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Hessian definition makes unstated assumptions

Open teoh opened this issue 5 years ago • 0 comments

Hi!

Thanks for putting together this helpful refresher on linear algebra and calculus (link for context)! At the risk of being overly pedantic, I noticed that your definition of the Hessian says:

The hessian of f with respect to x is a n×n symmetric matrix

This is true if f has continuous second partial derivatives, but is not guaranteed in general. (Source)

teoh avatar May 07 '19 06:05 teoh