Hessian matrix

Noun

Meaning

Hessian matrix (plural Hessian matrices or Hessian matrixes)

(mathematics) The square matrix of second-order partial derivatives of a scalar-valued function. It describes the local curvature of a function of many variables.

Examples

For approximations of the 2nd derivatives (collected in the Hessian matrix) the number of function evaluations is in the order of N². Source: Internet

The different cases may be distinguished by considering the eigenvalues of the Hessian matrix of second derivatives. Source: Internet

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