Hessian matrix

In mathematics, the Hessian matrix is the square matrix of second partial derivatives of a scalar-valued function. Given the real-valued function

Related Topics:
Mathematics - Square matrix - Partial derivative

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:f(x1, x2, ..., xn),

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if all partial second derivatives of f exist, then the Hessian matrix of f is the matrix H(f)(x) where

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:H(f)ij(x) = Di Dj f(x)

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with

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:x = (x1, x2, ..., xn).

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The term Hessian was coined by James Joseph Sylvester, named for German mathematician Ludwig Otto Hesse, who had used the term functional determinants.

Related Topics:
James Joseph Sylvester - Ludwig Otto Hesse

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