Hessian matrix

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Hessian matrix

Postby rinku.rohra85 » Thu Dec 12, 2013 6:56 am

If Hessian matrix is negative definite, it indicates Local maxima or Local minima ?

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Hessian matrix

Postby shreyas » Wed Dec 18, 2013 8:48 am

With one variable, if at a stationary point the Hessian of second derivatives is positive definite then we have a (local) minimum; if it is negative definite then we have a (local) maximum; if it is neither then we do not know, it could be a local maximum, a local minimum, or saddle point – we would need to examine the change in the gradient to see which

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Hessian matrix

Postby pradeeppdy » Fri Apr 04, 2014 5:55 am

There are many variables which describe the local curvature.The Hessian matrix is the square matrix of second-order partial derivatives of a function.It is used to find local minimum and maximum of a function.It helps to understand the behaviour of the function better.

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