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,

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#$

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55() 5 #5 $@#5

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$ $ FF$

*$,-
& ' +, - -2 -2 &- - - - & -
' &9 -&9- -&, - ' & &9 & --& -& -
& - 9= -9 9- -9=-& &&+, & 9& -?9& , -&
9-=& & - & & +A& -& 2-& -2& 9= -&9 &
-&9& &-& & & - = 9- ' 9-2

*$
+, 9- 2-& -2& F : Rm Rn F (X) = (f1 (X), . . . , fn (X))
--&9+, 9- - ' &9 = "# =
f1 f1

f1 x1
xm
& JF(x1 , . . . , xn ) = = m = n
"#

fn fn
fn x1
xm
f1 f1

x1
xm
= 9- '- & 9-9 (f1 ,...,fn )
= det =


(x1 ,...,xm )
fn fn

./
x1 xm
& -& 2 &9 &- +, &&9

 "$ "$ F (x, y) =
 
2 x
x y, y
,x y

x2 y 2xy x2
23 JF (x, y) = x
y =
1
y
x
y2

xy 1 1

"$ 23 F (x, y) =
 
xy, xy
" # " #
23 JF (x, y) = xy y x
77 23 9 (x,y)
(xy, ) x
y
x = 1 x = det JF (x, y) =
" # y y y2

det
y
1
x
x = x
y
x
y
= 2x
y

y y2

#$ ))
23 $ <$7 $<7 f : Rn R "$ $ $
" A 9 23 "$ 9 "# (( f 77 Hessf (x1, . . . , xn) =
f 2f 2f


J

x1
=

x1 x1

xn x1
.

f f 2f

"$ 77 7$ 9 "$ A$ "$" "$ 77 9
xn x1 xn xn xn

,- (( A 3 7$ "$ 77 7 $7 <
23 77 7" 7$ $$ 77" ((
"$ "$ 23" 77# 23 f (x, y) = x y
2 3
" #
3 3
23 f (x, y) = (2xy3, 3x2y2) = 3x2y2 "$ 77 9 Hessf (x, y) = J 3x2y2 =
2xy 2xy

" # " #
2y 3 6xy 2 2y 3 6xy 2
6xy 2 6x2 y
23 77 9 det Hess(f )(x, y) = det 6xy 2 6x2 y
= 12x2 y 4 36x2 y 4 =

24x2 y 4

(#,- 7AHI $ $" A "$ 77 $ "L

7$< "$ 79"$

$ $$ ) $
f : Rn R 23 $ <$7 $<7 $ $ 2 A 7$ "
7 $ 7 $< 7$ $" P + t(X P ) 9 $
f (P + H) = f (P ) + hf (P ), Hi + 21 hhessf (P )H, Hi + R2 lim = 0 H = X =
R2
n ||H||2
X P = (x1 , . . . , xn ) 9 "$ $7" $ 7 $ $7 $7
$ 3 A 3 "$$7 "7
7 $< $7 $ $ n 9 (n + 1)97 "$ $
$ " 7 "$ P P + H 7" "9 $ 7 <$7
$<7 7 7 "$7 $ $ $ 3 $A$ 7 $ "$
A" A "9 7 $ $< 7$ 7$" "$97 $773 "$ "$
7 23 $< $ $$ $ 9

 f (P + H) = f (P ) + hf (P ), H > +R1 R1 = 12 hHessf (ZH )H, Hi % * ZH
+* - P P + H ** *% ** +%% % R1 %-% +
% *%

*% % + % f (x, y) = exy sen(y x) *% (0, 0)

89 89 * + %+ --% % + % > *?
*% ++ +%B +>*%

f (0, 0) = 0

f (x, y) = exy sen(y x) exy cos(y x), exy sen(y x) + exy cos(y x)

= exy (sen(y x) cos(y x)) , exy (sen(y x) + cos(y x))

