Seonglae ChoMath
A matrix constructed using second-order derivatives of a function, therefore
the Hessian matrix has a similar meaning to second derivatives
Geometry
The Hessian matrix allows us to determine whether a particular point of a function is convex, concave, or a saddle point. It characterizes the local curvature of the function. The Hessian is a second-order approximation of local manifold geometry. For example, Taylor expansion is locally a quadratic surface (ellipsoid if positive definite, or saddle surface if indefinite, depending on eigenvalues).
Hessian Matrix Usages
