Hessian Matrices
A Hessian matrix is a square matrix of second-order partial derivatives.
Description
For a multivariate function f(x,y), the Hessian matrix is given by:
Comparison to Jacobian Matrices
A Jacobian matrix is also a square matrix of partial derivatives. Importantly however, it is formed by the first-order derivatives of a vector-valued function, such as a parameterized function.