complex Hessian matrix


Suppose that f:ℂn→ℂ be twice differentiableMathworldPlanetmathPlanetmath and let

∂∂⁡zk:=12⁢(∂∂⁡xk-i⁢∂∂⁡yk)  and  ∂∂⁡z¯k:=12⁢(∂∂⁡xk+i⁢∂∂⁡yk).

Then the is the matrix

[∂2⁡f∂⁡z1⁢∂⁡z¯1∂2⁡f∂⁡z1⁢∂⁡z¯2…∂2⁡f∂⁡z1⁢∂⁡z¯n∂2⁡f∂⁡z2⁢∂⁡z¯1∂2⁡f∂⁡z2⁢∂⁡z¯2…∂2⁡f∂⁡z2⁢∂⁡z¯n⋮⋮⋱⋮∂2⁡f∂⁡zn⁢∂⁡z¯1∂2⁡f∂⁡zn⁢∂⁡z¯2…∂2⁡f∂⁡zn⁢∂⁡z¯n].

When applied to tangent vectors of the zero set of f, it is called the Levi form and used to define a Levi pseudoconvex point of a boundary of a domain. Note that the matrix is not the same as the (real) HessianMathworldPlanetmath. A twice continuously differentiable real valued function with a positive semidefinite real Hessian matrix at every point is convex, but a function with positive semidefinite matrix at every point is plurisubharmonic (since it’s continuousMathworldPlanetmath it’s also called a pseudoconvex function).

References

  • 1 Steven G. Krantz. , AMS Chelsea Publishing, Providence, Rhode Island, 1992.
Title complex Hessian matrix
Canonical name ComplexHessianMatrix
Date of creation 2013-03-22 14:31:16
Last modified on 2013-03-22 14:31:16
Owner jirka (4157)
Last modified by jirka (4157)
Numerical id 7
Author jirka (4157)
Entry type Definition
Classification msc 32-00
Related topic HessianMatrix