Hessian matrix
Continuous second partial derivatives make the Hessian symmetric. The matrix records local second-order change.
Charles队长 · Bilibili · 0:53
The animation connects the Hessian of a two-variable function with bowls, inverted bowls and saddles. At a stationary point of a twice continuously differentiable function, a positive definite Hessian gives a strict local minimum, a negative definite Hessian a strict local maximum, and an indefinite Hessian a saddle. A semidefinite Hessian alone is inconclusive.
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Arrange the second partial derivatives in the Hessian matrix . Assume is twice continuously differentiable near the point and there. The leading second-order change along a small displacement is . Its sign describes how the surface bends in different directions.
A bowl illustrates positive definiteness: the second-order change is positive in every nonzero direction, giving a strict local minimum at the stationary point. An inverted bowl illustrates a strict local maximum with a negative definite Hessian. A saddle has both rising and falling directions. In two variables, set . If , the sign of distinguishes minimum from maximum; gives a saddle, while leaves this test inconclusive.
Continuous second partial derivatives make the Hessian symmetric. The matrix records local second-order change.
The interior stationary-point test requires zero gradient. A positive definite Hessian alone does not make the current point a minimum.
Positive definiteness gives a strict local minimum; negative definiteness gives a strict local maximum. For negative definiteness, leading principal minors alternate in sign, rather than all being negative.
An indefinite quadratic form has directions of opposite signs and gives a saddle. When the determinant is zero, examine higher-order terms or the function directly.
At an interior stationary point of a twice continuously differentiable function, a positive definite Hessian gives a strict local minimum and a negative definite Hessian gives a strict local maximum. An indefinite Hessian gives a saddle, while semidefinite cases are inconclusive. This local test does not guarantee a global optimum.
For a two-variable function, define . If , the sign of distinguishes the type: indicates a local minimum, and indicates a local maximum.
Conditions: The function has two variables.; The point is a stationary point (gradient is zero).; The function is twice continuously differentiable.
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).
The Hessian matrix classifies stationary points by analyzing the sign of the second-order change along a small displacement. If the Hessian is positive definite, the point is a strict local minimum.
Conditions: The function is twice continuously differentiable near the point.; The gradient is zero at the point (stationary point).; The function has two variables.