What Are the Key Applications of the Hessian Matrix in Multivariable Calculus?

Click For Summary
The Hessian matrix is a square matrix of second-order partial derivatives of a multivariable function, essential for analyzing the curvature of functions at critical points. It is not derived but defined, and it plays a significant role in optimization and understanding the behavior of functions. The matrix is particularly useful in proving Taylor's expansion for multivariable functions, as it helps in approximating the function near a point. Recommended resources for further study include various multivariable and vector calculus textbooks. Understanding the Hessian matrix is crucial for advanced applications in calculus and optimization.
abcdefg10645
Messages
43
Reaction score
0
What's Hessian matrix ?

Here are all my problem ~

1. What's Hessian matrix ?

2. How Hessian matrix was derived ?

3. Can u recommend some books about this ?
 
Physics news on Phys.org


1. I hate latex, so for a function of n variables, f(x1,...,xn) which is differentiable twice the hessian of the function is defined as

http://wpcontent.answers.com/math/7/5/d/75dc4e662a991741dc6d0314b6c8a7d2.png

2. It is a definition, it is not derived, however, there are some cool theorems with it such as an application to critical points.

3. Any GOOD book on multivariable and vector calculus.
EXAMPLES:
https://www.amazon.com/dp/0716749920/?tag=pfamazon01-20

https://www.amazon.com/dp/B000N5GZOC/?tag=pfamazon01-20

https://www.amazon.com/dp/0471000078/?tag=pfamazon01-20
 
Last edited by a moderator:


To Pinu7~

Thank ur replying ~

And the reason I want to ask Hessian was that I heard that Hessian Matrix can be used while proving Taylor's expension for multivariable

How come is that ??
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
Replies
4
Views
2K
  • · Replies 1 ·
Replies
1
Views
6K
  • · Replies 1 ·
Replies
1
Views
8K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 24 ·
Replies
24
Views
4K
Replies
1
Views
4K
  • · Replies 3 ·
Replies
3
Views
2K