Labware - MA35 Multivariable Calculus - Three Variable Calculus

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Hessian Matrices

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The Hessian matrix H of a function f(x,y,z) is defined as the 3 * 3 matrix with rows [fxx, fxy, fxz], [fyx, fyy, fyz], and [fzx, fzy, fzz].

For twice continuously differentiable functions, a critical point will be a maximum or minimum if and only if the solutions λ to det(H - λI) = 0 are all positive.

Demos

Exercises

  • 1. Are the solutions to det(H - λI) = 0 all positive at the point (0, 0, 0) for f(x, y, z) = x2 + y2 + z2? Why should this answer be expected (consider the geometric meaning of x2 + y2 + z2)?
  • 2. Are the solutions to det(H - λI) = 0 all positive at the point (0, 0, 0) for f(x, y, z) = x2 + y2 - z2?
  • 3. Explain why in the two dimensional case, a set of all positive solutions λ to det(H - λI) = 0 implies that fxxfyy - fxyfyx > 0.