</a></li> <li><a href="/wiki/Logarithmic_differentiation" title="Logarithmic differentiation">Logarithmic differentiation</a></li> <li><a href="/wiki/Related_rates" title="Related rates">Related rates</a></li> <li><a href="/wiki/Taylor%27s_theorem" title="Taylor's theorem">Taylor's theorem</a></li></ul></td> </tr><tr><th class="sidebar-heading"> <a href="/wiki/Differentiation_rules" title="Differentiation rules">Rules and identities</a></th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Sum_rule_in_differentiation" class="mw-redirect" title="Sum rule in differentiation">Sum</a></li> <li><a href="/wiki/Product_rule" title="Product rule">Product</a></li> <li><a href="/wiki/Chain_rule" title="Chain rule">Chain</a></li> <li><a href="/wiki/Power_rule" title="Power rule">Power</a></li> <li><a href="/wiki/Quotient_rule" title="Quotient rule">Quotient</a></li> <li><a href="/wiki/L%27H%C3%B4pital%27s_rule" title="L'Hôpital's rule">L'Hôpital's rule</a></li> <li><a href="/wiki/Inverse_function_rule" title="Inverse function rule">Inverse</a></li> <li><a href="/wiki/General_Leibniz_rule" title="General Leibniz rule">General Leibniz</a></li> <li><a href="/wiki/Fa%C3%A0_di_Bruno%27s_formula" title="Faà di Bruno's formula">Faà di Bruno's formula</a></li> <li><a href="/wiki/Reynolds_transport_theorem" title="Reynolds transport theorem">Reynolds</a></li></ul></td> </tr></tbody></table></div></div></td> </tr><tr><td class="sidebar-content-with-subgroup"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%"><a href="/wiki/Integral" title="Integral">Integral</a></span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"><table class="sidebar-subgroup"><tbody><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Lists_of_integrals" title="Lists of integrals">Lists of integrals</a></li> <li><a href="/wiki/Integral_transform" title="Integral transform">Integral transform</a></li> <li><a href="/wiki/Leibniz_integral_rule" title="Leibniz integral rule">Leibniz integral rule</a></li></ul></td> </tr><tr><th class="sidebar-heading"> Definitions</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Antiderivative" title="Antiderivative">Antiderivative</a></li> <li><a href="/wiki/Integral" title="Integral">Integral</a> (<a href="/wiki/Improper_integral" title="Improper integral">improper</a>)</li> <li><a href="/wiki/Riemann_integral" title="Riemann integral">Riemann integral</a></li> <li><a href="/wiki/Lebesgue_integration" class="mw-redirect" title="Lebesgue integration">Lebesgue integration</a></li> <li><a href="/wiki/Contour_integration" title="Contour integration">Contour integration</a></li> <li><a href="/wiki/Integral_of_inverse_functions" title="Integral of inverse functions">Integral of inverse functions</a></li></ul></td> </tr><tr><th class="sidebar-heading"> Integration by</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Integration_by_parts" title="Integration by parts">Parts</a></li> <li><a href="/wiki/Disc_integration" title="Disc integration">Discs</a></li> <li><a href="/wiki/Shell_integration" title="Shell integration">Cylindrical shells</a></li> <li><a href="/wiki/Integration_by_substitution" title="Integration by substitution">Substitution</a> (<a href="/wiki/Trigonometric_substitution" title="Trigonometric substitution">trigonometric</a>, <a href="/wiki/Tangent_half-angle_substitution" title="Tangent half-angle substitution">tangent half-angle</a>, <a href="/wiki/Euler_substitution" title="Euler substitution">Euler</a>)</li> <li><a href="/wiki/Integration_using_Euler%27s_formula" title="Integration using Euler's formula">Euler's formula</a></li> <li><a href="/wiki/Partial_fractions_in_integration" class="mw-redirect" title="Partial fractions in integration">Partial fractions</a> (<a href="/wiki/Heaviside_cover-up_method" title="Heaviside cover-up method">Heaviside's method</a>)</li> <li><a href="/wiki/Order_of_integration_(calculus)" title="Order of integration (calculus)">Changing order</a></li> <li><a href="/wiki/Integration_by_reduction_formulae" title="Integration by reduction formulae">Reduction formulae</a></li> <li><a href="/wiki/Leibniz_integral_rule#Evaluating_definite_integrals" title="Leibniz integral rule">Differentiating under the integral sign</a></li> <li><a href="/wiki/Risch_algorithm" title="Risch algorithm">Risch algorithm</a></li></ul></td> </tr></tbody></table></div></div></td> </tr><tr><td class="sidebar-content-with-subgroup"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%"><a href="/wiki/Series_(mathematics)" title="Series (mathematics)">Series</a></span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"><table class="sidebar-subgroup"><tbody><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Geometric_series" title="Geometric series">Geometric</a> (<a href="/wiki/Arithmetico%E2%80%93geometric_sequence" class="mw-redirect" title="Arithmetico–geometric sequence">arithmetico-geometric</a>)</li> <li><a href="/wiki/Harmonic_series_(mathematics)" title="Harmonic series (mathematics)">Harmonic</a></li> <li><a href="/wiki/Alternating_series" title="Alternating series">Alternating</a></li> <li><a href="/wiki/Power_series" title="Power series">Power</a></li> <li><a href="/wiki/Binomial_series" title="Binomial series">Binomial</a></li> <li><a href="/wiki/Taylor_series" title="Taylor series">Taylor</a></li></ul></td> </tr><tr><th class="sidebar-heading"> <a href="/wiki/Convergence_tests" title="Convergence tests">Convergence tests</a></th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Term_test" class="mw-redirect" title="Term test">Summand limit (term test)</a></li> <li><a href="/wiki/Ratio_test" title="Ratio test">Ratio</a></li> <li><a href="/wiki/Root_test" title="Root test">Root</a></li> <li><a href="/wiki/Integral_test_for_convergence" title="Integral test for convergence">Integral</a></li> <li><a href="/wiki/Direct_comparison_test" title="Direct comparison test">Direct comparison</a></li> <li><br /><a href="/wiki/Limit_comparison_test" title="Limit comparison test">Limit comparison</a></li> <li><a href="/wiki/Alternating_series_test" title="Alternating series test">Alternating series</a></li> <li><a href="/wiki/Cauchy_condensation_test" title="Cauchy condensation test">Cauchy condensation</a></li> <li><a href="/wiki/Dirichlet%27s_test" title="Dirichlet's test">Dirichlet</a></li> <li><a href="/wiki/Abel%27s_test" title="Abel's test">Abel</a></li></ul></td> </tr></tbody></table></div></div></td> </tr><tr><td class="sidebar-content-with-subgroup"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%"><a href="/wiki/Vector_calculus" title="Vector calculus">Vector</a></span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"><table class="sidebar-subgroup"><tbody><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Gradient" title="Gradient">Gradient</a></li> <li><a href="/wiki/Divergence" title="Divergence">Divergence</a></li> <li><a href="/wiki/Curl_(mathematics)" title="Curl (mathematics)">Curl</a></li> <li><a href="/wiki/Laplace_operator" title="Laplace operator">Laplacian</a></li> <li><a href="/wiki/Directional_derivative" title="Directional derivative">Directional derivative</a></li> <li><a href="/wiki/Vector_calculus_identities" title="Vector calculus identities">Identities</a></li></ul></td> </tr><tr><th class="sidebar-heading"> Theorems</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Gradient_theorem" title="Gradient theorem">Gradient</a></li> <li><a href="/wiki/Green%27s_theorem" title="Green's theorem">Green's</a></li> <li><a href="/wiki/Stokes%27_theorem" title="Stokes' theorem">Stokes'</a></li> <li><a href="/wiki/Divergence_theorem" title="Divergence theorem">Divergence</a></li> <li><a href="/wiki/Generalized_Stokes_theorem" title="Generalized Stokes theorem">generalized Stokes</a></li> <li><a href="/wiki/Helmholtz_decomposition" title="Helmholtz decomposition">Helmholtz decomposition</a></li></ul></td> </tr></tbody></table></div></div></td> </tr><tr><td class="sidebar-content-with-subgroup"> <div class="sidebar-list mw-collapsible"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%"><a href="/wiki/Multivariable_calculus" title="Multivariable calculus">Multivariable</a></span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"><table class="sidebar-subgroup"><tbody><tr><th class="sidebar-heading"> Formalisms</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Matrix_calculus" title="Matrix calculus">Matrix</a></li> <li><a href="/wiki/Tensor_calculus" class="mw-redirect" title="Tensor calculus">Tensor</a></li> <li><a href="/wiki/Exterior_derivative" title="Exterior derivative">Exterior</a></li> <li><a href="/wiki/Geometric_calculus" title="Geometric calculus">Geometric</a></li></ul></td> </tr><tr><th class="sidebar-heading"> Definitions</th></tr><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Partial_derivative" title="Partial derivative">Partial derivative</a></li> <li><a href="/wiki/Multiple_integral" title="Multiple integral">Multiple integral</a></li> <li><a href="/wiki/Line_integral" title="Line integral">Line integral</a></li> <li><a href="/wiki/Surface_integral" title="Surface integral">Surface integral</a></li> <li><a href="/wiki/Volume_integral" title="Volume integral">Volume integral</a></li> <li><a href="/wiki/Jacobian_matrix_and_determinant" title="Jacobian matrix and determinant">Jacobian</a></li> <li><a class="mw-selflink selflink">Hessian</a></li></ul></td> </tr></tbody></table></div></div></td> </tr><tr><td class="sidebar-content-with-subgroup"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%">Advanced</span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"><table class="sidebar-subgroup"><tbody><tr><td class="sidebar-content hlist"> <ul><li><a href="/wiki/Calculus_on_Euclidean_space" title="Calculus on Euclidean space">Calculus on Euclidean space</a></li> <li><a href="/wiki/Generalized_function" title="Generalized function">Generalized functions</a></li> <li><a href="/wiki/Limit_of_distributions" title="Limit of distributions">Limit of distributions</a></li></ul></td> </tr></tbody></table></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%">Specialized</span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"> <ul><li><a href="/wiki/Fractional_calculus" title="Fractional calculus">Fractional</a></li> <li><a href="/wiki/Malliavin_calculus" title="Malliavin calculus">Malliavin</a></li> <li><a href="/wiki/Stochastic_calculus" title="Stochastic calculus">Stochastic</a></li> <li><a href="/wiki/Calculus_of_variations" title="Calculus of variations">Variations</a></li></ul></div></div></td> </tr><tr><td class="sidebar-content"> <div class="sidebar-list mw-collapsible mw-collapsed"><div class="sidebar-list-title" style="text-align:center;;color: var(--color-base)"><span style="font-size:120%">Miscellanea</span></div><div class="sidebar-list-content mw-collapsible-content" style="border-top:1px solid #aaa;padding-top:0.15em;border-bottom:1px solid #aaa;"> <ul><li><a href="/wiki/Precalculus" title="Precalculus">Precalculus</a></li> <li><a href="/wiki/History_of_calculus" title="History of calculus">History</a></li> <li><a href="/wiki/Glossary_of_calculus" title="Glossary of calculus">Glossary</a></li> <li><a href="/wiki/List_of_calculus_topics" title="List of calculus topics">List of topics</a></li> <li><a href="/wiki/Integration_Bee" title="Integration Bee">Integration Bee</a></li> <li><a href="/wiki/Mathematical_analysis" title="Mathematical analysis">Mathematical analysis</a></li> <li><a href="/wiki/Nonstandard_analysis" title="Nonstandard analysis">Nonstandard analysis</a></li></ul></div></div></td> </tr><tr><td class="sidebar-navbar"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Calculus" title="Template:Calculus"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Calculus" title="Template talk:Calculus"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Calculus" title="Special:EditPage/Template:Calculus"><abbr title="Edit this template">e</abbr></a></li></ul></div></td></tr></tbody></table> <p>In <a href="/wiki/Mathematic" class="mw-redirect" title="Mathematic">mathematics</a>, the <b>Hessian matrix</b>, <b>Hessian</b> or (less commonly) <b>Hesse matrix</b> is a <a href="/wiki/Square_matrix" title="Square matrix">square matrix</a> of second-order <a href="/wiki/Partial_derivative" title="Partial derivative">partial derivatives</a> of a scalar-valued <a href="/wiki/Function_(mathematics)" title="Function (mathematics)">function</a>, or <a href="/wiki/Scalar_field" title="Scalar field">scalar field</a>. It describes the local <a href="/wiki/Curvature" title="Curvature">curvature</a> of a function of many variables. The Hessian matrix was developed in the 19th century by the German mathematician <a href="/wiki/Otto_Hesse" title="Otto Hesse">Ludwig Otto Hesse</a> and later named after him. Hesse originally used the term "functional determinants". The Hessian is sometimes denoted by H or, <a href="/wiki/Del_squared_(disambiguation)" class="mw-redirect mw-disambig" title="Del squared (disambiguation)">ambiguously, by ∇<sup>2</sup></a>. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Definitions_and_properties">Definitions and properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=1" title="Edit section: Definitions and properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Suppose <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo stretchy="false">→</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/306c097f43c91dce633d12cde024948d39e73752" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.404ex; height:2.676ex;" alt="{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R} }"></span> is a function taking as input a vector <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} \in \mathbb {R} ^{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>∈</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} \in \mathbb {R} ^{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f33c7feddfbe1e5c87647a55639651d9fb2f23de" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.148ex; height:2.343ex;" alt="{\displaystyle \mathbf {x} \in \mathbb {R} ^{n}}"></span> and outputting a scalar <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(\mathbf {x} )\in \mathbb {R} .