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Questions tagged [hessian]

For on-topic questions involving the Hessian matrix, a square matrix generalizing the second derivative. Please include also a statistical methods tag. For purely mathemathical questions about the Hessian it is better to ask on math.SE at https://math.stackexchange.com/.

Wikipedia has an article with further references.

112 questions
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What is a consequence of an ill-conditioned Hessian matrix?

In this publication I found an explanation of the Hessian matrix, along with what it means for it to be ill-conditioned. In the paper, there is this link given between the error surface and the eigenvalues of the Hessian matrix: The curvature of…
kamilazdybal
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Hessian Matrix Values

Its an easy question but still i cant seem to find the hessian matrix. I have the following function : $$-2x^2 + \sqrt{2}xy - \frac52y^2$$ Find the hessian matrix for this function. $$f_{11} = -4 \text{( this is correct)}$$ $$f_{12} = \sqrt2 \text{(…
Sitingbull
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