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  2. Hessian matrix - Wikipedia

    en.wikipedia.org/wiki/Hessian_matrix

    The Hessian matrix plays an important role in Morse theory and catastrophe theory, because its kernel and eigenvalues allow classification of the critical points. [2] [3] [4] The determinant of the Hessian matrix, when evaluated at a critical point of a function, is equal to the Gaussian curvature of the function considered as a manifold. The ...

  3. Second partial derivative test - Wikipedia

    en.wikipedia.org/wiki/Second_partial_derivative_test

    The following test can be applied at any critical point a for which the Hessian matrix is invertible: If the Hessian is positive definite (equivalently, has all eigenvalues positive) at a, then f attains a local minimum at a. If the Hessian is negative definite (equivalently, has all eigenvalues negative) at a, then f attains a local maximum at a.

  4. Determinant - Wikipedia

    en.wikipedia.org/wiki/Determinant

    There are various equivalent ways to define the determinant of a square matrix A, i.e. one with the same number of rows and columns: the determinant can be defined via the Leibniz formula, an explicit formula involving sums of products of certain entries of the matrix. The determinant can also be characterized as the unique function depending ...

  5. Jacobian matrix and determinant - Wikipedia

    en.wikipedia.org/.../Jacobian_matrix_and_determinant

    When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature. [4]

  6. Symmetry of second derivatives - Wikipedia

    en.wikipedia.org/wiki/Symmetry_of_second_derivatives

    In other words, the matrix of the second-order partial derivatives, known as the Hessian matrix, is a symmetric matrix. Sufficient conditions for the symmetry to hold are given by Schwarz's theorem , also called Clairaut's theorem or Young's theorem .

  7. Glossary of invariant theory - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_invariant_theory

    bordered Hessian An alternative name for the reciprocant bracket An invariant given by either the pairing of a vector and a vector in the dual space, or the determinant of a matrix form by n vectors of an n-dimensional space (in other words their exterior product in the top exterior power). Brioschi covariant

  8. Gaussian curvature - Wikipedia

    en.wikipedia.org/wiki/Gaussian_curvature

    Then the Gaussian curvature of the surface at p is the determinant of the Hessian matrix of f (being the product of the eigenvalues of the Hessian). (Recall that the Hessian is the 2×2 matrix of second derivatives.) This definition allows one immediately to grasp the distinction between a cup/cap versus a saddle point.

  9. Hessian automatic differentiation - Wikipedia

    en.wikipedia.org/wiki/Hessian_automatic...

    The graph colouring techniques explore sparsity patterns of the Hessian matrix and cheap Hessian vector products to obtain the entire matrix. Thus these techniques are suited for large, sparse matrices. The general strategy of any such colouring technique is as follows. Obtain the global sparsity pattern of