请输入您要查询的字词:

 

单词 RelationsBetweenHessianMatrixAndLocalExtrema
释义

relations between Hessian matrix and local extrema


Let x be a vector, and let H(x) be the HessianMathworldPlanetmath for f at a point x. Let f have continuousMathworldPlanetmath partial derivativesMathworldPlanetmathof first and second order in a neighborhoodMathworldPlanetmath of x. Let f(x)=0.

If H(x) is positive definitePlanetmathPlanetmath (http://planetmath.org/PositiveDefinite), then x is a strict local minimum for f.

If x is a local minimum for x, then H(x) is positive semidefinite.

If H(x) is negative definite (http://planetmath.org/NegativeDefinite), then x is a strict local maximum for f.

If x is a local maximum for x, then H(x) is negative semidefinite.

If H(x) is indefinite, x is a nondegenerate saddle point.

If the case when the dimensionPlanetmathPlanetmath of x is 1 (i.e. f:), this reduces to the Second Derivative TestMathworldPlanetmath, which is as follows:

Let the neighborhood of x be in the domain for f, and let f have continuous partial derivatives of first and second order.Let f(x)=0. If f′′(x)>0, then x is a strict local minimum. If f′′(x)<0, then x is a strict local maximum. In the case that f′′(x)=0, being f′′′(x)0, x is said to be an inflexion point (also called turning point). A typical example is f(x)=sinx, f′′(x)=-sinx=0, x=nπ, n=0,±1,±2,,f′′′(x)=-cosx, f′′′(nπ)=-cosnπ=(-1)n+10.

随便看

 

数学辞典收录了18232条数学词条,基本涵盖了常用数学知识及数学英语单词词组的翻译及用法,是数学学习的有利工具。

 

Copyright © 2000-2023 Newdu.com.com All Rights Reserved
更新时间:2025/5/4 22:08:35