 Second-order Euler identity for homogeneous functions

Let $f$ be a twice continuously differentiable function on an open domain stable under positive scaling, with $f(\lambda x)={\lambda }^{n}f(x)$. Apply the chain rule twice to the scalar function $\lambda \mapsto f(\lambda x)$ and set $\lambda =1$. The result isIn two variables, this reads $x^2{f}_{xx}+2xy{f}_{xy}+y^2{f}_{yy}=n(n-1)f$. In matrix notation it is $x^T({\nabla }^{2}f)x=n(n-1)f$, where ${\nabla }^{2}f$ is the Hessian matrix. Equivalently, the radial differential operator $D={\sum }_i{x}_i{\partial }_i$ obeys $D^{2}f=Df+{\sum }_{i,j}{x}_i{x}_j{\partial }_i{\partial }_{j}f$; substituting $Df=nf$ explains the factor $n(n-1)$.