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What is the determinant criterion for classifying stationary points of a two-variable function using the Hessian?

For a two-variable function, define D=fxxfyy−fxy2D=f_{xx}f_{yy}-f_{xy}^2. If D>0D>0, the sign of fxxf_{xx} distinguishes the type: fxx>0f_{xx}>0 indicates a local minimum, and fxx<0f_{xx}<0 indicates a local maximum. If D<0D<0, the point is a saddle. If D=0D=0, the test is inconclusive.

Conditions

  • The function has two variables.
  • The point is a stationary point (gradient is zero).
  • The function is twice continuously differentiable.

Reasoning, step by step

  1. Calculate the second partial derivatives fxxf_{xx}, fyyf_{yy}, and fxyf_{xy}.
  2. Compute the determinant D=fxxfyy−fxy2D=f_{xx}f_{yy}-f_{xy}^2.
  3. If D>0D>0, check the sign of fxxf_{xx}: positive for minimum, negative for maximum.
  4. If D<0D<0, classify the point as a saddle.
  5. If D=0D=0, conclude that the test is inconclusive.

Example

If D>0D>0 and fxx>0f_{xx}>0, the Hessian is positive definite, giving a strict local minimum. If D<0D<0, the Hessian is indefinite, giving a saddle.

Common misconceptions

  • Believing that D=0D=0 always means the point is a saddle.
  • Forgetting to check the sign of fxxf_{xx} when D>0D>0.
  • Applying this criterion to points where the gradient is not zero.

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