Symmetry of Second Derivatives - Hessian Matrix

This matrix of second-order partial derivatives of f is called the Hessian matrix of f. The entries in it off the main diagonal are the mixed derivatives; that is, successive partial derivatives with respect to different variables.

In most circumstances the Hessian matrix is symmetric. Mathematical analysis reveals that symmetry requires a hypothesis on f that goes further than simply stating the existence of the second derivatives at a particular point. Clairaut's theorem gives a sufficient condition on f for this to occur.

Read more about this topic:  Symmetry Of Second Derivatives

Famous quotes containing the word matrix:

    “The matrix is God?”
    “In a manner of speaking, although it would be more accurate ... to say that the matrix has a God, since this being’s omniscience and omnipotence are assumed to be limited to the matrix.”
    “If it has limits, it isn’t omnipotent.”
    “Exactly.... Cyberspace exists, insofar as it can be said to exist, by virtue of human agency.”
    William Gibson (b. 1948)