Question #104344

Please how do we distinguish or know when it is a minimum or maximum or saddle point in an extrema of two or more variables(multivariable) function.

Expert's answer

To  distinguish between minimum or maximum or saddle points one can use the second partial derivative test.


Let's define the  Hessian matrix:

H(x,y)=(fxx(x,y)fxy(x,y)fyx(x,y)fyy(x,y))H(x,y) = \begin{pmatrix}f_{xx}(x,y) &f_{xy}(x,y)\\f_{yx}(x,y) &f_{yy}(x,y)\end{pmatrix} ,

with partial derivatives of the function f(x,y)f(x,y) .


Let D(x,y)D(x,y) be the determinate of H(x,y)H(x,y) :

D(x,y)=fxx(x,y)fyy(x,y)−(fxy(x,y))2D(x,y)=f_{xx}(x,y)f_{yy}(x,y) - \left( f_{xy}(x,y) \right)^2 .


If x=a,y=bx = a, y = b - is critical point of function, then we have the following distinguish rule:

  1. If D(a,b)>0D(a,b)>0 and fxx(a,b)>0f_{xx}(a,b)>0 then (a,b)(a,b) is a local minimum of f(x,y)f(x,y) .
  2. If D(a,b)>0D(a,b)>0 and fxx(a,b)<0f_{xx}(a,b)<0 then (a,b)(a,b) is a local maximum of f(x,y)f(x,y) .
  3. If D(a,b)<0D(a,b)<0 then (a,b)(a,b) is a saddle point of f(x,y)f(x,y) .
  4. If D(a,b)=0D(a,b)=0 then the second derivative test is inconclusive, and one should use Higher-order derivative test in order to classify the critical point.
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