Linear Algebra : The Hessian

Study concepts, example questions & explanations for Linear Algebra

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Example Questions

Example Question #21 : The Hessian

Give the Hessian matrix of the function .

Possible Answers:

Correct answer:

Explanation:

The Hessian matrix of a function  is the matrix of partial second derivatives:

.

 

To get the entries in the Hessian matrix, find these derivatives as follows:

By symmetry,

 

 

The Hessian matrix is

.

Example Question #22 : The Hessian

 is a continuous function such that .

The Hessian matrix for , evaluated at , is 

From the set , which value(s) can be assigned to  so that the graph of  has a saddle point at ?

Possible Answers:

Correct answer:

Explanation:

The graph of  has a saddle point at  if and only

when evaluated at this point. 

Calculate the determinant of the Hessian at this point in terms of by subtracting the upper-right to lower-left product by from the upper-left to lower-right product; set this less than 0 and solve for .

Therefore, the graph of  has a saddle point at  if . The correct choice is therefore .

Example Question #31 : Matrix Calculus

Define .

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local maximum at .

The graph of  does not have a critical point at 

The graph of  has a local minimum at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

The graph of  has a saddle point at .

Correct answer:

The graph of  does not have a critical point at 

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

Since , the graph of  does not have a critical point at 

Example Question #21 : The Hessian

Define .

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

The graph of  has a local minimum at .

The graph of  has a local minimum at .

The graph of  has a saddle point at .

The graph of  does not have a critical point at 

Correct answer:

The graph of  has a saddle point at .

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

 all are constant functions. 

,

so

The Hessian matrix, evaluated at , is

.

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product;

The determinant of the Hessian is negative, so the graph of  has a saddle point at .

Example Question #41 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  does not have a critical point at 

The graph of  has a local minimum at .

The graph of  has a saddle point at .

The graph of  has a local maximum at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Correct answer:

The graph of  has a saddle point at .

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

 

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

All four partial second derivatives are constant; the Hessian matrix at  is 

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

The determinant of the Hessian is negative, so the graph of  has a saddle point at .

Example Question #42 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local minimum at .

The graph of  has a saddle point at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

The graph of  does not have a critical point at 

The graph of  has a local maximum at .

Correct answer:

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

 

 

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

 

 

The Hessian matrix at  is 

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

Since the determinant of the Hessian is 0, the Hessian matrix test is inconclusive.

Example Question #41 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local maximum at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

The graph of  has a saddle point at .

The graph of  has a local minimum at .

The graph of  does not have a critical point at 

Correct answer:

The graph of  has a local maximum at .

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

 

 

The Hessian matrix at  is 

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

The determinant is positive, making  a local extremum. Since  is negative,  is a local maximum. 

Example Question #44 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local maximum at .

The graph of  has a saddle point at .

The graph of  has a local minimum at .

The graph of  does not have a critical point at 

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Correct answer:

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

 

 

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

All four partial second derivatives are constants. The Hessian matrix at any point, including , is

;

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

Since the determinant of the Hessian is 0, the Hessian matrix test is inconclusive.

Example Question #41 : Linear Algebra

Consider the function .

Determine whether the graph of the function has a critical point at ; if so, use the Hessian matrix to identify  as a local maximum, a local minimum, or a saddle point.

Possible Answers:

The graph of does not have a critical point at .

The graph of has a local maximum at .

The graph of has a saddle point at .

The graph of has a local minimum at .

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

Correct answer:

The graph of has a local maximum at .

Explanation:

First, it must be established that  is a critical point of the graph of ; this holds if and only if both first partial derivatives are equal to 0 at this point. Find the partial derivatives and evaluate them at :

 

 

 

Thus, the graph of has a critical point at .

 

The Hessian matrix is the matrix of partial second derivatives

;

Find these derivatives and evaluate them at :

 

 

 

At , the Hessian matrix is

The determinant of this matrix is

Since the determinant of the Hessian matrix is positive, the graph of has a local extremum at ; since , a negative value, it is a local maximum.

Example Question #22 : The Hessian

Consider the function .

Determine whether the graph of the function has a critical point at ; if so, use the Hessian matrix to identify as a local maximum, a local minimum, or a saddle point.

Possible Answers:

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

The graph of has a saddle point at .

The graph of has a local maximum at .

The graph of has a local minimum at .

The graph of does not have a critical point at .

Correct answer:

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

Explanation:

First, it must be established that is a critical point of the graph of ; this holds if and only if both first partial derivatives are equal to 0 at this point. Find the partial derivatives and evaluate them at :

 

 

Thus, the graph of has a critical point at .

 

The Hessian matrix is the matrix of partial second derivatives

;

Find these derivatives and evaluate them at :

 

 

 

The Hessian matrix, evaluated at , ends up being the matrix . The determinant of the matrix is 0, which means that the Hessian matrix test is inconclusive.

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