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

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s