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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.
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 ...
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. [1] [2]
For a function of more than one variable, the second-derivative test generalizes to a test based on the eigenvalues of the function's Hessian matrix at the critical point. In particular, assuming that all second-order partial derivatives of f are continuous on a neighbourhood of a critical point x , then if the eigenvalues of the Hessian at x ...
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
As described above, some method such as quantum mechanics can be used to calculate the energy, E(r) , the gradient of the PES, that is, the derivative of the energy with respect to the position of the atoms, ∂E/∂r and the second derivative matrix of the system, ∂∂E/∂r i ∂r j, also known as the Hessian matrix, which describes the curvature of the PES at r.
Sufficient conditions for a constrained local maximum or minimum can be stated in terms of a sequence of principal minors (determinants of upper-left-justified sub-matrices) of the bordered Hessian matrix of second derivatives of the Lagrangian expression. [6] [16]
The SR1 formula does not guarantee the update matrix to maintain positive-definiteness and can be used for indefinite problems. The Broyden's method does not require the update matrix to be symmetric and is used to find the root of a general system of equations (rather than the gradient) by updating the Jacobian (rather than the Hessian).