Exercise · ZW-HESSIAN-MATRIX-010 · ★★★ Advanced

What size is the Hessian of a function \(f(x,y,z)\) of three variables?

Choose one option.

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  • B. \(3\times3\)

Explanation

There is one row and one column per variable, holding the nine second derivatives \(f_{ij}\); for two variables it was \(2\times2\).

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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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