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  1. #1
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    help with hessian matrix

    Hi there.

    If i have a 4x4 hessian matrix, how can i determine if its a local max/min or saddle, aside from using the eigenvalue method? I was wondering if there was another way of doing it that wouldn't require a calculator after that many steps.
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  2. #2
    MHF Contributor FernandoRevilla's Avatar
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    Re: help with hessian matrix

    Quote Originally Posted by Kuma View Post
    If i have a 4x4 hessian matrix, how can i determine if its a local max/min or saddle, aside from using the eigenvalue method?
    Sylvester's criterion.
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  3. #3
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    Re: help with hessian matrix

    Cant believe this slipped my mind but how about just finding determinants of the submatricies to find out the nature of the point? easier than doing the eigenvalue method.
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