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Then the Hessian of \\(f\\) determines a Riemannian metric \\(g\\) on \\(Q\\) by \\(g_{ij}(x)= {\\partial^2 f(x)\\over\\partial x_i\\partial x_j}\\) and this is called a Hessian Riemannian structure on \\(Q\\). To motivate his work, the author starts with the computation of the Riemanian curvature tensor of this \\((Q,g)\\) for general dimension \\(n\\) and for \\(n= 2\\). It turns out that surprisingly, the expression only involves derivatives of order two and three and not of order four as one could expect a priori. The understanding of this phenomenon is the real motivation of the author's research explained in this paper.   This understanding comes from a nicely developed theory which leads to a characterization result of a Hessian Riemannian structure \\((Q,g)\\) on a connected open subset \\(Q\\) of \\(\\mathbb{R}^n\\) such that \\(H^1(Q,\\mathbb{R})= 0\\) in terms of a natural connection in the general linear group \\(\\text{GL}(n,\\mathbb{R})^+\\). This group is viewed as the total space of a principal \\(\\text{SO}(n)\\)-bundle over the space \\(P\\) of positive definite symmetric matrices of type \\((n\\times n)\\) and its pullback over \\(Q\\) under the map \\(g: Q\\to P\\).   After the treatment of the general case, the author considers the case \\(n=2\\) and provides an interpretation of the curvature of a Hessian Riemannian structure at a given point in terms of an umbilic point of a surface in \\(\\mathbb{R}^3\\), namely the graph of the function \\(f\\) viewed as a surface in 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