Exercise · ZW-HESSIAN-MATRIX-006 · ★★☆ Intermediate
If \(f\) has continuous second-order partial derivatives, what always holds for its Hessian \(H\)?
Choose one option.
Show answer
- C. \(H\) is symmetric, because \(f_{xy}=f_{yx}\)
Explanation
This is Clairaut's theorem: with continuous second derivatives the mixed partials agree, so \(H=H^{T}\).
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
- ZW-HESSIAN-MATRIX-001 Compute the Hessian matrix of f(x,y)=x^2+3xy+y^2.
- ZW-HESSIAN-MATRIX-002 Compute the Hessian of f(x,y)=x^3y at (1,1).
- ZW-HESSIAN-MATRIX-003 Compute det H for f(x,y)=x^2+xy+y^2.
- ZW-HESSIAN-MATRIX-004 Compute the Hessian of f(x,y)=e^xy at (0,0).
- ZW-HESSIAN-MATRIX-005 Compute the Hessian of f(x,y)=xln y at (1,1).
- ZW-HESSIAN-MATRIX-007 Compute the trace of the Hessian of f(x,y)=x^3+y^3-3xy at (1,1).
- ZW-HESSIAN-MATRIX-008 For k>0, which value makes the Hessian of f(x,y)=x^2+kxy+y^2 singular?
- ZW-HESSIAN-MATRIX-009 Compute det H at (1,1) for f(x,y)=x^2y^2.