Why is the Hessian of a function well-defined

only at its critical points?

Ivo Terek Couto

Defining d2 f p :
Let Mn be a differentiable manifold, f : M → R be a smooth function, and p ∈ M be
a critical point of f , that is, satisfying d f p = 0. This means that the partial derivatives
of f with respect to any chart around p vanish when evaluated at p. This allows us to
write the:
Definition. The Hessian of f at p is the bilinear form d2 f p : Tp M × Tp M → R defined
by
. n ∂2 f
d2 f p (v, w) = ∑
j
j
( p)viα wα ,
i
i,j=1 ∂xα ∂xα

where (Uα , ϕα = ( xα1 , . . . , xαn )) is a chart around p for which we write

n  n 
i ∂  j ∂ 
v = ∑ vα i  and w = ∑ wα j  .

i =1 ∂xα p i =1 ∂xα p
To make this definition valid, we have to verify that the expression does not depend
on the choice of chart around p. For this end, assume that we are given a second chart
(Uβ , ϕ β = ( x1β , . . . , x nβ )) around p. Then Uα ∩ Uβ is an open set around p (hence we
are able to take derivatives), and we may assume without loss of generality (and to
simplify the writing) that ϕα ( p) = ϕ β ( p) = 0 = (0, . . . , 0) ∈ Rn . The relation between
the coordinate vector fields along Uα ∩ Uβ , evaluated at the correct points, is just
n
∂ ∂xα` ∂
j
= ∑ j `
, j = 1, 2, . . . , n.
∂x β `=1 ∂x ∂xα
β

Seeing this as an equality between differential operators, it follows that

n
∂f ∂xα` ∂ f
j
= ∑ j ∂x` , j = 1, 2, . . . , n.
∂x β `=1 ∂x β α

Applying ∂/∂xiβ on both sides and applying the product rule, we get
n n
∂2 f ∂2 xα`
∂f ∂xαk ∂xα` ∂2 f
j
= ∑ i j ∂x` ∑ ∂xi j ∂xk ∂x` .
+
∂xiβ ∂x β `=1 ∂x β ∂x β α k,`=1 β ∂x β α α

1
 Evaluating the above at the point p kills the first sum in the right hand side, in view
of the condition d f p = 0 (which implies that (∂ f /∂xα` )( p) = 0 for ` = 1, 2, . . . , n),
resulting in
n
∂2 f ∂xαk ∂xα` ∂2 f
j
( p) = ∑ i
( 0 ) j ( 0 ) k ` ( p ).
∂xi ∂x k,`=1 ∂x β
β β∂x ∂xα ∂xα
β

Now, to compute the Hessian of f according to the chart (Uβ , ϕ β ), we need to know
the components of the tangent vectors v and w with respect to this new coordinate
basis. Using self-evident notation, we have that
j
n ∂xiβ n ∂x β
∑ ∂xr (0)vrα ∑ ∂xs (0)wαs ,
j
viβ = and wβ = i, j = 1, 2, . . . , n.
r =1 α s =1 α

Putting everything together, we finally compute:

j
n
∂2 f n
∂xαk ∂xα` ∂2 f ∂xiβ ∂x β
∑ ∑ ∂xi
j
j
( p)viβ w β = ( 0 ) j
( 0 ) k ∂x `
( p ) r
( 0 ) v r
α s
(0)wαs
i ∂x ∂x ∂x
i,j=1 ∂x β ∂x β i,j,k,`,r,s=1 β ∂x β α α α α
 
i
! j
n n k n `
∂x ∂x ∂x ∂x ∂2 f
= ∑ ∑ ∂xiα (0) ∂xr (0)  ∑ αj (0) ∂xs (0) ∂xk ∂x` ( p)vrα wαs
β β

k,`,r,s=1 i =1 β α j=1 ∂x β α α α
n
∂2 f
= ∑ δrk δs`
∂xαk ∂xα`
( p)vrα wαs
k,`,r,s=1
n
∂2 f
= ∑ k `
( p)vkα wα` ,
k,`=1 ∂xα ∂xα

as wanted. This means that the Hessian is indeed well-defined if p is a critical point of
the function f . Perhaps a more elegant approach for checking this last part, avoiding
picking the tangent vectors v and w (but which obviously boils down to the same
computation), is to write the transformation law for the differentials at the point p
instead:
n ∂x i
dxiβ  p = ∑ r (0) dxαr  p
 β 
i = 1, 2, . . . , n,
r =1
∂x α
setting up
j
 
