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A.V. Ramakrishna, T.V.N. Prasanna, N.N. Sairam,
Eigenvalue Analysis of Hessian Matrices in Quadratic Loss Functions for Machine Learning Optimization.
Int. J. Math. Comput. Sci., 20, no. 3, (2025), 763-766

DOI:

https://doi.org/10.69793/ijmcs/03.2025/ramakrishna

Keywords and phrases:

Symmetric circulant matrix, Hessian matrix, Critical point.

Abstract:

Quadratic functions are fundamental to understand optimization landscapes in machine learning. In this study, we focus on the optimization of a class of quadratic loss functions, examining their behavior through the construction of Hessian matrices and the analysis of their eigenvalues.