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Hessian matrix information


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.

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Hessian matrix

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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...

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Definite matrix

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several real variables that is twice differentiable, then if its Hessian matrix (matrix of its second partial derivatives) is positive-definite at a point...

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Jacobian matrix and determinant

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gradient of a scalar function of several variables has a special name: the Hessian matrix, which in a sense is the "second derivative" of the function in question...

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Del

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Laplacian, sometimes ∇ 2 {\displaystyle \nabla ^{2}} also represents the Hessian matrix. The former refers to the inner product of ∇ {\displaystyle \nabla }...

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Second partial derivative test

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second partial derivatives exist and are continuous. The Hessian matrix H of f is the 2 × 2 matrix of partial derivatives of f: H(x,y)=[fxx(x,y)fxy(x,y)fyx(x...

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Hessian

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analysis Hessian automatic differentiation Hessian equations, partial differential equations (PDEs) based on the Hessian matrix Hessian pair or Hessian duad...

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Hessian automatic differentiation

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derivative of an n{\displaystyle n}-dimensional function, known as the Hessian matrix. When examining a function in a neighborhood of a point, one can discard...

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Covariance matrix

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covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the...

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Saddle point

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function's Hessian matrix at that point: if the Hessian is indefinite, then that point is a saddle point. For example, the Hessian matrix of the function...

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Del squared

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Laplace operator, a differential operator often denoted by the symbol ∇2 Hessian matrix, sometimes denoted by ∇2 Aitken's delta-squared process, a numerical...

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Mathematical optimization

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definiteness of the Hessian matrix: If the Hessian is positive definite at a critical point, then the point is a local minimum; if the Hessian matrix is negative...

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Lagrange multiplier

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identified among the stationary points from the definiteness of the bordered Hessian matrix. The great advantage of this method is that it allows the optimization...

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Matrix calculus

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Uses the Hessian (transpose to Jacobian) definition of vector and matrix derivatives. Petersen, Kaare Brandt; Pedersen, Michael Syskind. The Matrix Cookbook...

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Corner detection

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{(L_{xx}-L_{yy})^{2}+4L_{xy}^{2}}}\right)} denote the eigenvalues of the Hessian matrix. The unsigned Hessian feature strength measure D 1 , n o r m L {\displaystyle D_{1...

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Second derivative

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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...

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Observed information

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observed Fisher information, is the negative of the second derivative (the Hessian matrix) of the "log-likelihood" (the logarithm of the likelihood function)...

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Otto Hesse

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invariants, and geometry. The Hessian matrix, the Hesse normal form, the Hesse configuration, the Hessian group, Hessian pairs, Hesse's theorem, Hesse...

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Likelihood function

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while the Fisher information (often approximated by the likelihood's Hessian matrix) indicates the estimate's precision. In contrast, in Bayesian statistics...

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Maximum likelihood estimation

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maximum depends on whether the matrix of second-order partial and cross-partial derivatives, the so-called Hessian matrix H ( θ ^ ) = [ ∂ 2 ℓ ∂ θ 1 2 |...

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Compliance constants

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Compliance constants are the elements of an inverted Hessian matrix. The calculation of compliance constants provides an alternative description of chemical...

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Learning rate

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in which case it is a diagonal matrix that can be interpreted as an approximation to the inverse of the Hessian matrix in Newton's method. The learning...

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Hessian equation

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mathematics, k-Hessian equations (or Hessian equations for short) are partial differential equations (PDEs) based on the Hessian matrix. More specifically...

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Proportional hazards model

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function and Hessian matrix, the partial likelihood can be maximized using the Newton-Raphson algorithm. The inverse of the Hessian matrix, evaluated at...

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