Why is a semidefinite Hessian inconclusive for classifying stationary points?
A semidefinite Hessian is inconclusive because the second-order term does not strictly determine the sign of the change in all directions. Higher-order terms or the function's behavior directly must be examined to determine if the point is a minimum, maximum, or saddle.
Conditions
- The function is twice continuously differentiable.
- The gradient is zero at the point.
- The Hessian is semidefinite (positive or negative semi-definite).
Reasoning, step by step
- Recognize that a semidefinite Hessian has zero eigenvalues.
- Understand that the second-order change is zero in some directions.
- Realize that the sign of the function change in those directions depends on higher-order terms.
- Conclude that the second-order test alone cannot classify the point.
Example
If the Hessian is positive semidefinite, the second-order change is non-negative, but it is zero in some directions. The actual behavior in those flat directions requires looking at third or fourth-order derivatives.
Common misconceptions
- Believing that a positive semidefinite Hessian guarantees a local minimum.
- Assuming that a negative semidefinite Hessian guarantees a local maximum.
- Thinking that the Hessian test is always sufficient for classification.
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