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>∈</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(\mathbf {x} )\in \mathbb {R} .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b525811816680c43dfdd0cc78a97cb87ffe7a8cf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.664ex; height:2.843ex;" alt="{\displaystyle f(\mathbf {x} )\in \mathbb {R} .}"></span> If all second-order <a href="/wiki/Partial_derivative" title="Partial derivative">partial derivatives</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> exist, then the Hessian matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f017b876ed763037d8818ec5dfbbdc6703e0f683" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.091ex; height:2.176ex;" alt="{\displaystyle \mathbf {H} }"></span> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is a square <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\times n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>×</mo> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\times n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59d2b4cb72e304526cf5b5887147729ea259da78" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.63ex; height:1.676ex;" alt="{\displaystyle n\times n}"></span> matrix, usually defined and arranged as <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} _{f}={\begin{bmatrix}{\dfrac {\partial ^{2}f}{\partial x_{1}^{2}}}&{\dfrac {\partial ^{2}f}{\partial x_{1}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{1}\,\partial x_{n}}}\\[2.2ex]{\dfrac {\partial ^{2}f}{\partial x_{2}\,\partial x_{1}}}&{\dfrac {\partial ^{2}f}{\partial x_{2}^{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{2}\,\partial x_{n}}}\\[2.2ex]\vdots &\vdots &\ddots &\vdots \\[2.2ex]{\dfrac {\partial ^{2}f}{\partial x_{n}\,\partial x_{1}}}&{\dfrac {\partial ^{2}f}{\partial x_{n}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{n}^{2}}}\end{bmatrix}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>f</mi> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="1.346em 1.346em 1.346em 0.4em" columnspacing="1em"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <mo>⋮</mo> </mtd> <mtd> <mo>⋮</mo> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>⋮</mo> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} _{f}={\begin{bmatrix}{\dfrac {\partial ^{2}f}{\partial x_{1}^{2}}}&{\dfrac {\partial ^{2}f}{\partial x_{1}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{1}\,\partial x_{n}}}\\[2.2ex]{\dfrac {\partial ^{2}f}{\partial x_{2}\,\partial x_{1}}}&{\dfrac {\partial ^{2}f}{\partial x_{2}^{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{2}\,\partial x_{n}}}\\[2.2ex]\vdots &\vdots &\ddots &\vdots \\[2.2ex]{\dfrac {\partial ^{2}f}{\partial x_{n}\,\partial x_{1}}}&{\dfrac {\partial ^{2}f}{\partial x_{n}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{n}^{2}}}\end{bmatrix}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3415c5d5fc9cdae0acb6b3d4666a3c26d06da915" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -15.354ex; margin-bottom: -0.318ex; width:47.146ex; height:32.509ex;" alt="{\displaystyle \mathbf {H} _{f}={\begin{bmatrix}{\dfrac {\partial ^{2}f}{\partial x_{1}^{2}}}&{\dfrac {\partial ^{2}f}{\partial x_{1}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{1}\,\partial x_{n}}}\\[2.2ex]{\dfrac {\partial ^{2}f}{\partial x_{2}\,\partial x_{1}}}&{\dfrac {\partial ^{2}f}{\partial x_{2}^{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{2}\,\partial x_{n}}}\\[2.2ex]\vdots &\vdots &\ddots &\vdots \\[2.2ex]{\dfrac {\partial ^{2}f}{\partial x_{n}\,\partial x_{1}}}&{\dfrac {\partial ^{2}f}{\partial x_{n}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}f}{\partial x_{n}^{2}}}\end{bmatrix}}.}"></span> That is, the entry of the <span class="texhtml mvar" style="font-style:italic;">i</span>th row and the <span class="texhtml mvar" style="font-style:italic;">j</span>th column is <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\mathbf {H} _{f})_{i,j}={\frac {\partial ^{2}f}{\partial x_{i}\,\partial x_{j}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>f</mi> </mrow> </msub> <msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\mathbf {H} _{f})_{i,j}={\frac {\partial ^{2}f}{\partial x_{i}\,\partial x_{j}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/03bf913cb43c5aa58f45fa9c0de4e3aba10613c1" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:18.945ex; height:6.509ex;" alt="{\displaystyle (\mathbf {H} _{f})_{i,j}={\frac {\partial ^{2}f}{\partial x_{i}\,\partial x_{j}}}.}"></span> </p><p>If furthermore the second partial derivatives are all continuous, the Hessian matrix is a <a href="/wiki/Symmetric_matrix" title="Symmetric matrix">symmetric matrix</a> by the <a href="/wiki/Symmetry_of_second_derivatives" title="Symmetry of second derivatives">symmetry of second derivatives</a>. </p><p>The <a href="/wiki/Determinant" title="Determinant">determinant</a> of the Hessian matrix is called the <em>Hessian determinant</em>.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> </p><p>The Hessian matrix of a function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is the transpose of the <a href="/wiki/Jacobian_matrix" class="mw-redirect" title="Jacobian matrix">Jacobian matrix</a> of the <a href="/wiki/Gradient" title="Gradient">gradient</a> of the function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span>; that is: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} (f(\mathbf {x} ))=\mathbf {J} (\nabla f(\mathbf {x} ))^{T}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">J</mi> </mrow> <mo stretchy="false">(</mo> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>T</mi> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} (f(\mathbf {x} ))=\mathbf {J} (\nabla f(\mathbf {x} ))^{T}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d0bda639ab3e582bcc95cd83a221694e6db5d978" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.159ex; height:3.176ex;" alt="{\displaystyle \mathbf {H} (f(\mathbf {x} ))=\mathbf {J} (\nabla f(\mathbf {x} ))^{T}.}"></span> </p> <div class="mw-heading mw-heading2"><h2 id="Applications">Applications</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=2" title="Edit section: Applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Inflection_points">Inflection points</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=3" title="Edit section: Inflection points"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is a <a href="/wiki/Homogeneous_polynomial" title="Homogeneous polynomial">homogeneous polynomial</a> in three variables, the equation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1ee0fdf0f50fcba5afe3e856fcc7dc6acfa61014" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:5.54ex; height:2.509ex;" alt="{\displaystyle f=0}"></span> is the <a href="/wiki/Implicit_equation" class="mw-redirect" title="Implicit equation">implicit equation</a> of a <a href="/wiki/Plane_projective_curve" class="mw-redirect" title="Plane projective curve">plane projective curve</a>. The <a href="/wiki/Inflection_point" title="Inflection point">inflection points</a> of the curve are exactly the non-singular points where the Hessian determinant is zero. It follows by <a href="/wiki/B%C3%A9zout%27s_theorem" title="Bézout's theorem">Bézout's theorem</a> that a <a href="/wiki/Cubic_plane_curve" title="Cubic plane curve">cubic plane curve</a> has at most <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 9}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>9</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 9}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/32d3d1e1f9dfe0254c628379e69a69711fe4eabd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.162ex; height:2.176ex;" alt="{\displaystyle 9}"></span> inflection points, since the Hessian determinant is a polynomial of degree <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 3.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>3.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 3.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d75e17f7e7094c457fa7c8f743c3d8622eebd8ef" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.809ex; height:2.176ex;" alt="{\displaystyle 3.}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Second-derivative_test">Second-derivative test</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=4" title="Edit section: Second-derivative test"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Second_partial_derivative_test" title="Second partial derivative test">Second partial derivative test</a></div> <p>The Hessian matrix of a <a href="/wiki/Convex_function" title="Convex function">convex function</a> is <a href="/wiki/Positive_semi-definite_matrix" class="mw-redirect" title="Positive semi-definite matrix">positive semi-definite</a>. Refining this property allows us to test whether a <a href="/wiki/Critical_point_(mathematics)" title="Critical point (mathematics)">critical point</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> is a local maximum, local minimum, or a saddle point, as follows: </p><p>If the Hessian is <a href="/wiki/Positive-definite_matrix" class="mw-redirect" title="Positive-definite matrix">positive-definite</a> at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/feff4d40084c7351bf57b11ba2427f6331f5bdbe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.977ex; height:2.009ex;" alt="{\displaystyle x,}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> attains an isolated local minimum at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d07e9f568a88785ae48006ac3c4b951020f1699a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.977ex; height:1.676ex;" alt="{\displaystyle x.}"></span> If the Hessian is <a href="/wiki/Positive-definite_matrix#Negative-definite,_semidefinite_and_indefinite_matrices" class="mw-redirect" title="Positive-definite matrix">negative-definite</a> at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/feff4d40084c7351bf57b11ba2427f6331f5bdbe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.977ex; height:2.009ex;" alt="{\displaystyle x,}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> attains an isolated local maximum at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d07e9f568a88785ae48006ac3c4b951020f1699a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.977ex; height:1.676ex;" alt="{\displaystyle x.}"></span> If the Hessian has both positive and negative <a href="/wiki/Eigenvalue" class="mw-redirect" title="Eigenvalue">eigenvalues</a>, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> is a <a href="/wiki/Saddle_point" title="Saddle point">saddle point</a> for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ecb3ed2e17fa8f336dcc0fd4b3eddbfb02a50ef3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.925ex; height:2.509ex;" alt="{\displaystyle f.}"></span> Otherwise the test is inconclusive. This implies that at a local minimum the Hessian is positive-semidefinite, and at a local maximum the Hessian is negative-semidefinite. </p><p>For positive-semidefinite and negative-semidefinite Hessians the test is inconclusive (a critical point where the Hessian is semidefinite but not definite may be a local extremum or a saddle point). However, more can be said from the point of view of <a href="/wiki/Morse_theory" title="Morse theory">Morse theory</a>. </p><p>The <a href="/wiki/Second-derivative_test" class="mw-redirect" title="Second-derivative test">second-derivative test</a> for functions of one and two variables is simpler than the general case. In one variable, the Hessian contains exactly one second derivative; if it is positive, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> is a local minimum, and if it is negative, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> is a local maximum; if it is zero, then the test is inconclusive. In two variables, the <a href="/wiki/Determinant" title="Determinant">determinant</a> can be used, because the determinant is the product of the eigenvalues. If it is positive, then the eigenvalues are both positive, or both negative. If it is negative, then the two eigenvalues have different signs. If it is zero, then the second-derivative test is inconclusive. </p><p>Equivalently, the second-order conditions that are sufficient for a local minimum or maximum can be expressed in terms of the sequence of principal (upper-leftmost) <a href="/wiki/Minor_(linear_algebra)" title="Minor (linear algebra)">minors</a> (determinants of sub-matrices) of the Hessian; these conditions are a special case of those given in the next section for bordered Hessians for constrained optimization—the case in which the number of constraints is zero. Specifically, the sufficient condition for a minimum is that all of these principal minors be positive, while the sufficient condition for a maximum is that the minors alternate in sign, with the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1\times 1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mo>×</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1\times 1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b4bf91a527dc01af9ef6ace81199becf1308e00" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.165ex; height:2.176ex;" alt="{\displaystyle 1\times 1}"></span> minor being negative. </p> <div class="mw-heading mw-heading3"><h3 id="Critical_points">Critical points</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=5" title="Edit section: Critical points"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If the <a href="/wiki/Gradient" title="Gradient">gradient</a> (the vector of the partial derivatives) of a function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is zero at some point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5626dc6e8b297f96a453bae14a3d29e4b2979934" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.058ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} ,}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> has a <em><a href="/wiki/Critical_point_(mathematics)" title="Critical point (mathematics)">critical point</a></em> (or <em><a href="/wiki/Stationary_point" title="Stationary point">stationary point</a></em>) at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0ab831ab2afdb20ebc1acde8fbb8352032f68d01" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.058ex; height:1.676ex;" alt="{\displaystyle \mathbf {x} .