Math Problem Statement
Solution
The question in the image asks for the gradient vector and Hessian matrix of the quadratic form:
where is a vector and is a matrix.
Solution:
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Gradient Vector: The gradient of the quadratic form is calculated by differentiating with respect to the vector . Since is a quadratic expression, the gradient is:
This assumes that is symmetric. If is not symmetric, you would use the symmetrized version, .
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Hessian Matrix: The Hessian matrix is the matrix of second-order partial derivatives. Differentiating the gradient vector again with respect to yields the Hessian matrix:
Again, if is not symmetric, the Hessian would be .
Summary:
- Gradient vector:
- Hessian matrix:
Would you like more details on this? Let me know if you need further clarification!
Here are some related questions you may find interesting:
- How do you derive the gradient of a quadratic form in general?
- What are the conditions under which the Hessian matrix of a quadratic form is positive definite?
- What is the significance of the Hessian matrix in optimization problems?
- How do you handle non-symmetric matrices when computing the gradient and Hessian?
- 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).
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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)
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