Positive definite matrix / negative definite matrix / Indefinite Matrix / Hessian matrix

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Positive definite matrix / negative definite matrix / Indefinite Matrix / Hessian matrix

  • Hessian matrix
    f ( x ) f(x) About x x a square is called second derivative Hesse (or Hessian) matrix (Hessian Matrix), which first i i row j j elements on the column to the ( 2 f ( x ) ) i j = 2 f ( x ) x i Y j (\nabla^2f(x))_{ij}=\frac{\partial^2f(x)}{\partial x_i\partial y_j} Hessian matrix of nature: Symmetry A T = A A^T=A

See also:
https://baike.baidu.com/item/ Hesse matrix

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Origin blog.csdn.net/houhuipeng/article/details/93028434