Using function hess to analyze extrema – HP 49g+ User Manual

Page 463

Advertising
background image

Page 14-6


We find critical points at (X,Y) = (1,0), and (X,Y) = (-1,0). To calculate the
discriminant, we proceed to calculate the second derivatives, fXX(X,Y) =

2

f/

∂X

2

, fXY(X,Y) =

2

f/

∂X/∂Y, and fYY(X,Y) = ∂

2

f/

∂Y

2

.


The last result indicates that the discriminant is

∆ = -12X, thus, for (X,Y) = (1,0),

∆ <0 (saddle point), and for (X,Y) = (-1,0), ∆>0 and ∂

2

f/

∂X

2

<0 (relative

maximum). The figure below, produced in the calculator, and edited in the
computer, illustrates the existence of these two points:

Using function HESS to analyze extrema

Function HESS can be used to analyze extrema of a function of two variables
as shown next. Function HESS, in general, takes as input a function of n
independent variables

φ(x

1

, x

2

, …,x

n

), and a vector of the functions [‘x

1

‘x

2

’…’x

n

’]. Function HESS returns the Hessian matrix of the function

φ, defined

as the matrix H = [h

ij

] = [

2

φ/∂x

i

∂x

j

], the gradient of the function with respect

to the n-variables, grad f = [

∂φ/∂x

1

,

∂φ/∂x

2

, …

∂φ/∂x

n

], and the list of

variables [‘x

1

’ ‘x

2

’…’x

n

’].

Advertising
This manual is related to the following products: