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| + | This page was contributed by [[User:Srudolph|Stephen]]. Enjoy! | ||
[[Category:Linear Algebra]] | [[Category:Linear Algebra]] | ||
Revision as of 13:02, 2 April 2010
The Hessian of a function (denoted $ F(x_1, x_2, \cdots , x_n) $) is the multivariate equivalent to the second derivative of a single variable function. Similar to the gradient_Old Kiwi of a multivariate function, the Hessian is a square matrix where each entry is the composite of two partial differentiations. For a function $ f(x_1, x_2, \cdots , x_n) $, the Hessian is defined as:
This page was contributed by Stephen. Enjoy!
