In mathematics, the Hessian matrix, Hessian or (less commonly) Hesse matrix is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables. The Hessian matrix was developed in the 19th century by the German mathematician Ludwig Otto Hesse and later named after him. Hesse originally used the term "functional determinants". The Hessian is sometimes denoted by H or, ambiguously, by ∇2.
In mathematics, the Hessianmatrix, Hessian or (less commonly) Hesse matrix is a square matrix of second-order partial derivatives of a scalar-valued function...
several real variables that is twice differentiable, then if its Hessianmatrix (matrix of its second partial derivatives) is positive-definite at a point...
gradient of a scalar function of several variables has a special name: the Hessianmatrix, which in a sense is the "second derivative" of the function in question...
Laplacian, sometimes ∇ 2 {\displaystyle \nabla ^{2}} also represents the Hessianmatrix. The former refers to the inner product of ∇ {\displaystyle \nabla }...
second partial derivatives exist and are continuous. The Hessianmatrix H of f is the 2 × 2 matrix of partial derivatives of f: H(x,y)=[fxx(x,y)fxy(x,y)fyx(x...
analysis Hessian automatic differentiation Hessian equations, partial differential equations (PDEs) based on the HessianmatrixHessian pair or Hessian duad...
derivative of an n{\displaystyle n}-dimensional function, known as the Hessianmatrix. When examining a function in a neighborhood of a point, one can discard...
covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the...
function's Hessianmatrix at that point: if the Hessian is indefinite, then that point is a saddle point. For example, the Hessianmatrix of the function...
Laplace operator, a differential operator often denoted by the symbol ∇2 Hessianmatrix, sometimes denoted by ∇2 Aitken's delta-squared process, a numerical...
definiteness of the Hessianmatrix: If the Hessian is positive definite at a critical point, then the point is a local minimum; if the Hessianmatrix is negative...
identified among the stationary points from the definiteness of the bordered Hessianmatrix. The great advantage of this method is that it allows the optimization...
Uses the Hessian (transpose to Jacobian) definition of vector and matrix derivatives. Petersen, Kaare Brandt; Pedersen, Michael Syskind. The Matrix Cookbook...
{(L_{xx}-L_{yy})^{2}+4L_{xy}^{2}}}\right)} denote the eigenvalues of the Hessianmatrix. The unsigned Hessian feature strength measure D 1 , n o r m L {\displaystyle D_{1...
potential, then these fit together into a symmetric matrix known as the Hessian. The eigenvalues of this matrix can be used to implement a multivariable analogue...
observed Fisher information, is the negative of the second derivative (the Hessianmatrix) of the "log-likelihood" (the logarithm of the likelihood function)...
invariants, and geometry. The Hessianmatrix, the Hesse normal form, the Hesse configuration, the Hessian group, Hessian pairs, Hesse's theorem, Hesse...
while the Fisher information (often approximated by the likelihood's Hessianmatrix) indicates the estimate's precision. In contrast, in Bayesian statistics...
maximum depends on whether the matrix of second-order partial and cross-partial derivatives, the so-called Hessianmatrix H ( θ ^ ) = [ ∂ 2 ℓ ∂ θ 1 2 |...
Compliance constants are the elements of an inverted Hessianmatrix. The calculation of compliance constants provides an alternative description of chemical...
in which case it is a diagonal matrix that can be interpreted as an approximation to the inverse of the Hessianmatrix in Newton's method. The learning...
mathematics, k-Hessian equations (or Hessian equations for short) are partial differential equations (PDEs) based on the Hessianmatrix. More specifically...
function and Hessianmatrix, the partial likelihood can be maximized using the Newton-Raphson algorithm. The inverse of the Hessianmatrix, evaluated at...