A simple criterion for checking if a given stationary point of a real-valued function F(x,y) of two real variables is a saddle point is to compute the function's Hessian matrix at that point: if the Hessian is indefinite, then that point is a saddle point. For example, the Hessian matrix of the function z = x 2 − y 2 {\displaystyle z=x^{2}-y^{2}} at the stationary point ( x , y , z ) = ( 0 , 0 , 0 ) {\displaystyle (x,y,z)=(0,0,0)} is the matrix
which is indefinite. Therefore, this point is a saddle point. This criterion gives only a sufficient condition. For example, the point ( 0 , 0 , 0 ) {\displaystyle (0,0,0)} is a saddle point for the function z = x 4 − y 4 , {\displaystyle z=x^{4}-y^{4},} but the Hessian matrix of this function at the origin is the null matrix, which is not indefinite.
In the most general terms, a saddle point for a smooth function (whose graph is a curve, surface or hypersurface) is a stationary point such that the curve/surface/etc. in the neighborhood of that point is not entirely on any side of the tangent space at that point.
In a domain of one dimension, a saddle point is a point which is both a stationary point and a point of inflection. Since it is a point of inflection, it is not a local extremum.
A saddle surface is a smooth surface containing one or more saddle points.
Classical examples of two-dimensional saddle surfaces in the Euclidean space are second order surfaces, the hyperbolic paraboloid z = x 2 − y 2 {\displaystyle z=x^{2}-y^{2}} (which is often referred to as "the saddle surface" or "the standard saddle surface") and the hyperboloid of one sheet. The Pringles potato chip or crisp is an everyday example of a hyperbolic paraboloid shape.
Saddle surfaces have negative Gaussian curvature which distinguish them from convex/elliptical surfaces which have positive Gaussian curvature. A classical third-order saddle surface is the monkey saddle.3
In a two-player zero sum game defined on a continuous space, the equilibrium point is a saddle point.
For a second-order linear autonomous system, a critical point is a saddle point if the characteristic equation has one positive and one negative real eigenvalue.4
In optimization subject to equality constraints, the first-order conditions describe a saddle point of the Lagrangian.
In dynamical systems, if the dynamic is given by a differentiable map f then a point is hyperbolic if and only if the differential of ƒ n (where n is the period of the point) has no eigenvalue on the (complex) unit circle when computed at the point. Then a saddle point is a hyperbolic periodic point whose stable and unstable manifolds have a dimension that is not zero.
A saddle point of a matrix is an element which is both the largest element in its column and the smallest element in its row.
Howard Anton, Irl Bivens, Stephen Davis (2002): Calculus, Multivariable Version, p. 844. ↩
Chiang, Alpha C. (1984). Fundamental Methods of Mathematical Economics (3rd ed.). New York: McGraw-Hill. p. 312. ISBN 0-07-010813-7. 0-07-010813-7 ↩
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von Petersdorff 2006 - von Petersdorff, Tobias (2006), "Critical Points of Autonomous Systems", Differential Equations for Scientists and Engineers (Math 246 lecture notes) https://www.math.umd.edu/~petersd/246/stab.html ↩