A Hessian matrix or simply a Hessian is a matrix of all the second-order partial derivatives of a function . For example, given the function The resulting Hessian is The Hessian matrix will be symmetric if the partial derivatives of the function are continuous. The determinant of a Hessian matrix can be used as a generalisation of the second derivative test for single-variable functions. If the determinant of the Hessian positive, it will be an extreme value (minimum if the matrix is positive definite). If it is negative, there will be a saddle point. If it is 0, another test must be used.
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