}"></span> The <a href="/wiki/Determinant" title="Determinant">determinant</a> of the Hessian at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/32adf004df5eb0a8c7fd8c0b6b7405183c5a5ef2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.411ex; height:1.676ex;" alt="{\displaystyle \mathbf {x} }"></span> is called, in some contexts, a <a href="/wiki/Discriminant" title="Discriminant">discriminant</a>. If this determinant is zero then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/32adf004df5eb0a8c7fd8c0b6b7405183c5a5ef2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.411ex; height:1.676ex;" alt="{\displaystyle \mathbf {x} }"></span> is called a <em>degenerate critical point</em> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9e9687ea22c0f310582e97ee5f6c6a5fca28203d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.925ex; height:2.509ex;" alt="{\displaystyle f,}"></span> or a <em>non-Morse critical point</em> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ecb3ed2e17fa8f336dcc0fd4b3eddbfb02a50ef3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.925ex; height:2.509ex;" alt="{\displaystyle f.}"></span> Otherwise it is non-degenerate, and called a <em>Morse critical point</em> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ecb3ed2e17fa8f336dcc0fd4b3eddbfb02a50ef3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.925ex; height:2.509ex;" alt="{\displaystyle f.}"></span> </p><p>The Hessian matrix plays an important role in <a href="/wiki/Morse_theory" title="Morse theory">Morse theory</a> and <a href="/wiki/Catastrophe_theory" title="Catastrophe theory">catastrophe theory</a>, because its <a href="/wiki/Kernel_of_a_matrix" class="mw-redirect" title="Kernel of a matrix">kernel</a> and <a href="/wiki/Eigenvalue" class="mw-redirect" title="Eigenvalue">eigenvalues</a> allow classification of the critical points.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p><p>The determinant of the Hessian matrix, when evaluated at a critical point of a function, is equal to the <a href="/wiki/Gaussian_curvature" title="Gaussian curvature">Gaussian curvature</a> of the function considered as a manifold. The eigenvalues of the Hessian at that point are the principal curvatures of the function, and the eigenvectors are the principal directions of curvature. (See <a href="/wiki/Gaussian_curvature#Relation_to_principal_curvatures" title="Gaussian curvature">Gaussian curvature § Relation to principal curvatures</a>.) </p> <div class="mw-heading mw-heading3"><h3 id="Use_in_optimization">Use in optimization</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=6" title="Edit section: Use in optimization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Hessian matrices are used in large-scale <a href="/wiki/Mathematical_optimization" title="Mathematical optimization">optimization</a> problems within <a href="/wiki/Newton%27s_method_in_optimization" title="Newton's method in optimization">Newton</a>-type methods because they are the coefficient of the quadratic term of a local <a href="/wiki/Taylor_expansion" class="mw-redirect" title="Taylor expansion">Taylor expansion</a> of a function. That is, <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y=f(\mathbf {x} +\Delta \mathbf {x} )\approx f(\mathbf {x} )+\nabla f(\mathbf {x} )^{\mathrm {T} }\Delta \mathbf {x} +{\frac {1}{2}}\,\Delta \mathbf {x} ^{\mathrm {T} }\mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>y</mi> <mo>=</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>≈</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>+</mo> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mspace width="thinmathspace" /> <mi mathvariant="normal">Δ</mi> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle y=f(\mathbf {x} +\Delta \mathbf {x} )\approx f(\mathbf {x} )+\nabla f(\mathbf {x} )^{\mathrm {T} }\Delta \mathbf {x} +{\frac {1}{2}}\,\Delta \mathbf {x} ^{\mathrm {T} }\mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/84dd695dc4c463766cca20b03572f3de521bf8df" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:55.616ex; height:5.176ex;" alt="{\displaystyle y=f(\mathbf {x} +\Delta \mathbf {x} )\approx f(\mathbf {x} )+\nabla f(\mathbf {x} )^{\mathrm {T} }\Delta \mathbf {x} +{\frac {1}{2}}\,\Delta \mathbf {x} ^{\mathrm {T} }\mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} }"></span> where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nabla f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">∇</mi> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nabla f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b7b4d6de89b52c5a5e6e1583cb63eaee263e307b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.214ex; height:2.509ex;" alt="{\displaystyle \nabla f}"></span> is the <a href="/wiki/Gradient" title="Gradient">gradient</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left({\frac {\partial f}{\partial x_{1}}},\ldots ,{\frac {\partial f}{\partial x_{n}}}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>,</mo> <mo>…</mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left({\frac {\partial f}{\partial x_{1}}},\ldots ,{\frac {\partial f}{\partial x_{n}}}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7717deda774600e4d2585a8aebd2cce7ba1657ee" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:18.874ex; height:6.176ex;" alt="{\displaystyle \left({\frac {\partial f}{\partial x_{1}}},\ldots ,{\frac {\partial f}{\partial x_{n}}}\right).}"></span> Computing and storing the full Hessian matrix takes <a href="/wiki/Big_theta" class="mw-redirect" title="Big theta"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Theta \left(n^{2}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Θ</mi> <mrow> <mo>(</mo> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Theta \left(n^{2}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f9bd014ad22d1e1b2bb6290fe29ef5c23d58c06" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:6.774ex; height:3.343ex;" alt="{\displaystyle \Theta \left(n^{2}\right)}"></span></a> memory, which is infeasible for high-dimensional functions such as the <a href="/wiki/Loss_function" title="Loss function">loss functions</a> of <a href="/wiki/Artificial_neural_network" class="mw-redirect" title="Artificial neural network">neural nets</a>, <a href="/wiki/Conditional_random_field" title="Conditional random field">conditional random fields</a>, and other <a href="/wiki/Statistical_model" title="Statistical model">statistical models</a> with large numbers of parameters. For such situations, <a href="/wiki/Truncated_Newton_method" title="Truncated Newton method">truncated-Newton</a> and <a href="/wiki/Quasi-Newton_method" title="Quasi-Newton method">quasi-Newton</a> algorithms have been developed. The latter family of algorithms use approximations to the Hessian; one of the most popular quasi-Newton algorithms is <a href="/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm" title="Broyden–Fletcher–Goldfarb–Shanno algorithm">BFGS</a>.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> </p><p>Such approximations may use the fact that an optimization algorithm uses the Hessian only as a <a href="/wiki/Linear_operator" class="mw-redirect" title="Linear operator">linear operator</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} (\mathbf {v} ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} (\mathbf {v} ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/673d39cd821f50edbc09b19855985e3f268d4f7e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.959ex; height:2.843ex;" alt="{\displaystyle \mathbf {H} (\mathbf {v} ),}"></span> and proceed by first noticing that the Hessian also appears in the local expansion of the gradient: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nabla f(\mathbf {x} +\Delta \mathbf {x} )=\nabla f(\mathbf {x} )+\mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} +{\mathcal {O}}(\|\Delta \mathbf {x} \|^{2})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">O</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mo fence="false" stretchy="false">‖</mo> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <msup> <mo fence="false" stretchy="false">‖</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nabla f(\mathbf {x} +\Delta \mathbf {x} )=\nabla f(\mathbf {x} )+\mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} +{\mathcal {O}}(\|\Delta \mathbf {x} \|^{2})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/997d7c2f643bf413fec69dd2fb9574e32854c6b3" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:47.267ex; height:3.176ex;" alt="{\displaystyle \nabla f(\mathbf {x} +\Delta \mathbf {x} )=\nabla f(\mathbf {x} )+\mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} +{\mathcal {O}}(\|\Delta \mathbf {x} \|^{2})}"></span> </p><p>Letting <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Delta \mathbf {x} =r\mathbf {v} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>=</mo> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Delta \mathbf {x} =r\mathbf {v} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/28439a0400d51c28957b150d73bf9a9da48a23b4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:8.905ex; height:2.176ex;" alt="{\displaystyle \Delta \mathbf {x} =r\mathbf {v} }"></span> for some scalar <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>r</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/250644a0f511e9078be6f89ba78a606a0e08c0a0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.695ex; height:2.009ex;" alt="{\displaystyle r,}"></span> this gives <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} =\mathbf {H} (\mathbf {x} )r\mathbf {v} =r\mathbf {H} (\mathbf {x} )\mathbf {v} =\nabla f(\mathbf {x} +r\mathbf {v} )-\nabla f(\mathbf {x} )+{\mathcal {O}}(r^{2}),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi mathvariant="normal">Δ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> <mo>=</mo> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> <mo>=</mo> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> <mo stretchy="false">)</mo> <mo>−</mo> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">O</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <msup> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} =\mathbf {H} (\mathbf {x} )r\mathbf {v} =r\mathbf {H} (\mathbf {x} )\mathbf {v} =\nabla f(\mathbf {x} +r\mathbf {v} )-\nabla f(\mathbf {x} )+{\mathcal {O}}(r^{2}),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cb4f5077a79ab9531dcb17e0ba465a59736b925b" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:64.143ex; height:3.176ex;" alt="{\displaystyle \mathbf {H} (\mathbf {x} )\,\Delta \mathbf {x} =\mathbf {H} (\mathbf {x} )r\mathbf {v} =r\mathbf {H} (\mathbf {x} )\mathbf {v} =\nabla f(\mathbf {x} +r\mathbf {v} )-\nabla f(\mathbf {x} )+{\mathcal {O}}(r^{2}),}"></span> that is, <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} (\mathbf {x} )\mathbf {v} ={\frac {1}{r}}\left[\nabla f(\mathbf {x} +r\mathbf {v} )-\nabla f(\mathbf {x} )\right]+{\mathcal {O}}(r)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>r</mi> </mfrac> </mrow> <mrow> <mo>[</mo> <mrow> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>+</mo> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">v</mi> </mrow> <mo stretchy="false">)</mo> <mo>−</mo> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> </mrow> <mo>]</mo> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">O</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} (\mathbf {x} )\mathbf {v} ={\frac {1}{r}}\left[\nabla f(\mathbf {x} +r\mathbf {v} )-\nabla f(\mathbf {x} )\right]+{\mathcal {O}}(r)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e7655a1df4945c74b185fc3f94a4991346994fc6" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:42.059ex; height:5.176ex;" alt="{\displaystyle \mathbf {H} (\mathbf {x} )\mathbf {v} ={\frac {1}{r}}\left[\nabla f(\mathbf {x} +r\mathbf {v} )-\nabla f(\mathbf {x} )\right]+{\mathcal {O}}(r)}"></span> so if the gradient is already computed, the approximate Hessian can be computed by a linear (in the size of the gradient) number of scalar operations. (While simple to program, this approximation scheme is not numerically stable since <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>r</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0d1ecb613aa2984f0576f70f86650b7c2a132538" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.049ex; height:1.676ex;" alt="{\displaystyle r}"></span> has to be made small to prevent error due to the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {O}}(r)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">O</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {O}}(r)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/530926e42437f7db8eb7fbce243a2aa0fd5ab56e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.708ex; height:2.843ex;" alt="{\displaystyle {\mathcal {O}}(r)}"></span> term, but decreasing it loses precision in the first term.