3

To evaluate the minima, maxima, and saddle points of a real function of 2 variables, we use the second derivative test after evaluating the critical points to identify the type of extrema they are. Recall that given a function $f(x,y)$ and the Hessian matrix function $H(f)$, the second derivative test tells us

  • If $det(H)(x_0,y_0)> 0$, and $f_{xx}(x_0, y_0) < 0$, then $(x_0,y_0)$ is a local maximum.

  • If $det(H)(x_0,y_0)> 0$, and $f_{xx}(x_0, y_0) > 0$, then $(x_0,y_0)$ is a local minimum.

  • If $det(H)(x_0,y_0)< 0$, then $(x_0,y_0)$ is a saddle point.

  • If $det(H)(x_0,y_0)=0$, then the test is inconclusive.

What I am most interested in is the last of these bullets. What is there left to do besides look at the graph in case the second derivative test yields inconclusive results? For single-variable functions, you would use a higher order derivative. However, a higher order derivative would have $2^o$ derivatives (for order $o$), so what calculation would be necessary to identify the type of critical point in this case?

Meow Mix
  • 1,010
  • I don't know the answer. The more general rule (rather than the second derivative test) in single variable real valued functions is a sign chart of the first derivative, i.e. does the first derivative change sign. I would think in multivariate functions it would be whether or not the directional derivative changes sign in all possible directions. – Jared Apr 25 '16 at 04:20
  • See my answer here: https://math.stackexchange.com/a/2870187/71829 – Keshav Srinivasan Aug 03 '18 at 05:41

0 Answers0