Second order conditioning refers to the evaluation of a critical point of a scalar-valued function using the Hessian matrix, where the nature of the critical point is determined by the definiteness of the Hessian: positive definite indicates a local minimum, negative definite indicates a local maximum, and indefinite
How to derive hessian?
How to Compute the Hessian Matrix Take the gradient or derivative of the matrix ▽f. The result obtained is a square matrix of order n and it forms the Hessian matrix of f. The Hessian matrix at a given point (x0. y0,) can be calculated by substituting the values in the elements of the Hessian matrix.
What is the second order derivative of Hessian?
Hessian matrix: Second derivatives and Curvature of function The Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, f:RnR. Let the second-order partial derivative f(x), be the partial derivative of the gradient f(x). Then the Hessian, H=f(x)Rnn.
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