X Vector in 2nd Order Taylor Series Formula w/ Hessian Matrix

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SUMMARY

The discussion centers on the second-order Taylor Series approximation formula at point (a,b), specifically focusing on the x vector and the Hessian Matrix. The formula is expressed as f(a,b) + grad(f(a,b))x + 1/2 H(f(a,b)) x, where x represents the vector . The Hessian Matrix is defined with elements fxx, fxy, fyx, and fyy, corresponding to the second partial derivatives of the function. The proper formulation of the Taylor Series includes a quadratic term involving the Hessian Matrix and the gradient of the function.

PREREQUISITES
  • Understanding of second-order partial derivatives
  • Familiarity with gradient vectors in multivariable calculus
  • Knowledge of Hessian Matrix and its significance in optimization
  • Basic proficiency in Taylor Series expansions
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  • Study the derivation of the Hessian Matrix in multivariable calculus
  • Learn about the applications of Taylor Series in optimization problems
  • Explore the significance of gradient vectors in function approximation
  • Investigate numerical methods for calculating second-order derivatives
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Students and professionals in mathematics, engineering, and data science who are working with multivariable functions and require a solid understanding of Taylor Series approximations and Hessian matrices.

jaguar7
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The formula given by my instructor for a Taylor Series approximation of the second order at point (a,b) is f(a,b) + grad(f(a,b))x + 1/2 H(f(a,b)) x

If you recognize this formula, do you know what the x vector is?

Note: x is the x-vector, and H represents the Hessian Matrix. Thanks!

The Hessian Matrix is the matrix with values [fxx, fxy, fyx, and fyy], where fxx represents the second partial derivative. Not sure the proper terminology for it... df^2 / (dx)^2 (where d is a delta (not d) to represent partial dif.)
 
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x is the vector <x- a, y- b>. And you need a quadratic in the second term- it should be
f(a, b)+ \begin{bmatrix}\frac{\partial f}{\partial x}(a, b) &amp; \frac{\partial f}{\partial y}(a, b)\end{bmatrix}\begin{bmatrix}x- a \\ y- b\end{bmatrix}+ \frac{1}{2}\begin{bmatrix}x- a &amp; y- b\end{bmatrix}\begin{bmatrix}\frac{\partial^2 f}{\partial x^2}(a,b) &amp; \frac{\partial^2 f}{\partial x\partial y}(a,b) \\ \frac{\partial^2 f}{\partial x\partial y}(a,b) &amp; \frac{\partial^2 f}{\partial y^2}(a,b)\end{bmatrix}\begin{bmatrix} x- a \\ y- b\end{bmatrix}
 

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