Exercise · ZW-HESSIAN-MATRIX-001 · ★☆☆ Basic

Compute the Hessian matrix of \(f(x,y)=x^2+3xy+y^2\).

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  • A. \(\begin{pmatrix}2&3\\3&2\end{pmatrix}\)

Explanation

\(f_{xx}=2\), \(f_{xy}=f_{yx}=3\), \(f_{yy}=2\); it is constant.

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Review the concept: Hessian matrix

The Hessian matrix \(H\) of a function \(f\) of two variables is the \(2\times2\) matrix of its second-order partial derivatives at a point.

\[H=\begin{pmatrix}f_{xx}&f_{xy}\\ f_{yx}&f_{yy}\end{pmatrix}\]

More practice problems: hessian matrix

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