Prove that a function is the quadratic form associated to

In summary, the conversation discusses a C2 function G:R2\rightarrowR and its Taylor expansion. The problem is to show that 2G(x,y)=(x,y).HG(0,0).(x,y)t, given that G(tx,ty)=t2G(x,y). The solution involves using the Hessian matrix of G evaluated at a point c on the line segment from (0,0) to (x,y).
  • #1
Andrés85
10
0

Homework Statement



Let G:R2[itex]\rightarrow[/itex]R be a C2 function such that G(tx,ty)=t2G(x, y). Show that:

2G(x,y)=(x,y).HG(0,0).(x,y)t

The Attempt at a Solution



G is C2, so its Taylor expansion is:

G(x,y) = G(0,0) + [itex]\nabla[/itex]G(0,0).(x,y) + [itex]\frac{1}{2}[/itex](x,y).HG(c).(x,y)t,

where c lies on the line segment that goes from (0,0) to (x,y).

Using that G(tx,ty)=t2G(x,y) I get that G(0,0) and the linear term equals 0.

The problem is that I have HG(c) in the quadratic term, but I need HG(0,0).
 
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  • #2
If c is not (0,0) then what do you mean by "c" and "HG(c)"? You are taking the Taylor expansion at (0, 0), are you not?
 
  • #3
I can't increase the degree of the Taylor polynomial because G is C2, so the second degree term is the remainder written in matrix notation.

HG(c) is the Hessian matrix of G evaluated at c, where c lies on the segment that goes from (0,0) to (x,y).
 
  • #4
I solved the problem deriving two times the function f(t) = G(tx, ty). Thanks.
 

Related to Prove that a function is the quadratic form associated to

1. What is a quadratic form?

A quadratic form is a mathematical expression that contains only quadratic terms (terms raised to the second power) and no linear or constant terms. It can be written in the form ax^2 + bx + c, where a, b, and c are constants.

2. How do you prove that a function is the quadratic form associated to a given matrix?

To prove that a function is the quadratic form associated to a given matrix, you need to show that the function can be written in the form x^T A x, where x is a column vector and A is a symmetric matrix. This can be done by expanding the function and comparing it to the general form of a quadratic form.

3. What is the purpose of proving that a function is the quadratic form associated to a given matrix?

Proving that a function is the quadratic form associated to a given matrix allows us to understand the geometric properties of the function. It also allows us to use the properties of matrices to manipulate and solve the function.

4. Can a function have multiple quadratic forms associated to it?

Yes, a function can have multiple quadratic forms associated to it. This is because there can be multiple ways to represent a function as a quadratic form. However, the associated matrices may differ depending on the chosen representation.

5. How is the quadratic form used in real-world applications?

The quadratic form is commonly used in optimization problems, such as in finance and engineering, to find the maximum or minimum value of a function. It is also used in statistics to define the multivariate normal distribution and in physics to describe the energy of a vibrating system.

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