Math Problem Statement

What is the gradient vector and Hessian matrix of the quadratic form f(x) = x^T Q x?

Solution

The question in the image asks for the gradient vector and Hessian matrix of the quadratic form:

f(x)=xTQxf(x) = x^T Q x

where xx is a vector and QQ is a matrix.

Solution:

  1. Gradient Vector: The gradient of the quadratic form f(x)f(x) is calculated by differentiating with respect to the vector xx. Since xTQxx^T Q x is a quadratic expression, the gradient is:

    f(x)=2Qx\nabla f(x) = 2 Q x

    This assumes that QQ is symmetric. If QQ is not symmetric, you would use the symmetrized version, Q+QT2\frac{Q + Q^T}{2}.

  2. Hessian Matrix: The Hessian matrix is the matrix of second-order partial derivatives. Differentiating the gradient vector again with respect to xx yields the Hessian matrix:

    H(f(x))=2QH(f(x)) = 2 Q

    Again, if QQ is not symmetric, the Hessian would be 2Q+QT22 \cdot \frac{Q + Q^T}{2}.

Summary:

  • Gradient vector: f(x)=2Qx\nabla f(x) = 2 Q x
  • Hessian matrix: H(f(x))=2QH(f(x)) = 2 Q

Would you like more details on this? Let me know if you need further clarification!

Here are some related questions you may find interesting:

  1. How do you derive the gradient of a quadratic form in general?
  2. What are the conditions under which the Hessian matrix of a quadratic form is positive definite?
  3. What is the significance of the Hessian matrix in optimization problems?
  4. How do you handle non-symmetric matrices when computing the gradient and Hessian?
  5. Can you use the same process for cubic forms or higher-order polynomial forms?

Tip: In optimization problems, the sign and definiteness of the Hessian matrix tell you about the nature of critical points (minima, maxima, or saddle points).

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Multivariable Calculus
Quadratic Forms
Gradient
Hessian Matrix

Formulas

Gradient of f(x) = 2 Q x
Hessian of f(x) = 2 Q

Theorems

Gradient and Hessian of quadratic forms

Suitable Grade Level

Undergraduate (Calculus, Linear Algebra)