Question: Let AR be an n-order real symmetric matrix, b = R be an n-dimensional real vector, and let us define the function f :

Let AR be an n-order real symmetric matrix, b = R" be

    

Let AR be an n-order real symmetric matrix, b = R" be an n-dimensional real vector, and let us define the function f : R" R as f(x) = x Axbx. Here, x means the transpose of the vector x. (1) Assume A is a positive definite matrix (that is, x Ax > 0, for all x R", x0). Show that there is a point where f(x) attains its minimum (we call this/these point(s) the minimal point(s), hereafter), and it is unique. (2) Assume A is positive semidefinite (that is, a Ax 0, for all a R"), and also that the rank of A is k (1 < k

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!