- f (0, 0) = (0 1, 0 + 1) = (1, 1)
" #
exy (sen(y x) cos(y x))
Hessf (x, y) = (F (x, y)) = .
exy (cos(y x) sen(y x))
+
2f (exy (sen(yx)cos(yx)))
xx
= x
= exy (sen(y x) + cos(y x))+exy ( cos(y x) + sen(y x)) =
xy
2e sen(y x)
2f (exy (sen(yx)cos(yx)))
yx
= y
= exy (sen(y x) cos(y x))+exy (cos(y x) + sen(y x)) =
2exy cos(y x)
2f 2f
xy
= yx = 2exy cos(y x) % ++ +% +>*%
f f
+* *+ - y = x 9 + %
 
2f f 2f


yy
= y y
= y
x
= yx = 2exy sen(y x)
" #
2exy sen(y x) 2eyx cos(y x)
++ Hessf (x, y) =
2exy cos(y x) 2exy sen(y x)
" #
0 2
Hessf (0, 0) = .
2 0
++ % % 2 (0, 0) > % " #
1 h
f (0 + h, 0 + k) = f (0, 0) + hf (0, 0), (h, k)i + 2 hhessf (0, 0) , (h, k)i + R2 *9 H
k
" #" #
0 2 h
% % 2 +%B p2 (h, k) = 0 + h(1, 1), (h, k)i + 21 h , (h, k)i = 0 h + k +
2 0 k
" #
1 2k
2
h , (h, k)i = h + k + 12 h(2k, 2h), (h, k)i = h + k + 4hk 2
*+
2h
p2 (h, k) = h + k + 2hk x = 0 + h y = 0 + k *+ - h = x k = y +**
H *+ p2 (x, y) = x + y + 2xy +% - > %** % +%* x y
h = x k = y + %B 89 f > x y
I% f (0.2, 0.3) = 0.2 + (0.3) + 2 0.2 (0.3) = 0.5 + 0.04 0.12 = 0.58

$$() $ .$ /0.$
89 %+ %89 %* %+ %89 +* %* + *+
B+ ?+ + %* +%B + +*

%& $ P $ ' f (P ) = f (P ) = ~0 * # %&# f
$ 23$ * % %&#
$ * $ # %% 5 6 2 $ 23$ 2 6 23$ * %
%% 2 22 2'2 2 C * 22 5 f 1 (C) = {X : f (X) = C} 6
$* $5 23$5 6 5$ $ 23$ P $ ' f (P ) = C <2$$ 2 52 2
22 6 5$ ' 5 $ 22
$2 5 $5 23$5 f (x, y) = xy + 1 x 3

B6 5 ' f (x, y) = (y + 1 1, 3 (y+1)

3 x
) 3 2

<$5 23$5
f (P ) = y = 1 $ x $6 (x, 1)
f (P ) = ~0 x = 0 y = 0 23
55 5 $5 23$5 56 (x, 1) (0, 0)
%& P $ 3 f : D Rn R
$ P * $ # & 5 2 $ $ X 6= P 5$$ 2I
P $5 ' f (X) f (P ) 5 2 5$2$ f (X) > f (P ) $6 5 ' *
# & 0#%# $ 3 5$2$ B6 25 $5 5
2BM5
$ P * $ $ 1 5 2 $ $ X 6= P 5$$ 2I
P $5 ' f (X) f (P ) 5 2 5$2$ f (X) < f (P ) $6 5
' * $ N 5$2$ $ 1 0#%# B6 25
$5 5 2BM5
$ P * $ # 0 ' $2 2B6 ' 25 $2 2B6 '
25 6 2 $ 2 ' B6 $* 5$$ 2$
$
$ ' 5 25 5 5 $5 N5 35 56 5 %
1 % & 25$$
P $ 23$ $ f (P ) = ~0 $2 55 2 $2 52
det Hessf (P ) = 0 5 ' $ 23$ * % 2$ $ 23$
' det Hessf (P ) = 0 * # %&# 3 %
<2 2 $2 55B6 5 $5 23$5 255 $2$ 5
25 25 ' * 52

a1,1 a1,n
%& #%# % % A = 2 i *

an,1 an,n

a1,1 a1,i
i = i(A) = det ' * $2$ $ ii

ai,1 ai,i
5B6 522 5'2 A
5 Hessf (X) 52 $3 P $2 55 5*$2 5 5$22 '

