Lecture 7 Part 2 Second Derivatives, Bilinear Forms, and Hessian Matrices
[AUDIO LOGO] [MOUSE CLICK] STEVEN JOHNSON: OK, so let's get started. So as I said, I'm going to do second derivatives, which is just going to be the derivative of the derivative. When you have functions from matrices to matrices or something like that, you have to think a little bit carefully just to make sure we understand what kind of thing the second derivative is. So remember when we take basically the first derivative, what we have is this linear operator, f primed of x, that takes in a little change and gives us a df, which is the f of x plus dx minus f of x to first order, dropping higher-order terms. And so it's really natural to define the second derivative as the derivative of that. So what should f double prime be? f double primed of x should take in-- let me call it dx prime. I mean, that's not a derivative. It just means a different-- we put it in here in red. This is going to be a different small change. So prime here is not derivative, it...