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B2. Hessian Matrix
The Hessian matrix
of a scalar function
(
)
is defined by the n x n
matrix built out of the second partial derivatives
![\begin{displaymath}
\mathop{\nabla }\nolimits ^2 r(\vec{x}) =
\left (
\beg...
...tial^2 r(\vec{x})}{\partial x_n^2} \\
\end{array} \right )
.
\end{displaymath}](img121.gif) |
(B3) |
The Hessian matrix of the scalar function
is the Jacobian
matrix of the gradient
.
R. Plasun