∂xiβ
!
n n n n
∂2 f ∂xαk ∂x ` ∂2 f ∂x β
∑ ∑ ∑ ⊗ ∑
j
(0) dxiβ  p ⊗ dx β  p = (0) dxαr  (0) dxαs  
  
(0) αj (0) k ` ( p)
i,j=1 ∂xiβ ∂x β
j i
i,j,k,l =1 ∂x β ∂x β ∂xα ∂xα r =1
∂xαr p
s =1
∂xαs p

and recognizing δrk and δs` to again obtain the same conclusion.

Generalizations:
Everything here uses in a crucial way the fact that d f p = 0. So this raises the natural
question: is it possible to define such a Hessian for arbitrary points of the manifold M?

2
Without additional structure, the answer is no. If you do, however, have some extra
structure to work with, here’s what happens: let ∇ be a (Koszul) connection in the
tangent bundle TM, and define the covariant Hessian of f with respect to ∇ at p as the
map Hess∇ ( f ) p : Tp M × Tp M → R given by

Hess∇ ( f ) p (v, w) = v(w

e ( f )) − d f p (∇v w
e ),
where w e is some extension of w to a neighborhood of p (i.e., a vector field defined
in a neighborhood of p such that w e p = w). By the Leibniz rule for ∇ and its local
character, we see that the right hand side above is actually independent of the choice
of extension for w, and defines a bilinear form on Tp M. Note that if p happens to be a
critical point of f , we recover Hess∇ ( f ) p = d2 f p .
This actually induces a C∞ ( M )-bilinear map Hess∇ ( f ) : X( M) × X( M) → C∞ ( M ),
which is given in local coordinates (U, ( x1 , . . . , x n )) by
Hess∇ ( f )(∂i , ∂ j ) = ∂i ∂ j f − d f (∇∂i ∂ j )
!
n
= ∂i ∂ j f − d f ∑ Γijk ∂k
k =1
n
= ∂i ∂ j f − ∑ Γijk ∂k f ,
k =1

where the n3 functions Γijk are the connection components of ∇. Writing it in its full
glory, we have
!
n 2f n
∂ ∂ f
Hess∇ ( f ) = ∑ i ∂x j
− ∑ Γijk k dxi ⊗ dx j .
i,j=1 ∂x k =1 ∂x

One might also recognize the object Hess∇ ( f ) as the covariant differential ∇(d f ) of
the (0, 1)-tensor d f , which is then a (0, 2)-tensor. But despite all these ways of look-
ing at the Hessian, we cannot expect it to necessarily have good properties, since the
connection ∇ was so arbitrary. In fact, recall that the torsion of the connection ∇ is the
(0, 2)-tensor field τ ∇ : X( M) × X( M) → X( M) given by
τ ∇ ( X, Y ) = ∇ X Y − ∇Y X − [ X, Y ],
where [ X, Y ] is the Lie bracket of X and Y. The presence of [ X, Y ] has the purpose
of making the torsion τ ∇ C∞ ( M )-bilinear. We’ll conclude the discussion with the
following characterization of this torsion:
Proposition. τ ∇ = 0 if and only if Hess∇ ( f ) is a symmetric tensor, for every f ∈ C∞ ( M).
Proof: Given vector fields X, Y ∈ X( M), we compute directly that
Hess∇ ( f )(Y,X ) = Y ( X ( f )) − d f (∇Y X ) = X (Y ( f )) − [ X, Y ]( f ) − d f (∇Y X )
= X (Y ( f )) − d f (∇Y X + [ X, Y ]) = X (Y ( f )) − d f (∇ X Y − τ ∇ ( X, Y ))
= Hess∇ ( f )( X, Y ) + τ ∇ ( X, Y )( f ).
The conclusion follows.