Hessian and Jacobian Matrix

Hessian Matrix

“We can use Hessian to find out how big a step we need to make from our current point to the point of minima or maxima, depending on the sign of the Hessian (i.e. the determinant of the Hessian matrix). By repeatedly performing an update that takes into account the inverse of the Hessian matrix, one can reach the local minimum/maximum. the update looks like:
\theta=\theta-\mathbf{H}^{-1} f'(\theta). “

  1. https://www.quora.com/What-is-the-Hessian-matrix-What-is-it-used-for-and-for-what-reason
  2. https://www.khanacademy.org/math/multivariable-calculus/applications-of-multivariable-derivatives/quadratic-approximations/a/the-hessian

Jacobian Matrix

  1. http://isomorphism.es/post/6077102385/jacobian

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