An explicit formula of Hessian determinants of composite functions and its applications
Kragujevac Journal of Mathematics, Tome 36 (2012) no. 1, p. 27
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
The determinants of Hessian matrices of differentiable functions play important roles in many areas in mathematics. In practice it can be difficult to compute the Hessian determinants for functions with many variables. In this article we derive a very simple explicit formula for the Hessian determinants of composite functions of the form: $f({\bf x})=F(h_{1}(x_{1})+\cdots+ h_{n}(x_{n})).$ Several applications of the Hessian determinant formula to production functions in microeconomics are also given in this article.
Classification :
15A15 15 20 90A11
Keywords: Determinant, Hessian matrix, composite function, Hessian determinant formula, generalized CES production function, generalized Cobb-Douglas production function
Keywords: Determinant, Hessian matrix, composite function, Hessian determinant formula, generalized CES production function, generalized Cobb-Douglas production function
@article{KJM_2012_36_1_a1,
author = {Bang-Yen Chen},
title = {An explicit formula of {Hessian} determinants of composite functions and its applications},
journal = {Kragujevac Journal of Mathematics},
pages = {27 },
year = {2012},
volume = {36},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KJM_2012_36_1_a1/}
}
Bang-Yen Chen. An explicit formula of Hessian determinants of composite functions and its applications. Kragujevac Journal of Mathematics, Tome 36 (2012) no. 1, p. 27 . http://geodesic.mathdoc.fr/item/KJM_2012_36_1_a1/