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Lecture 8
Lecture 8
Lecture 8
Consider a function f : R2 → R
Notations for Higher-Order Partial Derivatives:
∂2f
∂x 2
: Second Partial Derivative of x w.r.t. x
∂nf
∂x n : nth Partial Derivative of x w.r.t. x
∂2f ∂ ∂f
∂y ∂x = ∂y ( ∂x ) : is the partial derivative obtained by first partial
differentiating with respect to x and then with respect to y.
∂2f ∂ ∂f
∂x∂y = ∂x ( ∂y ) : is the partial derivative obtained by first partial
differentiating by y and then x.
Hessian Matrix
x ∈ RD
which collects all cubic terms of the Taylor series. Overall, the
(exact) Taylor series expansion of f at (x0 , y0 ) = (1, 2) is