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hessian

Hessian matrix of a scalar function

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Syntax

hessian(f, x)

Description

hessian(f, x) computes the Hesse matrix (the Hessian) of the scalar function in Cartesian coordinates, i.e., the square matrix of second partial derivatives of .

Examples

Example 1

The Hessian of the function f(x, y, z) = xy + 2 xz is the following matrix:

delete x, y, z:
hessian(x*y + 2*z*x, [x, y, z])

Parameters

f

An arithmetical expression (the scalar function)

x

A list of (indexed) identifiers

Return Values

Matrix of the domain Dom::Matrix().

Algorithms

For a function , X a subset of , the p×p matrix

is called the Hesse matrix of f.

See Also

MuPAD Functions

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