Second-derivative Test For Extrema Of Functions Of Two Variables



Proof of the second-derivative test. Our goal is to derive the second-derivative test, which determines the nature of a critical point of a function of two variables, that is, whether a critical point is a local minimum, a local maximum, or a saddle point, or none of these. In general for a function of n variables, it is determined by the algebraic sign of a certain quadratic form, which in turn is determined by eigenvalues of the Hessian matrix [Apo, Section 9.11]. This approach however relies on results on eigenvalues, and it may take several lectures to fully develop. Here we focus on the simpler setting when n = 2 and derive a test using the algebraic sign of the second derivative of the function.

The full proof can be found in the featured book below: T. Apostol, Calculus, vol. II, Second edition, Wiley, 1967

Featured book:

Calculus, Vol. 2: Multi-Variable Calculus and Linear Algebra with Applications to Differential Equations and Probability (Volume 2)