Definition:Hessian Determinant

From ProofWiki
Jump to navigation Jump to search

Definition

Let $\mathbf f: \R^n \to \R$ be a real-valued function on $n$ independent variables.

The Hessian determinant of $\mathbf f$ is the determinant of the Hessian matrix of $\mathbf f$:

$\begin {vmatrix} \dfrac {\partial^2} {\partial x_1 \partial x_1} & \dfrac {\partial^2} {\partial x_1 \partial x_2} & \cdots & \dfrac {\partial^2} {\partial x_1 \partial x_n} \\

\dfrac {\partial^2} {\partial x_2 \partial x_1} & \dfrac {\partial^2} {\partial x_2 \partial x_2} & \cdots & \dfrac {\partial^2} {\partial x_2 \partial x_n} \\ \vdots & \vdots & \ddots & \vdots \\ \dfrac {\partial^2} {\partial x_n \partial x_1} & \dfrac {\partial^2} {\partial x_n \partial x_2} & \cdots & \dfrac {\partial^2} {\partial x_n \partial x_n} \\ \end {vmatrix}$


Also known as

A Hessian determinant is also known as a Hessian.

However, it is probably better to use the full form so as more easily to distinguish between this and the concept of the Hessian matrix.


Also see

  • Results about Hessian determinants can be found here.


Source of Name

This entry was named for Ludwig Otto Hesse.


Sources