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Hessian Matrix

1 min read

analysis linear-algebra

Definition

Hessian Matrix

Let be a function taking as input a vector and outputting a scalar . If all second-order Partial derivatives of exist, then the Hessian matrix of is a square matrix , defined as:

Or short:

The Hessian matrix of a function is the transpose of the Jacobian matrix of the gradient of the function :

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