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Analysis Ii

This document contains 5 problems related to analysis and multivariable calculus concepts: 1) Proving that a function from Rm x Rm to R is bilinear if and only if it is of the form x → x'Ax for some m x m matrix A. 2) Defining positive definite matrices and proving properties related to positive definiteness. 3) Proving an identity relating the Hessian matrix and second partial derivatives of a function. 4) Proving results about local extrema using the second derivative test. 5) Characterizing the tangent space of a level set as the kernel of the differential of the defining function.

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47 views1 page

Analysis Ii

This document contains 5 problems related to analysis and multivariable calculus concepts: 1) Proving that a function from Rm x Rm to R is bilinear if and only if it is of the form x → x'Ax for some m x m matrix A. 2) Defining positive definite matrices and proving properties related to positive definiteness. 3) Proving an identity relating the Hessian matrix and second partial derivatives of a function. 4) Proving results about local extrema using the second derivative test. 5) Characterizing the tangent space of a level set as the kernel of the differential of the defining function.

Uploaded by

jeremy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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TUTORIAL 4

ANALYSIS II

Problem 1. Prove that σ : Rm × Rm → R is a bilinear if and only if it is of the form x 7→ xt Ax


for some m × m matrix A.
Problem 2. Let A be a symmetric m × m matrix. We say that A is positive definite if all its
eigenvalues are positive.
(a) Prove that A is positive definite if and only if xt Ax > 0 for all x 6= 0 (i.e. if and only if the map
from Rm × Rm → R defined by x 7→ xt Ax is positive definite).
(b) Sylvester’s Criterion states that a symmetric matrix is positive definite if and only if all principle
minors of A (that is, submatrices obtained by deleting the last k rows and the last k columns
for some 0 ≤ k < m) have positive determinant. Prove this result when A is a 2 × 2 symmetric
matrix.
Problem 3. Let φ : Rm → R be function of class C 2 . Let x be a critical point of φ (i.e. suppose
∇φ(x) = 0). Let  2 
∂ φ
H= (x)
∂xi ∂xj
be the Hessian of φ at x. Prove that
∂2φ
(x) = v t Hv.
∂v 2
Problem 4. (a) Let φ : R → R be a function of class C 2 , and suppose φ0 (x) = 0 for some x. The
2nd derivative test tells us that if φ00 (x) > 0, then φ has a local minimum at x. Can you prove
this? In any case, for the purposes of this tutorial, assume this result in order to prove the next
part!
(b) Let φ : Rm → R be function of class C 2 . Suppose ∇φ(x) = 0 for some x. Prove that if
∂2φ
(x) > 0
∂v 2
for all v, then x is a local minimum of φ.
Problem 5. Let f −1 (x) be a regular level set in Rm , and let x be a point in f −1 (c). A curve is
a map γ : R → Rm of class C 1 . We say a curve γ is based at x if γ(0) = x. In this case we call
γ 0 (0) ∈ Tx Rm the initial velocity vector of γ. We say a curve lies in f −1 (c) if every point of its
image is contained in f −1 (c). Let V be the set of all initial velocity vectors of curves lying in f −1 (c)
and based at x. Prove that V = Tx f −1 (c) := ker Df (x). In particular:
(a) Show that V is a vector space.
(b) Show that V ⊂ ker Df (x).
(c) Show that V ⊃ ker Df (x).

Date: March 23, 2018.


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