Give precise mathematical definitions or descriptions of each of the following concepts that follow. Then illustrate the definition with a graph or an algebraic example.

The Hessian and discriminant of a functionf(x,y).

Short Answer

Expert verified

Let f(x,y)be a function with continuous second-order partial derivatives on some open set S.

(a) The Hessian of fis the 2 × 2 matrix of second-order partial derivatives:Hf=2fx22fyx2fxy2fy2

(b) The discriminant of fis the determinant of the Hessian. That is,det(Hf)=2fx2·2fy2-2fxy2

Step by step solution

01

Step 1. Given information

The Hessian and discriminant of a function f(x,y).

02

Step 2. Defining hessian and discriminant

Let f(x,y)be a function with continuous second-order partial derivatives on some open set S.

(a) The Hessian of fis the 2 × 2 matrix of second-order partial derivatives: Hf=2fx22fyx2fxy2fy2

(b) The discriminant of fis the determinant of the Hessian. That is, det(Hf)=2fx2·2fy2-2fxy2

Example:

For a function, f(x,y)=3x2+3x+6y27

The first-order partial derivatives are: fx(x,y)=fx=6x+3andfy(x,y)=fy=12y

The second-order partial derivatives are: fxx(x,y)=2fx2=6,fyy(x,y)=2fy2=12andfxy(x,y)=2fxy=0

The Hessian is: Hf=60012

The discriminant of the function or determinant of the hessian is:

detHf=2fx22fy2-2fxy2=6×12-0=72

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