Hessian Matrix Calculator

Introduction to Hessian Matrix Calculator:

Hessian matrix Calculator is the best source that helps you to calculate Hessian matrix of multivariable functions for 2 by 2 or 3 by 3 matrices. It is used to compute the second-order partial differential equation to get information about the curvature of a given point.

Hessian calculator is a learning tool that helps you to easily learn the concept of Hessian matrix without taking any help from others because it provides you with the solution of a given matrix in steps by sitting at home.

What is Hessian Matrix?

Hessian matrix is a type of square matrix that is used for several function variables by taking the second order of the partial differential equation. It gives a better understanding of the behavior of the local curvature of a given function.

It is a crucial process for multivariable functions as it is widely used in economics, physics, optimization algorithms, machine learning, and complex modeling to analyze the behavior of a function's local curvature at a specific point.

Formula of Hessian Matrix:

The Hessian matrix formula consists of a serval variable function which is partially differentiated twice times with respect to its variable as per the given function. The Hessian matrix is denoted by Hf for 2 by 2 to n by n matrix of a multivariable function. The formula behind the Hessian matrix calculator is,

$$ f: R^n \rightarrow R $$

$$ H_f \;=\; \left[ \begin{matrix} \frac{\partial^2 f}{\partial x_1^2} & \frac{\partial^2 f}{\partial x_1 \partial x_2} & \cdots & \frac{\partial^2 f}{\partial x_1 \partial x_n} \\ \frac{\partial^2 f}{\partial x_2 \partial x_1} & \frac{\partial^2 f}{\partial x_2^2} & \cdots & \frac{\partial^2 f}{\partial x_2 \partial x_n} \\ \vdots{\frac{\partial^2 f}{\partial x_n \partial x_1}} & \frac{\partial^2 f}{\partial x_n \partial x_2} & \cdots & \frac{\partial^2 f}{\partial x_n^2} \\ \end{matrix} \right] $$

$$ f: R^2 \rightarrow R $$

$$ H_{(f(x,y))} \;=\; \left[ \begin{matrix} \frac{\partial^2 f}{\partial x^2} & \frac{\partial^2 f}{\partial x \partial y} \\ \frac{\partial^2 f}{\partial x \partial y} & \frac{\partial^2 f}{\partial y} \\ \end{matrix} \right] \;=\; \left[ \begin{matrix} f_{xx} & f_{xy} \\ f_{xy} & f_{yy} \\ \end{matrix} \right] $$

How to Calculate the Hessian Matrix?

The calculation of the Hessian matrix has a series of steps to determine the second-order partial derivatives of a multivariable function. Here is a guide to let you understand how the hesse matrix calculator calculate Hessian matrix problem quickly.

Step 1:

Identify the given multivariable function f(x1,x2,....,xn) for which you want to calculate the hessian matrix.

Step 2:

Construct the Hessian matrix as per the given function variable. If it has two variables then you can take a 2 by 2 hessian matrix.

Step 3:

Calculate the first-order partial derivatives of the function with respect to each variable.

$$ \frac{\partial f}{\partial x_1},\; \frac{\partial f}{\partial x_2},..., \frac{\partial f}{\partial x_n} $$

Then again take the second-order partial derivatives with respect to the same variable:

$$ \frac{\partial^2 f}{\partial x_i^2} $$

Take the second-order mixed partial derivatives with respect to different variables,

$$ \frac{\partial^2 f}{\partial x_i \partial x_j} $$

Step 4:

Put the second-order partial derivatives into a square matrix. For a function with n variables, the Hessian matrix will be an n×n matrix.

$$ H_f \;=\; \left[ \begin{matrix} \frac{\partial^2 f}{\partial x_1^2} & \frac{\partial^2 f}{\partial x_1 \partial x_2} & \cdots & \frac{\partial^2 f}{\partial x_1 \partial x_n} \\ \frac{\partial^2 f}{\partial x_2 \partial x_1} & \frac{\partial^2 f}{\partial x_2^2} & \cdots & \frac{\partial^2 f}{\partial x_2 \partial x_n} \\ \vdots{\frac{\partial^2 f}{\partial x_n \partial x_1}} & \frac{\partial^2 f}{\partial x_n \partial x_2} & \cdots & \frac{\partial^2 f}{\partial x_n^2} \\ \end{matrix} \right] $$

Step 5:

Lastly, take the determinant and solve it to get the solution of the given function.

Step 6:

After simplification, you have three cases to check the concavity of a multivariable function. These case are,

1. If the Hessian matrix has a positive value then you have a local minimum of the given several variable functions.
2. If it has a negative value, the critical point is a local maxima at curvature.
3. If the Hessian matrix has zero value, then the critical point has the point of inflection.

Practical Example of Hessian Matrix:

An example of hessian matrix with the solution is given below to let you understand the working process of Hessian matrix calculator.

Example: find the hessian matrix,

$$ f(x,y,z) \;=\; x^3 + 3x + y^2 + 3y + 3z $$

Solution:

How to Use Hessian Matrix Calculator?

The Hessian calculator has a user-friendly layout that helps you to find the value from the given Hessian matrix problem instantly. You need to put your problem in this tool by following some of our guidelines that will keep you away from any trouble. These steps are:

• Choose the type of multivariable function that fits your required Hessian matrix function.
• Enter the value of the multivariable function for the Hessian matrix in the input field.
• Review your given input value before clicking the calculate button to get the exact solution of the multivariable function in the Hessian matrix.
• Click the “Calculate” button for the solution of variable values from the Hessian matrix problems.
• If you want to check the hesse matrix calculator then use the load example to get an idea about its evaluation process.
• Click the “Recalculate” button for the solution of more examples of the Hessian matrix question.

Final Result of Hessian Calculator:

The Hessian Matrix Calculator provides you the solution for finding the several function variables for the Hessian matrix based on your input values when you click on the calculate button. It may include as:

In the Result Box:

When you click on the result button, you get the solution of multivariable function values using Hessian matrix method.

Steps Box:
Click on the steps option so that you get the solution of multivariable function hessian matrix questions in a step-by-step method.

Benefits of Hesse Matrix Calculator:

The hessian calculator has multiple benefits whenever you use it to solve the Hessian matrix problems for finding the local curvature in the solution. You just need to add the input value and get a solution without doing anything else.

• It is a trustworthy tool that always provides you with accurate solutions to the hessian matrix questions.
• It is an efficient tool that evaluates hessian matrix problems with solutions in a few seconds.
• Our Calculator is an educational tool that helps children learn about the concept of the hessian matrix very easily on online platforms.
• It is a handy tool that can solve different types of multivariable functions to find the solution quickly without putting in external effort.
• Hessian matrix calculator is a free tool that allows you to use it for the calculation of Hessian matrix multivariable function problems.
• It is an easy-to-use tool, anyone or even a beginner can easily use it for the solution of hessian matrix problems.
• Our Calculator operates through all devices desktop, mobile, or laptop on the internet to solve hessian problems.