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup>) </p><p>Notably regarding Randomized Search Heuristics, the <a href="/wiki/Evolution_strategy" title="Evolution strategy">evolution strategy</a>'s covariance matrix adapts to the inverse of the Hessian matrix, <a href="/wiki/Up_to" title="Up to">up to</a> a scalar factor and small random fluctuations. This result has been formally proven for a single-parent strategy and a static model, as the population size increases, relying on the quadratic approximation.<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Other_applications">Other applications</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=7" title="Edit section: Other applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The Hessian matrix is commonly used for expressing image processing operators in <a href="/wiki/Image_processing" class="mw-redirect" title="Image processing">image processing</a> and <a href="/wiki/Computer_vision" title="Computer vision">computer vision</a> (see the <a href="/wiki/Laplacian_of_Gaussian" class="mw-redirect" title="Laplacian of Gaussian">Laplacian of Gaussian</a> (LoG) blob detector, <a href="/wiki/Blob_detection#The_determinant_of_the_Hessian" title="Blob detection">the determinant of Hessian (DoH) blob detector</a> and <a href="/wiki/Scale_space" title="Scale space">scale space</a>). It can be used in <a href="/wiki/Normal_mode" title="Normal mode">normal mode</a> analysis to calculate the different molecular frequencies in <a href="/wiki/Infrared_spectroscopy" title="Infrared spectroscopy">infrared spectroscopy</a>.<sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup> It can also be used in local sensitivity and statistical diagnostics.<sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Generalizations">Generalizations</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=8" title="Edit section: Generalizations"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Bordered_Hessian">Bordered Hessian</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=9" title="Edit section: Bordered Hessian"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>A <b><em>bordered Hessian</em></b> is used for the second-derivative test in certain constrained optimization problems. Given the function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> considered previously, but adding a constraint function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle g}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>g</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle g}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d3556280e66fe2c0d0140df20935a6f057381d77" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.116ex; height:2.009ex;" alt="{\displaystyle g}"></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle g(\mathbf {x} )=c,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>g</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mi>c</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle g(\mathbf {x} )=c,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f9c0a3b0108d6786e3193ad988797fa6f186086f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.088ex; height:2.843ex;" alt="{\displaystyle g(\mathbf {x} )=c,}"></span> the bordered Hessian is the Hessian of the <a href="/wiki/Lagrange_multiplier" title="Lagrange multiplier">Lagrange function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Lambda (\mathbf {x} ,\lambda )=f(\mathbf {x} )+\lambda [g(\mathbf {x} )-c]:}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Λ</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>,</mo> <mi>λ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>+</mo> <mi>λ</mi> <mo stretchy="false">[</mo> <mi>g</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>−</mo> <mi>c</mi> <mo stretchy="false">]</mo> <mo>:</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Lambda (\mathbf {x} ,\lambda )=f(\mathbf {x} )+\lambda [g(\mathbf {x} )-c]:}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f71322141bef1b2e513a469a133dccfa1808dda4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:29.785ex; height:2.843ex;" alt="{\displaystyle \Lambda (\mathbf {x} ,\lambda )=f(\mathbf {x} )+\lambda [g(\mathbf {x} )-c]:}"></span><sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} (\Lambda )={\begin{bmatrix}{\dfrac {\partial ^{2}\Lambda }{\partial \lambda ^{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial \lambda \partial \mathbf {x} }}\\\left({\dfrac {\partial ^{2}\Lambda }{\partial \lambda \partial \mathbf {x} }}\right)^{\mathsf {T}}&{\dfrac {\partial ^{2}\Lambda }{\partial \mathbf {x} ^{2}}}\end{bmatrix}}={\begin{bmatrix}0&{\dfrac {\partial g}{\partial x_{1}}}&{\dfrac {\partial g}{\partial x_{2}}}&\cdots &{\dfrac {\partial g}{\partial x_{n}}}\\[2.2ex]{\dfrac {\partial g}{\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}^{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}\,\partial x_{n}}}\\[2.2ex]{\dfrac {\partial g}{\partial x_{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}\,\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}^{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}\,\partial x_{n}}}\\[2.2ex]\vdots &\vdots &\vdots &\ddots &\vdots \\[2.2ex]{\dfrac {\partial g}{\partial x_{n}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}\,\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}^{2}}}\end{bmatrix}}={\begin{bmatrix}0&{\dfrac {\partial g}{\partial \mathbf {x} }}\\\left({\dfrac {\partial g}{\partial \mathbf {x} }}\right)^{\mathsf {T}}&{\dfrac {\partial ^{2}\Lambda }{\partial \mathbf {x} ^{2}}}\end{bmatrix}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mi mathvariant="normal">Λ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msup> <mi>λ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <mi>λ</mi> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <mi>λ</mi> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> </mfrac> </mstyle> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="1.346em 1.346em 1.346em 1.346em 0.4em" columnspacing="1em"> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <mo>⋮</mo> </mtd> <mtd> <mo>⋮</mo> </mtd> <mtd> <mo>⋮</mo> </mtd> <mtd> <mo>⋱</mo> </mtd> <mtd> <mo>⋮</mo> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mspace width="thinmathspace" /> <mi mathvariant="normal">∂</mi> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </mfrac> </mstyle> </mrow> </mtd> <mtd> <mo>⋯</mo> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> <mtr> <mtd> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>g</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> </mfrac> </mstyle> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> </mtd> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi mathvariant="normal">Λ</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mstyle> </mrow> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} (\Lambda )={\begin{bmatrix}{\dfrac {\partial ^{2}\Lambda }{\partial \lambda ^{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial \lambda \partial \mathbf {x} }}\\\left({\dfrac {\partial ^{2}\Lambda }{\partial \lambda \partial \mathbf {x} }}\right)^{\mathsf {T}}&{\dfrac {\partial ^{2}\Lambda }{\partial \mathbf {x} ^{2}}}\end{bmatrix}}={\begin{bmatrix}0&{\dfrac {\partial g}{\partial x_{1}}}&{\dfrac {\partial g}{\partial x_{2}}}&\cdots &{\dfrac {\partial g}{\partial x_{n}}}\\[2.2ex]{\dfrac {\partial g}{\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}^{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}\,\partial x_{n}}}\\[2.2ex]{\dfrac {\partial g}{\partial x_{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}\,\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}^{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}\,\partial x_{n}}}\\[2.2ex]\vdots &\vdots &\vdots &\ddots &\vdots \\[2.2ex]{\dfrac {\partial g}{\partial x_{n}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}\,\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}^{2}}}\end{bmatrix}}={\begin{bmatrix}0&{\dfrac {\partial g}{\partial \mathbf {x} }}\\\left({\dfrac {\partial g}{\partial \mathbf {x} }}\right)^{\mathsf {T}}&{\dfrac {\partial ^{2}\Lambda }{\partial \mathbf {x} ^{2}}}\end{bmatrix}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c0cd792434fccdc124364b8ce1ca395c75288482" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -19.671ex; width:104.791ex; height:40.509ex;" alt="{\displaystyle \mathbf {H} (\Lambda )={\begin{bmatrix}{\dfrac {\partial ^{2}\Lambda }{\partial \lambda ^{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial \lambda \partial \mathbf {x} }}\\\left({\dfrac {\partial ^{2}\Lambda }{\partial \lambda \partial \mathbf {x} }}\right)^{\mathsf {T}}&{\dfrac {\partial ^{2}\Lambda }{\partial \mathbf {x} ^{2}}}\end{bmatrix}}={\begin{bmatrix}0&{\dfrac {\partial g}{\partial x_{1}}}&{\dfrac {\partial g}{\partial x_{2}}}&\cdots &{\dfrac {\partial g}{\partial x_{n}}}\\[2.2ex]{\dfrac {\partial g}{\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}^{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{1}\,\partial x_{n}}}\\[2.2ex]{\dfrac {\partial g}{\partial x_{2}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}\,\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}^{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{2}\,\partial x_{n}}}\\[2.2ex]\vdots &\vdots &\vdots &\ddots &\vdots \\[2.2ex]{\dfrac {\partial g}{\partial x_{n}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}\,\partial x_{1}}}&{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}\,\partial x_{2}}}&\cdots &{\dfrac {\partial ^{2}\Lambda }{\partial x_{n}^{2}}}\end{bmatrix}}={\begin{bmatrix}0&{\dfrac {\partial g}{\partial \mathbf {x} }}\\\left({\dfrac {\partial g}{\partial \mathbf {x} }}\right)^{\mathsf {T}}&{\dfrac {\partial ^{2}\Lambda }{\partial \mathbf {x} ^{2}}}\end{bmatrix}}}"></span> </p><p>If there are, say, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0a07d98bb302f3856cbabc47b2b9016692e3f7bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}"></span> constraints then the zero in the upper-left corner is an <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m\times m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> <mo>×</mo> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m\times m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/367523981d714dcd9214703d654bfdedbe58d44a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.921ex; height:1.676ex;" alt="{\displaystyle m\times m}"></span> block of zeros, and there are <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0a07d98bb302f3856cbabc47b2b9016692e3f7bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}"></span> border rows at the top and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0a07d98bb302f3856cbabc47b2b9016692e3f7bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}"></span> border columns at the left. </p><p>The above rules stating that extrema are characterized (among critical points with a non-singular Hessian) by a positive-definite or negative-definite Hessian cannot apply here since a bordered Hessian can neither be negative-definite nor positive-definite, as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {z} ^{\mathsf {T}}\mathbf {H} \mathbf {z} =0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">z</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="sans-serif">T</mi> </mrow> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">z</mi> </mrow> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {z} ^{\mathsf {T}}\mathbf {H} \mathbf {z} =0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/703f3d83ee3b1279722377a5d7e1a51e2dee9fe9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:10.08ex; height:2.676ex;" alt="{\displaystyle \mathbf {z} ^{\mathsf {T}}\mathbf {H} \mathbf {z} =0}"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {z} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">z</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {z} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/82eca5d0928078d5a61b9e7e98cc73db31070909" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.188ex; height:1.676ex;" alt="{\displaystyle \mathbf {z} }"></span> is any vector whose sole non-zero entry is its first. </p><p>The second derivative test consists here of sign restrictions of the determinants of a certain set of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n-m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>−</mo> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n-m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a9677b812ea9ee4d4538767f9aef960c69aca59" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.276ex; height:2.176ex;" alt="{\displaystyle n-m}"></span> submatrices of the bordered Hessian.<sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup> Intuitively, the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0a07d98bb302f3856cbabc47b2b9016692e3f7bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}"></span> constraints can be thought of as reducing the problem to one with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n-m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>−</mo> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n-m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a9677b812ea9ee4d4538767f9aef960c69aca59" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.276ex; height:2.176ex;" alt="{\displaystyle n-m}"></span> free variables. (For example, the maximization of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f\left(x_{1},x_{2},x_{3}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mrow> <mo>(</mo> <mrow> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f\left(x_{1},x_{2},x_{3}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4605d381e11016ff1b51eb4c92766016fb5f78bf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.695ex; height:2.843ex;" alt="{\displaystyle f\left(x_{1},x_{2},x_{3}\right)}"></span> subject to the constraint <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1}+x_{2}+x_{3}=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>+</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>+</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1}+x_{2}+x_{3}=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/613e5154bc224ed66fb5d2129f81b23395d92cef" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:17.093ex; height:2.509ex;" alt="{\displaystyle x_{1}+x_{2}+x_{3}=1}"></span> can be reduced to the maximization of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f\left(x_{1},x_{2},1-x_{1}-x_{2}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mrow> <mo>(</mo> <mrow> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mn>1</mn> <mo>−</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>−</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f\left(x_{1},x_{2},1-x_{1}-x_{2}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ceed1ac00e39ba02bdea9230466bd9f2fb27acef" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.922ex; height:2.843ex;" alt="{\displaystyle f\left(x_{1},x_{2},1-x_{1}-x_{2}\right)}"></span> without constraint.) </p><p>Specifically, sign conditions are imposed on the sequence of leading principal minors (determinants of upper-left-justified sub-matrices) of the bordered Hessian, for which the first <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/70e100f32f96dc84bf0591df4f5c5bd40d71189f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.203ex; height:2.176ex;" alt="{\displaystyle 2m}"></span> leading principal minors are neglected, the smallest minor consisting of the truncated first <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2m+1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>m</mi> <mo>+</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2m+1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/160956c701e4ac3e724fecbecd9a0d9cd67c2bc4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:7.206ex; height:2.343ex;" alt="{\displaystyle 2m+1}"></span> rows and columns, the next consisting of the truncated first <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2m+2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>m</mi> <mo>+</mo> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2m+2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0419cf6708444c5bbc3740a93e0dcfc9986df1e8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:7.206ex; height:2.343ex;" alt="{\displaystyle 2m+2}"></span> rows and columns, and so on, with the last being the entire bordered Hessian; if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2m+1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>m</mi> <mo>+</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2m+1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/160956c701e4ac3e724fecbecd9a0d9cd67c2bc4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:7.206ex; height:2.343ex;" alt="{\displaystyle 2m+1}"></span> is larger than <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n+m,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>+</mo> <mi>m</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n+m,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/654a282a899be67e663a50a462e6eb67d69d9f79" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.922ex; height:2.343ex;" alt="{\displaystyle n+m,}"></span> then the smallest leading principal minor is the Hessian itself.<sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup> There are thus <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n-m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>−</mo> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n-m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a9677b812ea9ee4d4538767f9aef960c69aca59" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.276ex; height:2.176ex;" alt="{\displaystyle n-m}"></span> minors to consider, each evaluated at the specific point being considered as a <a href="/wiki/Candidate_solution#Calculus" class="mw-redirect" title="Candidate solution">candidate maximum or minimum</a>. A sufficient condition for a local <em>maximum</em> is that these minors alternate in sign with the smallest one having the sign of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (-1)^{m+1}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mo>−</mo> <mn>1</mn> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>m</mi> <mo>+</mo> <mn>1</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (-1)^{m+1}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f7a7f30b06d9f9923f17478807b9fca8f117c688" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.202ex; height:3.176ex;" alt="{\displaystyle (-1)^{m+1}.}"></span> A sufficient condition for a local <em>minimum</em> is that all of these minors have the sign of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (-1)^{m}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mo>−</mo> <mn>1</mn> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>m</mi> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (-1)^{m}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac1931d6c0b42dca75a785692daf5d6cf768ca2c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.102ex; height:2.843ex;" alt="{\displaystyle (-1)^{m}.}"></span> (In the unconstrained case of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e57f21007575fd03e3be0da20af34d25829cc9a7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.301ex; height:2.176ex;" alt="{\displaystyle m=0}"></span> these conditions coincide with the conditions for the unbordered Hessian to be negative definite or positive definite respectively). </p> <div class="mw-heading mw-heading3"><h3 id="Vector-valued_functions">Vector-valued functions</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=10" title="Edit section: Vector-valued functions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is instead a <a href="/wiki/Vector_field" title="Vector field">vector field</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {f} :\mathbb {R} ^{n}\to \mathbb {R} ^{m},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">f</mi> </mrow> <mo>:</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo stretchy="false">→</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>m</mi> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {f} :\mathbb {R} ^{n}\to \mathbb {R} ^{m},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ebbc40ab5b9b59cc0f0bc63fe83cff82110aba3d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.501ex; height:2.676ex;" alt="{\displaystyle \mathbf {f} :\mathbb {R} ^{n}\to \mathbb {R} ^{m},}"></span> that is, <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {f} (\mathbf {x} )=\left(f_{1}(\mathbf {x} ),f_{2}(\mathbf {x} ),\ldots ,f_{m}(\mathbf {x} )\right),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">f</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mrow> <mo>(</mo> <mrow> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>,</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>m</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {f} (\mathbf {x} )=\left(f_{1}(\mathbf {x} ),f_{2}(\mathbf {x} ),\ldots ,f_{m}(\mathbf {x} )\right),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/49b4e891a15a5b4fd53159053d126765a453a3a7" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:33.289ex; height:2.843ex;" alt="{\displaystyle \mathbf {f} (\mathbf {x} )=\left(f_{1}(\mathbf {x} ),f_{2}(\mathbf {x} ),\ldots ,f_{m}(\mathbf {x} )\right),}"></span> then the collection of second partial derivatives is not a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\times n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>×</mo> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\times n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59d2b4cb72e304526cf5b5887147729ea259da78" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.63ex; height:1.676ex;" alt="{\displaystyle n\times n}"></span> matrix, but rather a third-order <a href="/wiki/Tensor" title="Tensor">tensor</a>. This can be thought of as an array of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0a07d98bb302f3856cbabc47b2b9016692e3f7bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}"></span> Hessian matrices, one for each component of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {f} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">f</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {f} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dc6194e680a4e7c521f2178c50eea302843a852d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.053ex; height:2.176ex;" alt="{\displaystyle \mathbf {f} }"></span>: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {H} (\mathbf {f} )=\left(\mathbf {H} (f_{1}),\mathbf {H} (f_{2}),\ldots ,\mathbf {H} (f_{m})\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">f</mi> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> <mo>…</mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">H</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>m</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {H} (\mathbf {f} )=\left(\mathbf {H} (f_{1}),\mathbf {H} (f_{2}),\ldots ,\mathbf {H} (f_{m})\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/33a2414ea1d0de7e6c33f229f6a4a25d6fb929a9" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:36.012ex; height:2.843ex;" alt="{\displaystyle \mathbf {H} (\mathbf {f} )=\left(\mathbf {H} (f_{1}),\mathbf {H} (f_{2}),\ldots ,\mathbf {H} (f_{m})\right).}"></span> This tensor degenerates to the usual Hessian matrix when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m=1.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> <mo>=</mo> <mn>1.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m=1.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d5e332c290a1e21fe41069a4336dddcab6af258b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.948ex; height:2.176ex;" alt="{\displaystyle m=1.}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Generalization_to_the_complex_case">Generalization to the complex case</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=11" title="Edit section: Generalization to the complex case"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In the context of <a href="/wiki/Several_complex_variables" class="mw-redirect" title="Several complex variables">several complex variables</a>, the Hessian may be generalized. Suppose <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f\colon \mathbb {C} ^{n}\to \mathbb {C} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo stretchy="false">→</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f\colon \mathbb {C} ^{n}\to \mathbb {C} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/526ac304c248ea1a344073ef5dffc42b91499771" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.148ex; height:2.676ex;" alt="{\displaystyle f\colon \mathbb {C} ^{n}\to \mathbb {C} ,}"></span> and write <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f\left(z_{1},\ldots ,z_{n}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mrow> <mo>(</mo> <mrow> <msub> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f\left(z_{1},\ldots ,z_{n}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/93633e80efd35f9b1182f70cbf7b9524441a5a22" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.122ex; height:2.843ex;" alt="{\displaystyle f\left(z_{1},\ldots ,z_{n}\right).}"></span> Identifying <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathbb {C} }^{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathbb {C} }^{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7e860ac0053a3ea039f966557936dd9660d1d29f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.897ex; height:2.343ex;" alt="{\displaystyle {\mathbb {C} }^{n}}"></span> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathbb {R} }^{2n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathbb {R} }^{2n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b4d399df1fd3419053d25472c95a8fb25d06bd65" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.719ex; height:2.676ex;" alt="{\displaystyle {\mathbb {R} }^{2n}}"></span>, the normal "real" Hessian is a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2n\times 2n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>n</mi> <mo>×</mo> <mn>2</mn> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2n\times 2n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/11f264bcf2cf920cb907b8c9a50120da5d34a27a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.955ex; height:2.176ex;" alt="{\displaystyle 2n\times 2n}"></span> matrix. As the object of study in several complex variables are <a href="/wiki/Holomorphic_function" title="Holomorphic function">holomorphic functions</a>, that is, solutions to the n-dimensional <a href="/wiki/Cauchy%E2%80%93Riemann_equations" title="Cauchy–Riemann equations">Cauchy–Riemann conditions</a>, we usually look on the part of the Hessian that contains information invariant under holomorphic changes of coordinates. This "part" is the so-called complex Hessian, which is the matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left({\frac {\partial ^{2}f}{\partial z_{j}\partial {\bar {z}}_{k}}}\right)_{j,k}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mi mathvariant="normal">∂</mi> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>z</mi> <mo stretchy="false">¯</mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left({\frac {\partial ^{2}f}{\partial z_{j}\partial {\bar {z}}_{k}}}\right)_{j,k}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8ae90666b3a64aa446888867724eaf0798c4dd1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:14.14ex; height:6.843ex;" alt="{\displaystyle \left({\frac {\partial ^{2}f}{\partial z_{j}\partial {\bar {z}}_{k}}}\right)_{j,k}.