Matrix of second derivatives
For 2-D:
$
\mathbf{H}=\begin{bmatrix}\frac{\partial^2f}{\partial x^2}&\frac{\partial^2f}{\partial x\partial y}\\\frac{\partial^2f}{\partial y\partial x}&\frac{\partial^2f}{\partial y^2}\end{bmatrix}
$
For 3-D:
$
\mathbf{H}=\begin{bmatrix}\frac{\partial^2f}{\partial x^2}&\frac{\partial^2f}{\partial x\partial y}&\frac{\partial^2f}{\partial x\partial z}\\\frac{\partial^2f}{\partial y\partial x}&\frac{\partial^2f}{\partial y^2}&\frac{\partial^2f}{\partial y\partial z}\\\frac{\partial^2f}{\partial z\partial x}&\frac{\partial^2f}{\partial z\partial y}&\frac{\partial^2f}{\partial z^2}\end{bmatrix}
$