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Lec 11.2

The document discusses using the Hessian matrix and second derivative test to find and classify local extrema of multivariable functions. It explains that for a function f(x,y), a point a is a critical point if the partial derivatives are 0 or undefined at a. The Hessian test can then be applied at critical points a to determine if a is a local minimum, maximum or saddle point based on the sign of the Hessian determinant and second partial derivative values. Examples demonstrating applying this test to several functions are also provided.

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11 views25 pages

Lec 11.2

The document discusses using the Hessian matrix and second derivative test to find and classify local extrema of multivariable functions. It explains that for a function f(x,y), a point a is a critical point if the partial derivatives are 0 or undefined at a. The Hessian test can then be applied at critical points a to determine if a is a local minimum, maximum or saddle point based on the sign of the Hessian determinant and second partial derivative values. Examples demonstrating applying this test to several functions are also provided.

Uploaded by

avnworspace978
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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The Hessian matrix and local extrema for f (x, y )

Sarang S. Sane
Recall : the second derivative test

Let f : D → R be a function of one variable on the domain D.


Recall : the second derivative test

Let f : D → R be a function of one variable on the domain D.

A point a ∈ D is a critical point if either f is not differentiable at a


or f 0 (a) = 0.
Recall : the second derivative test

Let f : D → R be a function of one variable on the domain D.

A point a ∈ D is a critical point if either f is not differentiable at a


or f 0 (a) = 0.

Suppose f is twice differentiable at a. Then the second derivative


test can be applied to check the nature of the critical points.
Recall : the second derivative test

Let f : D → R be a function of one variable on the domain D.

A point a ∈ D is a critical point if either f is not differentiable at a


or f 0 (a) = 0.

Suppose f is twice differentiable at a. Then the second derivative


test can be applied to check the nature of the critical points.

1. If a is a critical point and f 00 (a) > 0, then a is a local


minimum.
Recall : the second derivative test

Let f : D → R be a function of one variable on the domain D.

A point a ∈ D is a critical point if either f is not differentiable at a


or f 0 (a) = 0.

Suppose f is twice differentiable at a. Then the second derivative


test can be applied to check the nature of the critical points.

1. If a is a critical point and f 00 (a) > 0, then a is a local


minimum.
2. If a is a critical point and f 00 (a) < 0, then a is a local
maximum.
Recall : the second derivative test

Let f : D → R be a function of one variable on the domain D.

A point a ∈ D is a critical point if either f is not differentiable at a


or f 0 (a) = 0.

Suppose f is twice differentiable at a. Then the second derivative


test can be applied to check the nature of the critical points.

1. If a is a critical point and f 00 (a) > 0, then a is a local


minimum.
2. If a is a critical point and f 00 (a) < 0, then a is a local
maximum.
3. If a is a critical point and f 00 (a) = 0, then the test is
inconclusive.
Recall : critical points for multivariable functions
Recall : critical points for multivariable functions

Let f (x1 , x2 , . . . , xn ) be a scalar-valued multivariable function


defined on a domain D in Rn .
Recall : critical points for multivariable functions

Let f (x1 , x2 , . . . , xn ) be a scalar-valued multivariable function


defined on a domain D in Rn .

A point a ∈ D is called a critical point of a function f (x ) if either


∼ ∼
∇f (a ) does not exist or ∇f (a ) exists and ∇f (a ) = 0.
∼ ∼ ∼
Recall : critical points for multivariable functions

Let f (x1 , x2 , . . . , xn ) be a scalar-valued multivariable function


defined on a domain D in Rn .

A point a ∈ D is called a critical point of a function f (x ) if either


∼ ∼
∇f (a ) does not exist or ∇f (a ) exists and ∇f (a ) = 0.
∼ ∼ ∼

Every local extremum is a critical point.


Recall : critical points for multivariable functions

Let f (x1 , x2 , . . . , xn ) be a scalar-valued multivariable function


defined on a domain D in Rn .

A point a ∈ D is called a critical point of a function f (x ) if either


∼ ∼
∇f (a ) does not exist or ∇f (a ) exists and ∇f (a ) = 0.
∼ ∼ ∼

Every local extremum is a critical point.

Unfortunately, not all critical points are local extrema.


Recall : critical points for multivariable functions

Let f (x1 , x2 , . . . , xn ) be a scalar-valued multivariable function


defined on a domain D in Rn .

A point a ∈ D is called a critical point of a function f (x ) if either


∼ ∼
∇f (a ) does not exist or ∇f (a ) exists and ∇f (a ) = 0.
∼ ∼ ∼

Every local extremum is a critical point.

Unfortunately, not all critical points are local extrema.

A saddle point is a critical point a such that ∇f (a ) exists and


∼ ∼
∇f (a ) = 0 but a is not a local extremum.
∼ ∼
The Hessian test : Classifying critical points of f (x, y )
The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .


The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .

Let a be a critical point of f such that the first and second order
∼
partial derivatives are continuous in an open ball around a .
∼
The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .

Let a be a critical point of f such that the first and second order
∼
partial derivatives are continuous in an open ball around a .
∼

Then the Hessian test can be applied to check the nature of the
critical point a .
∼
The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .

Let a be a critical point of f such that the first and second order
∼
partial derivatives are continuous in an open ball around a .
∼

Then the Hessian test can be applied to check the nature of the
critical point a .
∼

1. If det(Hf (a )) > 0 and fxx (a ) > 0 then a is a local minimum.


∼ ∼ ∼
The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .

Let a be a critical point of f such that the first and second order
∼
partial derivatives are continuous in an open ball around a .
∼

Then the Hessian test can be applied to check the nature of the
critical point a .
∼

1. If det(Hf (a )) > 0 and fxx (a ) > 0 then a is a local minimum.


∼ ∼ ∼
2. If det(Hf (a )) > 0 and fxx (a ) < 0 then a is a local maximum.
∼ ∼ ∼
The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .

Let a be a critical point of f such that the first and second order
∼
partial derivatives are continuous in an open ball around a .
∼

Then the Hessian test can be applied to check the nature of the
critical point a .
∼

1. If det(Hf (a )) > 0 and fxx (a ) > 0 then a is a local minimum.


∼ ∼ ∼
2. If det(Hf (a )) > 0 and fxx (a ) < 0 then a is a local maximum.
∼ ∼ ∼
3. If det(Hf (a )) < 0 then a is a saddle point.
∼ ∼
The Hessian test : Classifying critical points of f (x, y )

Let f (x, y ) be a function defined on a domain D in R2 .

Let a be a critical point of f such that the first and second order
∼
partial derivatives are continuous in an open ball around a .
∼

Then the Hessian test can be applied to check the nature of the
critical point a .
∼

1. If det(Hf (a )) > 0 and fxx (a ) > 0 then a is a local minimum.


∼ ∼ ∼
2. If det(Hf (a )) > 0 and fxx (a ) < 0 then a is a local maximum.
∼ ∼ ∼
3. If det(Hf (a )) < 0 then a is a saddle point.
∼ ∼
4. If det(Hf (a )) = 0 then the test is inconclusive.
∼
Examples
f (x, y ) = x 2 + y 2 f (x, y ) = −x 2 − y 2

f (x, y ) = x 2 − y 2 f (x, y ) = x 4 + y 4
Examples (contd.)
f (x, y ) = x 2 + 6xy + 4y 2 + 2x − 4y

f (x, y ) = xy − x 3 − y 2
Examples (contd.)
f (x, y ) = sin(xy )
Thank you

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