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单词 ComplexHessianMatrix
释义

complex Hessian matrix


Suppose that f:n be twice differentiableMathworldPlanetmathPlanetmathand let

zk:=12(xk-iyk) and z¯k:=12(xk+iyk).

Then the is the matrix

[2fz1z¯12fz1z¯22fz1z¯n2fz2z¯12fz2z¯22fz2z¯n2fznz¯12fznz¯22fznz¯n].

When applied to tangent vectors of the zero set of f,it is called the Levi form and used to define a Levipseudoconvex point of a boundary of a domain. Note that the matrix is not the same as the (real) HessianMathworldPlanetmath. A twice continuouslydifferentiable real valuedfunction with apositive semidefinite real Hessian matrix at every point is convex, but a function withpositive semidefinite matrix at every point isplurisubharmonic (since it’scontinuousMathworldPlanetmath it’s also called a pseudoconvex function).

References

  • 1 Steven G. Krantz.,AMS Chelsea Publishing, Providence, Rhode Island, 1992.
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