}"></span> Note that if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is holomorphic, then its complex Hessian matrix is identically zero, so the complex Hessian is used to study smooth but not holomorphic functions, see for example <a href="/wiki/Pseudoconvexity" title="Pseudoconvexity">Levi pseudoconvexity</a>. When dealing with holomorphic functions, we could consider the Hessian matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left({\frac {\partial ^{2}f}{\partial z_{j}\partial z_{k}}}\right)_{j,k}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msub> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mi mathvariant="normal">∂</mi> <msub> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left({\frac {\partial ^{2}f}{\partial z_{j}\partial z_{k}}}\right)_{j,k}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dcb90580a156f940f637d40d05ad7c7c3313294b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:13.925ex; height:6.843ex;" alt="{\displaystyle \left({\frac {\partial ^{2}f}{\partial z_{j}\partial z_{k}}}\right)_{j,k}.}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Generalizations_to_Riemannian_manifolds">Generalizations to Riemannian manifolds</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=12" title="Edit section: Generalizations to Riemannian manifolds"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (M,g)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>M</mi> <mo>,</mo> <mi>g</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (M,g)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68e27d2e539fd0c3a9a7efab6257abd17de7fc57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.401ex; height:2.843ex;" alt="{\displaystyle (M,g)}"></span> be a <a href="/wiki/Riemannian_manifold" title="Riemannian manifold">Riemannian manifold</a> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nabla }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">∇</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nabla }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a3d0e93b78c50237f9ea83d027e4ebbdaef354b2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.936ex; height:2.176ex;" alt="{\displaystyle \nabla }"></span> its <a href="/wiki/Levi-Civita_connection" title="Levi-Civita connection">Levi-Civita connection</a>. Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:M\to \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <mi>M</mi> <mo stretchy="false">→</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:M\to \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3f7c129dfb3446a2251aabc1cb3eba0b13ee7b21" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.95ex; height:2.509ex;" alt="{\displaystyle f:M\to \mathbb {R} }"></span> be a smooth function. Define the Hessian tensor by <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Hess} (f)\in \Gamma \left(T^{*}M\otimes T^{*}M\right)\quad {\text{ by }}\quad \operatorname {Hess} (f):=\nabla \nabla f=\nabla df,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Hess</mi> <mo>⁡</mo> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>∈</mo> <mi mathvariant="normal">Γ</mi> <mrow> <mo>(</mo> <mrow> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>∗</mo> </mrow> </msup> <mi>M</mi> <mo>⊗</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>∗</mo> </mrow> </msup> <mi>M</mi> </mrow> <mo>)</mo> </mrow> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mtext> by </mtext> </mrow> <mspace width="1em" /> <mi>Hess</mi> <mo>⁡</mo> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>:=</mo> <mi mathvariant="normal">∇</mi> <mi mathvariant="normal">∇</mi> <mi>f</mi> <mo>=</mo> <mi mathvariant="normal">∇</mi> <mi>d</mi> <mi>f</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Hess} (f)\in \Gamma \left(T^{*}M\otimes T^{*}M\right)\quad {\text{ by }}\quad \operatorname {Hess} (f):=\nabla \nabla f=\nabla df,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67e2e49c517b23b1491f43b157b867f943502a79" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:61.327ex; height:2.843ex;" alt="{\displaystyle \operatorname {Hess} (f)\in \Gamma \left(T^{*}M\otimes T^{*}M\right)\quad {\text{ by }}\quad \operatorname {Hess} (f):=\nabla \nabla f=\nabla df,}"></span> where this takes advantage of the fact that the first covariant derivative of a function is the same as its ordinary differential. Choosing local coordinates <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left\{x^{i}\right\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow> <mo>{</mo> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msup> <mo>}</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left\{x^{i}\right\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b348dc8976d52edbabda0238f91a511b9e538a1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:4.84ex; height:3.343ex;" alt="{\displaystyle \left\{x^{i}\right\}}"></span> gives a local expression for the Hessian as <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Hess} (f)=\nabla _{i}\,\partial _{j}f\ dx^{i}\!\otimes \!dx^{j}=\left({\frac {\partial ^{2}f}{\partial x^{i}\partial x^{j}}}-\Gamma _{ij}^{k}{\frac {\partial f}{\partial x^{k}}}\right)dx^{i}\otimes dx^{j}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Hess</mi> <mo>⁡</mo> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo>=</mo> <msub> <mi mathvariant="normal">∇</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mspace width="thinmathspace" /> <msub> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mi>f</mi> <mtext> </mtext> <mi>d</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msup> <mspace width="negativethinmathspace" /> <mo>⊗</mo> <mspace width="negativethinmathspace" /> <mi>d</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msup> <mo>=</mo> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msup> <mi mathvariant="normal">∂</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msup> </mrow> </mfrac> </mrow> <mo>−</mo> <msubsup> <mi mathvariant="normal">Γ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mi>f</mi> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mi>d</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msup> <mo>⊗</mo> <mi>d</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Hess} (f)=\nabla _{i}\,\partial _{j}f\ dx^{i}\!\otimes \!dx^{j}=\left({\frac {\partial ^{2}f}{\partial x^{i}\partial x^{j}}}-\Gamma _{ij}^{k}{\frac {\partial f}{\partial x^{k}}}\right)dx^{i}\otimes dx^{j}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/41842b6e63253d4c63c023eac1848cb7fee62417" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:61.519ex; height:6.343ex;" alt="{\displaystyle \operatorname {Hess} (f)=\nabla _{i}\,\partial _{j}f\ dx^{i}\!\otimes \!dx^{j}=\left({\frac {\partial ^{2}f}{\partial x^{i}\partial x^{j}}}-\Gamma _{ij}^{k}{\frac {\partial f}{\partial x^{k}}}\right)dx^{i}\otimes dx^{j}}"></span> where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma _{ij}^{k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi mathvariant="normal">Γ</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma _{ij}^{k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54d6c913ed873bfa56bdf2e3dab2b3ea9225638a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:2.93ex; height:3.509ex;" alt="{\displaystyle \Gamma _{ij}^{k}}"></span> are the <a href="/wiki/Christoffel_symbols" title="Christoffel symbols">Christoffel symbols</a> of the connection. Other equivalent forms for the Hessian are given by <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Hess} (f)(X,Y)=\langle \nabla _{X}\operatorname {grad} f,Y\rangle \quad {\text{ and }}\quad \operatorname {Hess} (f)(X,Y)=X(Yf)-df(\nabla _{X}Y).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Hess</mi> <mo>⁡</mo> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi>Y</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo fence="false" stretchy="false">⟨</mo> <msub> <mi mathvariant="normal">∇</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mi>grad</mi> <mo>⁡</mo> <mi>f</mi> <mo>,</mo> <mi>Y</mi> <mo fence="false" stretchy="false">⟩</mo> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mtext> and </mtext> </mrow> <mspace width="1em" /> <mi>Hess</mi> <mo>⁡</mo> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi>Y</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>X</mi> <mo stretchy="false">(</mo> <mi>Y</mi> <mi>f</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>d</mi> <mi>f</mi> <mo stretchy="false">(</mo> <msub> <mi mathvariant="normal">∇</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mi>Y</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Hess} (f)(X,Y)=\langle \nabla _{X}\operatorname {grad} f,Y\rangle \quad {\text{ and }}\quad \operatorname {Hess} (f)(X,Y)=X(Yf)-df(\nabla _{X}Y).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ec283576fc53698aed4f6224f1a5b5fb5095576" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:79.463ex; height:2.843ex;" alt="{\displaystyle \operatorname {Hess} (f)(X,Y)=\langle \nabla _{X}\operatorname {grad} f,Y\rangle \quad {\text{ and }}\quad \operatorname {Hess} (f)(X,Y)=X(Yf)-df(\nabla _{X}Y).}"></span> </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=13" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239009302">.mw-parser-output .portalbox{padding:0;margin:0.5em 0;display:table;box-sizing:border-box;max-width:175px;list-style:none}.mw-parser-output .portalborder{border:1px solid var(--border-color-base,#a2a9b1);padding:0.1em;background:var(--background-color-neutral-subtle,#f8f9fa)}.mw-parser-output .portalbox-entry{display:table-row;font-size:85%;line-height:110%;height:1.9em;font-style:italic;font-weight:bold}.mw-parser-output .portalbox-image{display:table-cell;padding:0.2em;vertical-align:middle;text-align:center}.mw-parser-output .portalbox-link{display:table-cell;padding:0.2em 0.2em 0.2em 0.3em;vertical-align:middle}@media(min-width:720px){.mw-parser-output .portalleft{clear:left;float:left;margin:0.5em 1em 0.5em 0}.mw-parser-output .portalright{clear:right;float:right;margin:0.5em 0 0.5em 1em}}</style><ul role="navigation" aria-label="Portals" class="noprint portalbox portalborder portalright"> <li class="portalbox-entry"><span class="portalbox-image"><span class="noviewer" typeof="mw:File"><a href="/wiki/File:Nuvola_apps_edu_mathematics_blue-p.svg" class="mw-file-description"><img alt="icon" src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/28px-Nuvola_apps_edu_mathematics_blue-p.svg.png" decoding="async" width="28" height="28" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/42px-Nuvola_apps_edu_mathematics_blue-p.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/56px-Nuvola_apps_edu_mathematics_blue-p.svg.png 2x" data-file-width="128" data-file-height="128" /></a></span></span><span class="portalbox-link"><a href="/wiki/Portal:Mathematics" title="Portal:Mathematics">Mathematics portal</a></span></li></ul> <ul><li>The determinant of the Hessian matrix is a covariant; see <a href="/wiki/Invariant_of_a_binary_form" title="Invariant of a binary form">Invariant of a binary form</a></li> <li><a href="/wiki/Polarization_identity" title="Polarization identity">Polarization identity</a>, useful for rapid calculations involving Hessians.</li> <li><a href="/wiki/Jacobian_matrix" class="mw-redirect" title="Jacobian matrix">Jacobian matrix</a> – Matrix of all first-order partial derivatives of a vector-valued function<span style="display:none" class="category-annotation-with-redirected-description">Pages displaying short descriptions of redirect targets</span></li> <li><a href="/wiki/Hessian_equation" title="Hessian equation">Hessian equation</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=14" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> </div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1239543626"><div class="reflist"> <div class="mw-references-wrap mw-references-columns"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFBinmoreDavies2007" class="citation book cs1"><a href="/wiki/Kenneth_Binmore" title="Kenneth Binmore">Binmore, Ken</a>; 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Springer Science & Business Media. p. 178. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/9788847021136" title="Special:BookSources/9788847021136"><bdi>9788847021136</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Recent+Developments+in+General+Relativity&rft.pages=178&rft.pub=Springer+Science+%26+Business+Media&rft.date=2011&rft.isbn=9788847021136&rft_id=https%3A%2F%2Fbooks.google.com%2Fbooks%3Fid%3DTcn3CAAAQBAJ%26pg%3DPA178&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDomenico_P._L._CastrigianoSandra_A._Hayes2004" class="citation book cs1">Domenico P. L. 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Westview Press. p. 18. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-8133-4126-2" title="Special:BookSources/978-0-8133-4126-2"><bdi>978-0-8133-4126-2</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Catastrophe+theory&rft.pages=18&rft.pub=Westview+Press&rft.date=2004&rft.isbn=978-0-8133-4126-2&rft.au=Domenico+P.+L.+Castrigiano&rft.au=Sandra+A.+Hayes&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFNocedalWright2000" class="citation book cs1"><a href="/wiki/Jorge_Nocedal" title="Jorge Nocedal">Nocedal, Jorge</a>; Wright, Stephen (2000). <i>Numerical Optimization</i>. Springer Verlag. