Hessian Automatic Differentiation
In applied mathematics, Hessian automatic differentiation are techniques based on automatic differentiation (AD) that calculate the second derivative of an n-dimensional function, known as the Hessian matrix In mathematics, the Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables. The Hessian matrix was developed .... When examining a function in a neighborhood of a point, one can discard many complicated global aspects of the function and accurately approximate it with simpler functions. The quadratic approximation is the best-fitting quadratic in the neighborhood of a point, and is frequently used in engineering and science. To calculate the quadratic approximation, one must first calculate its gradient and Hessian matrix. Let f: \mathbb^n \rightarrow \mathbb , for each x \in \mathbb^n the Hessian matrix H(x) \in \mathbb^ is the seco ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Applied Mathematics
Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical science and specialized knowledge. The term "applied mathematics" also describes the professional specialty in which mathematicians work on practical problems by formulating and studying mathematical models. In the past, practical applications have motivated the development of mathematical theories, which then became the subject of study in pure mathematics where abstract concepts are studied for their own sake. The activity of applied mathematics is thus intimately connected with research in pure mathematics. History Historically, applied mathematics consisted principally of applied analysis, most notably differential equations; approximation theory (broadly construed, to include representations, asymptotic methods, variational ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Automatic Differentiation
In mathematics and computer algebra, automatic differentiation (AD), also called algorithmic differentiation, computational differentiation, auto-differentiation, or simply autodiff, is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, etc.) and elementary functions (exp, log, sin, cos, etc.). By applying the chain rule repeatedly to these operations, derivatives of arbitrary order can be computed automatically, accurately to working precision, and using at most a small constant factor more arithmetic operations than the original program. Automatic differentiation is distinct from symbolic differentiation and numerical differentiation. Symbolic differentiation faces the difficulty of converting a computer program into a single mathematical expression and ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Hessian Matrix
In mathematics, the Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables. The Hessian matrix was developed in the 19th century by the German mathematician Ludwig Otto Hesse and later named after him. Hesse originally used the term "functional determinants". Definitions and properties Suppose f : \R^n \to \R is a function taking as input a vector \mathbf \in \R^n and outputting a scalar f(\mathbf) \in \R. If all second-order partial derivatives of f exist, then the Hessian matrix \mathbf of f is a square n \times n matrix, usually defined and arranged as follows: \mathbf H_f= \begin \dfrac & \dfrac & \cdots & \dfrac \\ .2ex \dfrac & \dfrac & \cdots & \dfrac \\ .2ex \vdots & \vdots & \ddots & \vdots \\ .2ex \dfrac & \dfrac & \cdots & \dfrac \end, or, by stating an equation for the coefficients using indices i and j, (\mathbf H_f)_ = \fra ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Hessian Matrix With Columns Coloured
A Hessian is an inhabitant of the German state of Hesse. Hessian may also refer to: Named from the toponym * Hessian (soldier), eighteenth-century German regiments in service with the British Empire **Hessian (boot), a style of boot ** Hessian fabric, coarse woven material ** Hessian fly or barley midge, a species of fly (thought to be introduced by Hessian soldiers) *Hessian dialects, West Central German group of dialects * Hessian crucible, a type of ceramic crucible *Hessian Cup, a regional cup competition in German football Named for Otto Hesse * Hessian matrix, in mathematics, is a matrix of second partial derivatives **Hessian affine region detector, a feature detector used in the fields of computer vision and image analysis **Hessian automatic differentiation ** Hessian equations, partial differential equations (PDEs) based on the Hessian matrix *Hessian pair or Hessian duad in mathematics * Hessian form of an elliptic curve *Hessian group * Hessian polyhedron * Gloss ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Compact Matrix Hessian Matrix
Compact as used in politics may refer broadly to a pact or treaty; in more specific cases it may refer to: * Interstate compact * Blood compact, an ancient ritual of the Philippines * Compact government, a type of colonial rule utilized in British North America * Compact of Free Association whereby the sovereign states of the Federated States of Micronesia, the Republic of the Marshall Islands and the Republic of Palau have entered into as associated states with the United States. * Mayflower Compact, the first governing document of Plymouth Colony * United Nations Global Compact * Global Compact for Migration, a UN non-binding intergovernmental agreement Mathematics * Compact element, those elements of a partially ordered set that cannot be subsumed by a supremum of any directed set that does not already contain them * Compact operator, a linear operator that takes bounded subsets to relatively compact subsets, in functional analysis * Compact space, a topological space such ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Differential Calculus
In mathematics, differential calculus is a subfield of calculus that studies the rates at which quantities change. It is one of the two traditional divisions of calculus, the other being integral calculus—the study of the area beneath a curve. The primary objects of study in differential calculus are the derivative of a function, related notions such as the differential, and their applications. The derivative of a function at a chosen input value describes the rate of change of the function near that input value. The process of finding a derivative is called differentiation. Geometrically, the derivative at a point is the slope of the tangent line to the graph of the function at that point, provided that the derivative exists and is defined at that point. For a real-valued function of a single real variable, the derivative of a function at a point generally determines the best linear approximation to the function at that point. Differential calculus and integral calculus are ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |