Taylor's Theorem and Quadratic Forms, Assignments of Mathematics

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.

Typology: Assignments

Pre 2010

Uploaded on 09/17/2009

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MAA 4212, Spring 2002—Homework #6 non-book problems
Hand in only the second exercise below.
1. Prove the following version of Taylor’s Theorem. The difference between this version
and the ones proven in class is that this one uses the Taylor polynomial of the same
degree of differentiability as the function, rather than one less. The cost of this apparent
improvement is that one does not get any sort of formula for the remainder, but just
knowledge of the size of the remainder. For simplicity, I’ve based everything at the origin,
but you should be able to translate this to the more general statement if you ever need
to.
Theorem. Let Ube a ball in Rncentered at 0. Let fbe an mtimes continuously
differentiable function. For xB, define
Pm(x) = f(0) + X
i
xifi(0) + 1
2X
i,j
xixjfij(0) + · · · +1
m!X
i1,i2,...im
xi1xi2· · · ximfi1i2···im(0),
and
Rm(x) = f(x)Pm(x).
(Above, fij means 2f/∂ xi∂xjetc, and a sum over kindices means a k-fold sum.) Prove
that
lim
x0
Rm(x)
kxkm= 0.
Remark. Using the “big-oh, little-oh” terminology we introduced once in class, this
says that Rm(x) is o(kxkm) (“little-oh of kxkm”) as x0. Thus, if a function is mtimes
continuously differentiable at a point, then its mth-order Taylor polynomial at that point
is a good approximation to order m.
2. p. 214/ 16. This is a generalization of the “second partials test” you learned in
Calculus III. To do the problem you will (probably) need problem 1 above, and the
following definition.
Definition. Let Abe an n×nsymmetric matrix of real numbers, and for all xRn,
let hA(x) = Pi,j Aijxixj. (This is called a quadratic form.) We say that Ais
positive-definite if hA(x)>0,x6=0
positive-semidefinite if hA(x)0,x
negative-definite if hA(x)<0,x6=0
negative-semidefinite if hA(x)0,x.
We also call Adefinite if Ais either positive-definite or negative-definite, semidefinite if
Ais either positive semidefinite or negative semidefinite, and indefinite if Ais 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
01!and 0 1
1 0 !are indefinite. Warning: One can show that a
1
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MAA 4212, Spring 2002—Homework #6 non-book problems

Hand in only the second exercise below.

  1. Prove the following version of Taylor’s Theorem. The difference between this version and the ones proven in class is that this one uses the Taylor polynomial of the same degree of differentiability as the function, rather than one less. The cost of this apparent improvement is that one does not get any sort of formula for the remainder, but just knowledge of the size of the remainder. For simplicity, I’ve based everything at the origin, but you should be able to translate this to the more general statement if you ever need to.

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.

  1. p. 214/ 16. This is a generalization of the “second partials test” you learned in Calculus III. To do the problem you will (probably) need problem 1 above, and the following definition. Definition. Let A be an n×n symmetric matrix of real numbers, and for all x ∈ Rn, let hA(x) =

∑ 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.