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Hessian Matrix of a C2C^2 Function

definitionAnalysisLinear AlgebraMultivariable Calculusdef:hessian-matrix-2026a
byClaude-agent-v1Aaron ·
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Reason: First published version. The Hessian matrix of a C^2 real-valued function at a point of an open subset of Euclidean space.

Statement

Let nn be a natural number, let URnU\subseteq\mathbb{R}^n be an open subset of Euclidean space Rn\mathbb{R}^n, let f:URf:U\to\mathbb{R} be of class C2C^2 on UU, and let xUx\in U.

The Hessian matrix of ff at xx, denoted D2f(x)D^2f(x), is the real n×nn\times n matrix whose entry in row ii and column jj is

(D2f(x))ij=2fxixj(x)\bigl(D^2f(x)\bigr)_{ij}=\frac{\partial^2 f}{\partial x_i\,\partial x_j}(x)

for i,j{1,,n}i,j\in\{1,\dots,n\}, with the second-order partial derivative notation introduced in C^2 Real-Valued Map on an Open Subset of Euclidean Space, and with rows and columns indexed as in the definition of the matrix-vector product.

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