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-387-98793-4" title="Special:BookSources/978-0-387-98793-4"><bdi>978-0-387-98793-4</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Numerical+Optimization&rft.pub=Springer+Verlag&rft.date=2000&rft.isbn=978-0-387-98793-4&rft.aulast=Nocedal&rft.aufirst=Jorge&rft.au=Wright%2C+Stephen&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFPearlmutter1994" class="citation journal cs1">Pearlmutter, Barak A. (1994). <a rel="nofollow" class="external text" href="http://www.bcl.hamilton.ie/~barak/papers/nc-hessian.pdf">"Fast exact multiplication by the Hessian"</a> <span class="cs1-format">(PDF)</span>. <i>Neural Computation</i>. <b>6</b> (1): 147–160. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1162%2Fneco.1994.6.1.147">10.1162/neco.1994.6.1.147</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:1251969">1251969</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Neural+Computation&rft.atitle=Fast+exact+multiplication+by+the+Hessian&rft.volume=6&rft.issue=1&rft.pages=147-160&rft.date=1994&rft_id=info%3Adoi%2F10.1162%2Fneco.1994.6.1.147&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A1251969%23id-name%3DS2CID&rft.aulast=Pearlmutter&rft.aufirst=Barak+A.&rft_id=http%3A%2F%2Fwww.bcl.hamilton.ie%2F~barak%2Fpapers%2Fnc-hessian.pdf&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFShirA._Yehudayoff2020" class="citation journal cs1">Shir, O.M.; A. Yehudayoff (2020). <a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.tcs.2019.09.002">"On the covariance-Hessian relation in evolution strategies"</a>. <i>Theoretical Computer Science</i>. <b>801</b>. Elsevier: 157–174. <a href="/wiki/ArXiv_(identifier)" class="mw-redirect" title="ArXiv (identifier)">arXiv</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://arxiv.org/abs/1806.03674">1806.03674</a></span>. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.tcs.2019.09.002">10.1016/j.tcs.2019.09.002</a></span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Theoretical+Computer+Science&rft.atitle=On+the+covariance-Hessian+relation+in+evolution+strategies&rft.volume=801&rft.pages=157-174&rft.date=2020&rft_id=info%3Aarxiv%2F1806.03674&rft_id=info%3Adoi%2F10.1016%2Fj.tcs.2019.09.002&rft.aulast=Shir&rft.aufirst=O.M.&rft.au=A.+Yehudayoff&rft_id=https%3A%2F%2Fdoi.org%2F10.1016%252Fj.tcs.2019.09.002&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-8">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFMottRez2014" class="citation journal cs1">Mott, Adam J.; Rez, Peter (December 24, 2014). <a rel="nofollow" class="external text" href="http://link.springer.com/10.1007/s00249-014-1005-6">"Calculation of the infrared spectra of proteins"</a>. <i>European Biophysics Journal</i>. <b>44</b> (3): 103–112. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2Fs00249-014-1005-6">10.1007/s00249-014-1005-6</a>. <a href="/wiki/ISSN_(identifier)" class="mw-redirect" title="ISSN (identifier)">ISSN</a> <a rel="nofollow" class="external text" href="https://search.worldcat.org/issn/0175-7571">0175-7571</a>. <a href="/wiki/PMID_(identifier)" class="mw-redirect" title="PMID (identifier)">PMID</a> <a rel="nofollow" class="external text" href="https://pubmed.ncbi.nlm.nih.gov/25538002">25538002</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:2945423">2945423</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=European+Biophysics+Journal&rft.atitle=Calculation+of+the+infrared+spectra+of+proteins&rft.volume=44&rft.issue=3&rft.pages=103-112&rft.date=2014-12-24&rft.issn=0175-7571&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A2945423%23id-name%3DS2CID&rft_id=info%3Apmid%2F25538002&rft_id=info%3Adoi%2F10.1007%2Fs00249-014-1005-6&rft.aulast=Mott&rft.aufirst=Adam+J.&rft.au=Rez%2C+Peter&rft_id=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs00249-014-1005-6&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-9"><span class="mw-cite-backlink"><b><a href="#cite_ref-9">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFLiuLeivaZhuangMa2022" class="citation journal cs1">Liu, Shuangzhe; Leiva, Victor; Zhuang, Dan; Ma, Tiefeng; Figueroa-Zúñiga, Jorge I. (March 2022). <a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.jmva.2021.104849">"Matrix differential calculus with applications in the multivariate linear model and its diagnostics"</a>. <i>Journal of Multivariate Analysis</i>. <b>188</b>: 104849. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.jmva.2021.104849">10.1016/j.jmva.2021.104849</a></span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+Multivariate+Analysis&rft.atitle=Matrix+differential+calculus+with+applications+in+the+multivariate+linear+model+and+its+diagnostics&rft.volume=188&rft.pages=104849&rft.date=2022-03&rft_id=info%3Adoi%2F10.1016%2Fj.jmva.2021.104849&rft.aulast=Liu&rft.aufirst=Shuangzhe&rft.au=Leiva%2C+Victor&rft.au=Zhuang%2C+Dan&rft.au=Ma%2C+Tiefeng&rft.au=Figueroa-Z%C3%BA%C3%B1iga%2C+Jorge+I.&rft_id=https%3A%2F%2Fdoi.org%2F10.1016%252Fj.jmva.2021.104849&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-10"><span class="mw-cite-backlink"><b><a href="#cite_ref-10">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHallam2004" class="citation web cs1">Hallam, Arne (October 7, 2004). <a rel="nofollow" class="external text" href="https://www2.econ.iastate.edu/classes/econ500/hallam/documents/opt_con_gen_000.pdf">"Econ 500: Quantitative Methods in Economic Analysis I"</a> <span class="cs1-format">(PDF)</span>. <i>Iowa State</i>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=Iowa+State&rft.atitle=Econ+500%3A+Quantitative+Methods+in+Economic+Analysis+I&rft.date=2004-10-07&rft.aulast=Hallam&rft.aufirst=Arne&rft_id=https%3A%2F%2Fwww2.econ.iastate.edu%2Fclasses%2Fecon500%2Fhallam%2Fdocuments%2Fopt_con_gen_000.pdf&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-11">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFNeudeckerMagnus1988" class="citation book cs1">Neudecker, Heinz; Magnus, Jan R. (1988). <i>Matrix Differential Calculus with Applications in Statistics and Econometrics</i>. New York: <a href="/wiki/John_Wiley_%26_Sons" class="mw-redirect" title="John Wiley & Sons">John Wiley & Sons</a>. p. 136. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-471-91516-4" title="Special:BookSources/978-0-471-91516-4"><bdi>978-0-471-91516-4</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Matrix+Differential+Calculus+with+Applications+in+Statistics+and+Econometrics&rft.place=New+York&rft.pages=136&rft.pub=John+Wiley+%26+Sons&rft.date=1988&rft.isbn=978-0-471-91516-4&rft.aulast=Neudecker&rft.aufirst=Heinz&rft.au=Magnus%2C+Jan+R.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> <li id="cite_note-12"><span class="mw-cite-backlink"><b><a href="#cite_ref-12">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFChiang1984" class="citation book cs1">Chiang, Alpha C. (1984). <a rel="nofollow" class="external text" href="https://archive.org/details/fundamentalmetho0000chia_b4p1/page/386"><i>Fundamental Methods of Mathematical Economics</i></a> (Third ed.). McGraw-Hill. p. <a rel="nofollow" class="external text" href="https://archive.org/details/fundamentalmetho0000chia_b4p1/page/386">386</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-07-010813-4" title="Special:BookSources/978-0-07-010813-4"><bdi>978-0-07-010813-4</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Fundamental+Methods+of+Mathematical+Economics&rft.pages=386&rft.edition=Third&rft.pub=McGraw-Hill&rft.date=1984&rft.isbn=978-0-07-010813-4&rft.aulast=Chiang&rft.aufirst=Alpha+C.&rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Ffundamentalmetho0000chia_b4p1%2Fpage%2F386&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=15" title="Edit section: Further reading"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFLewis1991" class="citation book cs1">Lewis, David W. (1991). <span class="id-lock-registration" title="Free registration required"><a rel="nofollow" class="external text" href="https://archive.org/details/matrixtheory0000lewi"><i>Matrix Theory</i></a></span>. Singapore: World Scientific. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-981-02-0689-5" title="Special:BookSources/978-981-02-0689-5"><bdi>978-981-02-0689-5</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Matrix+Theory&rft.place=Singapore&rft.pub=World+Scientific&rft.date=1991&rft.isbn=978-981-02-0689-5&rft.aulast=Lewis&rft.aufirst=David+W.&rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Fmatrixtheory0000lewi&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFMagnusNeudecker1999" class="citation book cs1">Magnus, Jan R.; Neudecker, Heinz (1999). "The Second Differential". <i>Matrix Differential Calculus : With Applications in Statistics and Econometrics</i> (Revised ed.). New York: Wiley. pp. 99–115. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-471-98633-X" title="Special:BookSources/0-471-98633-X"><bdi>0-471-98633-X</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=bookitem&rft.atitle=The+Second+Differential&rft.btitle=Matrix+Differential+Calculus+%3A+With+Applications+in+Statistics+and+Econometrics&rft.place=New+York&rft.pages=99-115&rft.edition=Revised&rft.pub=Wiley&rft.date=1999&rft.isbn=0-471-98633-X&rft.aulast=Magnus&rft.aufirst=Jan+R.&rft.au=Neudecker%2C+Heinz&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></li></ul> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Hessian_matrix&action=edit&section=16" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation cs2"><a rel="nofollow" class="external text" href="https://www.encyclopediaofmath.org/index.php?title=Hessian_of_a_function">"Hessian of a function"</a>, <i><a href="/wiki/Encyclopedia_of_Mathematics" title="Encyclopedia of Mathematics">Encyclopedia of Mathematics</a></i>, <a href="/wiki/European_Mathematical_Society" title="European Mathematical Society">EMS Press</a>, 2001 [1994]</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=bookitem&rft.atitle=Hessian+of+a+function&rft.btitle=Encyclopedia+of+Mathematics&rft.pub=EMS+Press&rft.date=2001&rft_id=https%3A%2F%2Fwww.encyclopediaofmath.org%2Findex.php%3Ftitle%3DHessian_of_a_function&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></li> <li><span class="citation mathworld" id="Reference-Mathworld-Hessian"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWeisstein" class="citation web cs1"><a href="/wiki/Eric_W._Weisstein" title="Eric W. Weisstein">Weisstein, Eric W.</a> <a rel="nofollow" class="external text" href="https://mathworld.wolfram.com/Hessian.html">"Hessian"</a>. <i><a href="/wiki/MathWorld" title="MathWorld">MathWorld</a></i>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=MathWorld&rft.atitle=Hessian&rft.au=Weisstein%2C+Eric+W.&rft_id=https%3A%2F%2Fmathworld.wolfram.com%2FHessian.html&rfr_id=info%3Asid%2Fen.wikipedia.org%3AHessian+matrix" class="Z3988"></span></span></li></ul> <div class="navbox-styles"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1236075235">.mw-parser-output .navbox{box-sizing:border-box;border:1px solid #a2a9b1;width:100%;clear:both;font-size:88%;text-align:center;padding:1px;margin:1em auto 0}.mw-parser-output .navbox .navbox{margin-top:0}.mw-parser-output .navbox+.navbox,.mw-parser-output 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navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1239400231"><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Matrix_classes" title="Template:Matrix classes"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Matrix_classes" title="Template talk:Matrix classes"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Matrix_classes" title="Special:EditPage/Template:Matrix classes"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Matrix_classes" style="font-size:114%;margin:0 4em"><a href="/wiki/Matrix_(mathematics)" title="Matrix (mathematics)">Matrix</a> classes</div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Explicitly constrained entries</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Alternant_matrix" title="Alternant matrix">Alternant</a></li> <li><a href="/wiki/Anti-diagonal_matrix" title="Anti-diagonal matrix">Anti-diagonal</a></li> <li><a href="/wiki/Skew-Hermitian_matrix" title="Skew-Hermitian matrix">Anti-Hermitian</a></li> <li><a href="/wiki/Skew-symmetric_matrix" title="Skew-symmetric matrix">Anti-symmetric</a></li> <li><a href="/wiki/Arrowhead_matrix" title="Arrowhead matrix">Arrowhead</a></li> <li><a href="/wiki/Band_matrix" title="Band matrix">Band</a></li> <li><a href="/wiki/Bidiagonal_matrix" title="Bidiagonal matrix">Bidiagonal</a></li> <li><a href="/wiki/Bisymmetric_matrix" title="Bisymmetric matrix">Bisymmetric</a></li> <li><a href="/wiki/Block-diagonal_matrix" class="mw-redirect" title="Block-diagonal matrix">Block-diagonal</a></li> <li><a href="/wiki/Block_matrix" title="Block matrix">Block</a></li> <li><a href="/wiki/Block_tridiagonal_matrix" class="mw-redirect" title="Block tridiagonal matrix">Block tridiagonal</a></li> <li><a href="/wiki/Boolean_matrix" title="Boolean matrix">Boolean</a></li> <li><a href="/wiki/Cauchy_matrix" title="Cauchy matrix">Cauchy</a></li> <li><a href="/wiki/Centrosymmetric_matrix" title="Centrosymmetric matrix">Centrosymmetric</a></li> <li><a href="/wiki/Conference_matrix" title="Conference matrix">Conference</a></li> <li><a href="/wiki/Complex_Hadamard_matrix" title="Complex Hadamard matrix">Complex Hadamard</a></li> <li><a href="/wiki/Copositive_matrix" title="Copositive matrix">Copositive</a></li> <li><a href="/wiki/Diagonally_dominant_matrix" title="Diagonally dominant matrix">Diagonally dominant</a></li> <li><a href="/wiki/Diagonal_matrix" title="Diagonal