The Hessian

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Linear Algebra › The Hessian

Questions 1 - 10
1

Give the Hessian matrix for the function .

Explanation

The Hessian matrix of a function is the matrix of partial second derivatives

Find each of these derivatives as follows:

The Hessian matrix is

,

which can be rewritten, after a little algebra, as

.

2

Find the Hessian of the following function.

Explanation

Recall the Hessian

So lets find the partial derivatives, and then put them into matrix form.

Now lets put them into the matrix

3

Explanation

4

Give the Hessian matrix of the function

Explanation

The Hessian matrix of a function is the matrix of partial second derivatives

First, rewrite

as

Find each partial second derivative separately:

The Hessian of is

,

which can be rewritten as

.

5

Explanation

6

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of have a local maximum, a local minimum, or a saddle point at ?

The graph of has a saddle point at .

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

The graph of does not have a critical point at .

The graph of has a local minimum at .

The graph of has a local maximum at .

Explanation

First, it must be established that the graph of has a critical point at ; this holds if , so the first partial derivatives of must be evaluated at :

The graph of has a critical point at , so the Hessian matrix test applies.

The Hessian matrix is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

All four partial second derivatives are constant; the Hessian matrix at is

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

The determinant of the Hessian is negative, so the graph of has a saddle point at .

7

Explanation

8

Let .

Find the Hessian matrix .

Explanation

The Hessian matrix is the matrix of partial second derivatives

.

can be rewritten as

, then

This makes the partial second derivatives easier to find.

The Hessian matrix for is

9

Let

Which of the following does not appear in the Hessian matrix of ?

Explanation

The Hessian matrix of is the matrix of partial second derivatives

To identify which choice does not give an entry of the matrix, we need to find all nine partial derivatives; however, since , , and , we need only find six such derivatives. They are as follows:

Of the five given choices, only is not one of the partial second derivatives. This is the correct choice.

10

Consider the function .

Determine whether the graph of the function has a critical point at ; if so, use the Hessian matrix to identify as a local maximum, a local minimum, or a saddle point.

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

The graph of has a saddle point at .

The graph of has a local maximum at .

The graph of has a local minimum at .

The graph of does not have a critical point at .

Explanation

First, it must be established that is a critical point of the graph of ; this holds if and only if both first partial derivatives are equal to 0 at this point. Find the partial derivatives and evaluate them at :

Thus, the graph of has a critical point at .

The Hessian matrix is the matrix of partial second derivatives

;

Find these derivatives and evaluate them at :

The Hessian matrix, evaluated at , ends up being the matrix . The determinant of the matrix is 0, which means that the Hessian matrix test is inconclusive.

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