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The statement of taylor's theorem for functions of higher order differentiability and the definition of positive-definite, positive-semidefinite, negative-definite, and indefinite symmetric matrices. The text also includes an explanation of the relationship between these concepts and a problem that requires the use of taylor's theorem and the properties of quadratic forms.
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MAA 4212, Spring 2002—Homework #6 non-book problems
Hand in only the second exercise below.
Theorem. Let U be a ball in Rn^ centered at 0. Let f be an m times continuously differentiable function. For x ∈ B, define
Pm(x) = f ( 0 ) +
∑
i
xifi( 0 ) +
∑
i,j
xixj fij ( 0 ) + · · · +
m!
∑
i 1 ,i 2 ,...im
xi 1 xi 2 · · · xim fi 1 i 2 ···im ( 0 ),
and Rm(x) = f (x) − Pm(x).
(Above, fij means ∂^2 f /∂xi∂xj etc, and a sum over k indices means a k-fold sum.) Prove that
lim x→ 0
Rm(x) ‖x‖m^
Remark. Using the “big-oh, little-oh” terminology we introduced once in class, this says that Rm(x) is o(‖x‖m) (“little-oh of ‖x‖m”) as x → 0. Thus, if a function is m times continuously differentiable at a point, then its mth-order Taylor polynomial at that point is a good approximation to order m.
∑ i,j Aij^ xixj^. (This is called a^ quadratic form.) We say that^ A^ is
positive-definite if hA(x) > 0 , ∀x 6 = 0 positive-semidefinite if hA(x) ≥ 0 , ∀x negative-definite if hA(x) < 0 , ∀x 6 = 0 negative-semidefinite if hA(x) ≤ 0 , ∀x.
We also call A definite if A is either positive-definite or negative-definite, semidefinite if A is either positive semidefinite or negative semidefinite, and indefinite if A is neither positive-semidefinite nor negative-semidefinite. The identity matrix is an example of a matrix that is positive-definite; minus the identity is an example of a matrix that is
negative-definite. The matrix
( 1 0 0 0
) is positive-semidefinite but not positive-definite,
and the matrices
( 1 0 0 − 1
) and
( 0 1 1 0
) are indefinite. Warning: One can show that a
2 × 2 symmetric matrix is definite iff its determinant is strictly positive (but the determi- nant alone does not tell you which of the two definite types the matrix is), and indefinite iff its determinant is strictly negative. However, for matrices of size 3 × 3 and up, you cannot determine whether a matrix is definite from its determinant alone.