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What's Hessian matrix ?

  1. Oct 28, 2009 #1
    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 ?
     
  2. jcsd
  3. Oct 28, 2009 #2
    Re: What's Hessian matrix ???

    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/Vector-Calcu...=sr_1_1?ie=UTF8&s=books&qid=1256782912&sr=8-1

    https://www.amazon.com/VECTOR-CALCU...=sr_1_3?ie=UTF8&s=books&qid=1256782943&sr=1-3

    https://www.amazon.com/Calculus-Vol...=sr_1_1?ie=UTF8&s=books&qid=1256782991&sr=1-1
     
    Last edited by a moderator: Apr 24, 2017
  4. Oct 28, 2009 #3
    Re: What's Hessian matrix ???

    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 ??
     
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