matrix">Diagonal</a></li> <li><a href="/wiki/DFT_matrix" title="DFT matrix">Discrete Fourier Transform</a></li> <li><a href="/wiki/Elementary_matrix" title="Elementary matrix">Elementary</a></li> <li><a href="/wiki/Equivalent_matrix" class="mw-redirect" title="Equivalent matrix">Equivalent</a></li> <li><a href="/wiki/Frobenius_matrix" title="Frobenius matrix">Frobenius</a></li> <li><a href="/wiki/Generalized_permutation_matrix" title="Generalized permutation matrix">Generalized permutation</a></li> <li><a href="/wiki/Hadamard_matrix" title="Hadamard matrix">Hadamard</a></li> <li><a href="/wiki/Hankel_matrix" title="Hankel matrix">Hankel</a></li> <li><a href="/wiki/Hermitian_matrix" title="Hermitian matrix">Hermitian</a></li> <li><a href="/wiki/Hessenberg_matrix" title="Hessenberg matrix">Hessenberg</a></li> <li><a href="/wiki/Hollow_matrix" title="Hollow matrix">Hollow</a></li> <li><a href="/wiki/Integer_matrix" title="Integer matrix">Integer</a></li> <li><a href="/wiki/Logical_matrix" title="Logical matrix">Logical</a></li> <li><a href="/wiki/Matrix_unit" title="Matrix unit">Matrix unit</a></li> <li><a href="/wiki/Metzler_matrix" title="Metzler matrix">Metzler</a></li> <li><a href="/wiki/Moore_matrix" title="Moore matrix">Moore</a></li> <li><a href="/wiki/Nonnegative_matrix" title="Nonnegative matrix">Nonnegative</a></li> <li><a href="/wiki/Pentadiagonal_matrix" class="mw-redirect" title="Pentadiagonal matrix">Pentadiagonal</a></li> <li><a href="/wiki/Permutation_matrix" title="Permutation matrix">Permutation</a></li> <li><a href="/wiki/Persymmetric_matrix" title="Persymmetric matrix">Persymmetric</a></li> <li><a href="/wiki/Polynomial_matrix" title="Polynomial matrix">Polynomial</a></li> <li><a href="/wiki/Quaternionic_matrix" title="Quaternionic matrix">Quaternionic</a></li> <li><a href="/wiki/Signature_matrix" title="Signature matrix">Signature</a></li> <li><a href="/wiki/Skew-Hermitian_matrix" title="Skew-Hermitian matrix">Skew-Hermitian</a></li> <li><a href="/wiki/Skew-symmetric_matrix" title="Skew-symmetric matrix">Skew-symmetric</a></li> <li><a href="/wiki/Skyline_matrix" title="Skyline matrix">Skyline</a></li> <li><a href="/wiki/Sparse_matrix" title="Sparse matrix">Sparse</a></li> <li><a href="/wiki/Sylvester_matrix" title="Sylvester matrix">Sylvester</a></li> <li><a href="/wiki/Symmetric_matrix" title="Symmetric matrix">Symmetric</a></li> <li><a href="/wiki/Toeplitz_matrix" title="Toeplitz matrix">Toeplitz</a></li> <li><a href="/wiki/Triangular_matrix" title="Triangular matrix">Triangular</a></li> <li><a href="/wiki/Tridiagonal_matrix" title="Tridiagonal matrix">Tridiagonal</a></li> <li><a href="/wiki/Vandermonde_matrix" title="Vandermonde matrix">Vandermonde</a></li> <li><a href="/wiki/Walsh_matrix" title="Walsh matrix">Walsh</a></li> <li><a href="/wiki/Z-matrix_(mathematics)" title="Z-matrix (mathematics)">Z</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Constant</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exchange_matrix" title="Exchange matrix">Exchange</a></li> <li><a href="/wiki/Hilbert_matrix" title="Hilbert matrix">Hilbert</a></li> <li><a href="/wiki/Identity_matrix" title="Identity matrix">Identity</a></li> <li><a href="/wiki/Lehmer_matrix" title="Lehmer matrix">Lehmer</a></li> <li><a href="/wiki/Matrix_of_ones" title="Matrix of ones">Of ones</a></li> <li><a href="/wiki/Pascal_matrix" title="Pascal matrix">Pascal</a></li> <li><a href="/wiki/Pauli_matrices" title="Pauli matrices">Pauli</a></li> <li><a href="/wiki/Redheffer_matrix" title="Redheffer matrix">Redheffer</a></li> <li><a href="/wiki/Shift_matrix" title="Shift matrix">Shift</a></li> <li><a href="/wiki/Zero_matrix" title="Zero matrix">Zero</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Conditions on <a href="/wiki/Eigenvalues_and_eigenvectors" title="Eigenvalues and eigenvectors">eigenvalues or eigenvectors</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Companion_matrix" title="Companion matrix">Companion</a></li> <li><a href="/wiki/Convergent_matrix" title="Convergent matrix">Convergent</a></li> <li><a href="/wiki/Defective_matrix" title="Defective matrix">Defective</a></li> <li><a href="/wiki/Definite_matrix" title="Definite matrix">Definite</a></li> <li><a href="/wiki/Diagonalizable_matrix" title="Diagonalizable matrix">Diagonalizable</a></li> <li><a href="/wiki/Hurwitz-stable_matrix" title="Hurwitz-stable matrix">Hurwitz-stable</a></li> <li><a href="/wiki/Positive-definite_matrix" class="mw-redirect" title="Positive-definite matrix">Positive-definite</a></li> <li><a href="/wiki/Stieltjes_matrix" title="Stieltjes matrix">Stieltjes</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Satisfying conditions on <a href="/wiki/Matrix_product" class="mw-redirect" title="Matrix product">products</a> or <a href="/wiki/Inverse_of_a_matrix" class="mw-redirect" title="Inverse of a matrix">inverses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Matrix_congruence" title="Matrix congruence">Congruent</a></li> <li><a href="/wiki/Idempotent_matrix" title="Idempotent matrix">Idempotent</a> or <a href="/wiki/Projection_(linear_algebra)" title="Projection (linear algebra)">Projection</a></li> <li><a href="/wiki/Invertible_matrix" title="Invertible matrix">Invertible</a></li> <li><a href="/wiki/Involutory_matrix" title="Involutory matrix">Involutory</a></li> <li><a href="/wiki/Nilpotent_matrix" title="Nilpotent matrix">Nilpotent</a></li> <li><a href="/wiki/Normal_matrix" title="Normal matrix">Normal</a></li> <li><a href="/wiki/Orthogonal_matrix" title="Orthogonal matrix">Orthogonal</a></li> <li><a href="/wiki/Unimodular_matrix" title="Unimodular matrix">Unimodular</a></li> <li><a href="/wiki/Unipotent" title="Unipotent">Unipotent</a></li> <li><a href="/wiki/Unitary_matrix" title="Unitary matrix">Unitary</a></li> <li><a href="/wiki/Totally_unimodular_matrix" class="mw-redirect" title="Totally unimodular matrix">Totally unimodular</a></li> <li><a href="/wiki/Weighing_matrix" title="Weighing matrix">Weighing</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">With specific applications</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adjugate_matrix" title="Adjugate matrix">Adjugate</a></li> <li><a href="/wiki/Alternating_sign_matrix" title="Alternating sign matrix">Alternating sign</a></li> <li><a href="/wiki/Augmented_matrix" title="Augmented matrix">Augmented</a></li> <li><a href="/wiki/B%C3%A9zout_matrix" title="Bézout matrix">Bézout</a></li> <li><a href="/wiki/Carleman_matrix" title="Carleman matrix">Carleman</a></li> <li><a href="/wiki/Cartan_matrix" title="Cartan matrix">Cartan</a></li> <li><a href="/wiki/Circulant_matrix" title="Circulant matrix">Circulant</a></li> <li><a href="/wiki/Cofactor_matrix" class="mw-redirect" title="Cofactor matrix">Cofactor</a></li> <li><a href="/wiki/Commutation_matrix" title="Commutation matrix">Commutation</a></li> <li><a href="/wiki/Confusion_matrix" title="Confusion matrix">Confusion</a></li> <li><a href="/wiki/Coxeter_matrix" class="mw-redirect" title="Coxeter matrix">Coxeter</a></li> <li><a href="/wiki/Distance_matrix" title="Distance matrix">Distance</a></li> <li><a href="/wiki/Duplication_and_elimination_matrices" title="Duplication and elimination matrices">Duplication and elimination</a></li> <li><a href="/wiki/Euclidean_distance_matrix" title="Euclidean distance matrix">Euclidean distance</a></li> <li><a href="/wiki/Fundamental_matrix_(linear_differential_equation)" title="Fundamental matrix (linear differential equation)">Fundamental (linear differential equation)</a></li> <li><a href="/wiki/Generator_matrix" title="Generator matrix">Generator</a></li> <li><a href="/wiki/Gram_matrix" title="Gram matrix">Gram</a></li> <li><a class="mw-selflink selflink">Hessian</a></li> <li><a href="/wiki/Householder_transformation" title="Householder transformation">Householder</a></li> <li><a href="/wiki/Jacobian_matrix_and_determinant" title="Jacobian matrix and determinant">Jacobian</a></li> <li><a href="/wiki/Moment_matrix" title="Moment matrix">Moment</a></li> <li><a href="/wiki/Payoff_matrix" class="mw-redirect" title="Payoff matrix">Payoff</a></li> <li><a href="/wiki/Pick_matrix" class="mw-redirect" title="Pick matrix">Pick</a></li> <li><a href="/wiki/Random_matrix" title="Random matrix">Random</a></li> <li><a href="/wiki/Rotation_matrix" title="Rotation matrix">Rotation</a></li> <li><a href="/wiki/Routh%E2%80%93Hurwitz_matrix" title="Routh–Hurwitz matrix">Routh-Hurwitz</a></li> <li><a href="/wiki/Seifert_matrix" class="mw-redirect" title="Seifert matrix">Seifert</a></li> <li><a href="/wiki/Shear_matrix" class="mw-redirect" title="Shear matrix">Shear</a></li> <li><a href="/wiki/Similarity_matrix" class="mw-redirect" title="Similarity matrix">Similarity</a></li> <li><a href="/wiki/Symplectic_matrix" title="Symplectic matrix">Symplectic</a></li> <li><a href="/wiki/Totally_positive_matrix" title="Totally positive matrix">Totally positive</a></li> <li><a href="/wiki/Transformation_matrix" title="Transformation matrix">Transformation</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Used in <a href="/wiki/Statistics" title="Statistics">statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Centering_matrix" title="Centering matrix">Centering</a></li> <li><a href="/wiki/Correlation_matrix" class="mw-redirect" title="Correlation matrix">Correlation</a></li> <li><a href="/wiki/Covariance_matrix" title="Covariance matrix">Covariance</a></li> <li><a href="/wiki/Design_matrix" title="Design matrix">Design</a></li> <li><a href="/wiki/Doubly_stochastic_matrix" title="Doubly stochastic matrix">Doubly stochastic</a></li> <li><a href="/wiki/Fisher_information_matrix" class="mw-redirect" title="Fisher information matrix">Fisher information</a></li> <li><a href="/wiki/Projection_matrix" title="Projection matrix">Hat</a></li> <li><a href="/wiki/Precision_(statistics)" title="Precision (statistics)">Precision</a></li> <li><a href="/wiki/Stochastic_matrix" title="Stochastic matrix">Stochastic</a></li> <li><a href="/wiki/Stochastic_matrix" title="Stochastic matrix">Transition</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Used in <a href="/wiki/Graph_theory" title="Graph theory">graph theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adjacency_matrix" title="Adjacency matrix">Adjacency</a></li> <li><a href="/wiki/Biadjacency_matrix" class="mw-redirect" title="Biadjacency matrix">Biadjacency</a></li> <li><a href="/wiki/Degree_matrix" title="Degree matrix">Degree</a></li> <li><a href="/wiki/Edmonds_matrix" title="Edmonds matrix">Edmonds</a></li> <li><a href="/wiki/Incidence_matrix" title="Incidence matrix">Incidence</a></li> <li><a href="/wiki/Laplacian_matrix" title="Laplacian matrix">Laplacian</a></li> <li><a href="/wiki/Seidel_adjacency_matrix" title="Seidel adjacency matrix">Seidel adjacency</a></li> <li><a href="/wiki/Tutte_matrix" title="Tutte matrix">Tutte</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Used in science and engineering</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cabibbo%E2%80%93Kobayashi%E2%80%93Maskawa_matrix" title="Cabibbo–Kobayashi–Maskawa matrix">Cabibbo–Kobayashi–Maskawa</a></li> <li><a href="/wiki/Density_matrix" title="Density matrix">Density</a></li> <li><a href="/wiki/Fundamental_matrix_(computer_vision)" title="Fundamental matrix (computer vision)">Fundamental (computer vision)</a></li> <li><a href="/wiki/Fuzzy_associative_matrix" title="Fuzzy associative matrix">Fuzzy associative</a></li> <li><a href="/wiki/Gamma_matrices" title="Gamma matrices">Gamma</a></li> <li><a href="/wiki/Gell-Mann_matrices" title="Gell-Mann matrices">Gell-Mann</a></li> <li><a href="/wiki/Hamiltonian_matrix" title="Hamiltonian matrix">Hamiltonian</a></li> <li><a href="/wiki/Irregular_matrix" title="Irregular matrix">Irregular</a></li> <li><a href="/wiki/Overlap_matrix" class="mw-redirect" title="Overlap matrix">Overlap</a></li> <li><a href="/wiki/S-matrix" title="S-matrix">S</a></li> <li><a href="/wiki/State-transition_matrix" title="State-transition matrix">State transition</a></li> <li><a href="/wiki/Substitution_matrix" title="Substitution matrix">Substitution</a></li> <li><a href="/wiki/Z-matrix_(chemistry)" title="Z-matrix (chemistry)">Z (chemistry)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Related terms</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Jordan_normal_form" title="Jordan normal form">Jordan normal form</a></li> <li><a href="/wiki/Linear_independence" title="Linear independence">Linear independence</a></li> <li><a href="/wiki/Matrix_exponential" title="Matrix exponential">Matrix exponential</a></li> <li><a href="/wiki/Matrix_representation_of_conic_sections" title="Matrix representation of conic sections">Matrix representation of conic sections</a></li> <li><a href="/wiki/Perfect_matrix" title="Perfect matrix">Perfect matrix</a></li> <li><a href="/wiki/Pseudoinverse" class="mw-redirect" title="Pseudoinverse">Pseudoinverse</a></li> <li><a href="/wiki/Row_echelon_form" title="Row echelon form">Row echelon form</a></li> <li><a href="/wiki/Wronskian" title="Wronskian">Wronskian</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><b><span class="nowrap"><span class="noviewer" typeof="mw:File"><a href="/wiki/File:Nuvola_apps_edu_mathematics_blue-p.svg" class="mw-file-description"><img alt="icon" src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/16px-Nuvola_apps_edu_mathematics_blue-p.svg.png" decoding="async" width="16" height="16" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/24px-Nuvola_apps_edu_mathematics_blue-p.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/32px-Nuvola_apps_edu_mathematics_blue-p.svg.png 2x" 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Hessian matrix - Wikipedia