Exercise · ZW-HESSIAN-MATRIX-007 · ★★☆ Intermediate

Compute the trace of the Hessian of \(f(x,y)=x^3+y^3-3xy\) at \((1,1)\).

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  • B. 12

Explanation

\(f_{xx}=6x=6\) and \(f_{yy}=6y=6\); the trace adds the diagonal: \(6+6=12\) (the mixed \(-3\) does not count).

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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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