Hessian
Overview
The Hessian is a matrix representation of the
second derivative
of a
multi-variable function. It is used in the multi-variable
Taylors Theorem.
Hessian
The Hessian
matrix
is a symmetric nxn matrix
{%
\begin{bmatrix}
\frac{\partial^2{f}}{\partial{x_1}^2} & \frac{\partial^2{f}}{\partial{x_1}\partial{x_2}}& ... & \frac{\partial^2{f}}{\partial{x_1}\partial{x_n}} \\
... \\
\frac{\partial^2{f}}{\partial{x_n}\partial{x_1}} & \frac{\partial^2{f}}{\partial{x_n}\partial{x_2}} & ... & \frac{\partial^2{f}}{\partial{x_n}^2} \\
\end{bmatrix}
%}
Hessian API
The
hessian api
provides a library for calculating the hessian of a given function.