# P ) +) - + 1- f : Rn R f (P ) = ~0
det Hessf (P ) 6= 0 )4 4 +4 +4 4 + 4- )64 )-

i (Hessf (P )) > 0 + ) i = 1, . . . , n )4 i 4 4- 4)+)) 4)4 4 4)

4 P ; ) 6 4)+) 1- +4 )4 4 +1=4

(1)i i (Hessf (P )) > 0 + ) i = 1, . . . , n 4 i ; )+ 1 )

4 4) 4 P ; ) ? 4)+) 1- +4 )4 4 +1=4

+ 4 )++4 )- ; ) 4 ) +1- C 1- +4
)+ +1- C 1- +4
"$ & $+,$ $ " $1 & n = 1 1 < 0
$ 1
"+$:; "$ + 1" $ " $ +$," $
"+$ & "+ "$ "+ " $" $ $ B$ +$
"+$:; +, $"$ $ "$ +$+" " $" $" +$
",+$
B$ $+ "$ & P , + 1 "+$+ " "+ " f (x) < f (P )
$ +" " +" X 6= P "++ $G" P "+ &$ $ & f (X) < f (P )
$ +" +" "" P , + 1 $"+$+ f " "+ " P , +
I $"+$+ f Hess(f )(P ) = Hessf (P ) +" & i (Hess(f )(P )) =
(1)i (Hessf (P )) i (Hess(f )(P )) = (1)i (Hessf (P )) > 0 " "+ " P ,
+ I $"+$+ f "+ , , + 1 $"+$+ f
" + " , "; "$ & " det Hessf (P ) 6= 0 +
"$ 1 $"+$+ I $"+$+ " "&K $
4+1- " + $I+ $ det Hessf (P ) = 0 ; " +$$
$++ +$," $ +$+ , +$ " + $" +$ "
" "$ $ & $+ +$$ "S" " $ " "" $"
det Hessf (P ) = 0

4+1- " I ; "$ $+ + $$ + " $+$

+$$ 1 I & + "+" " "$
" $+" """ "+" $ $+$ ,+ +$" $
$+ ++$ ""I" +" $$" & +$$ +" $I+" $ "$I"
" 1" 1" I" " "$ $ "$I" "+ "$ +" "
$"" 1
+$ ""$ + $I+ f (x, y) = x2 + y2 + z2
2 0 0
:; + $I+ , ++ (0, 0, 0) $I Hessf (0, 0, 0) = 0 2 0

$
0 0 2
I

+ +$+ " $" $"
2 0 0
0 2 0

0 0 2

 $ % 1 = 2 > 0 2 > 0 3 = det Hessf (0, 0, 0) = 8 > 0 (0, 0, 0) +
/

f (0, 0, 0) = 0 f (x, y, z) 0 6 (x, y, z) (0, 0, 0) +

/

"$'(
$ ;< >6$ 6>$ 6 ? 6/ $6
/ < % + / ;< f (x, y) = x2 + y 2 (1 + x)3
? 6/ % + 6 + / % $6 6
6 $$ lim f (x, y) = 6/ (0, 0) < +
y=1
x
/
F6$ $6$ 66 % 66 $ 6$ $ ;< 6>
6 $ $ ;G$ >6$ 6>$ $ 6$ $ >$ 6$ 6$
;G$ $ 6 6$ $ $ 6$ % % $ <

6 $$6 6/ f (x, y) = xy
" #
0 1
;< 6/ + (0, 0) 6/ Hessf (0, 0) = 6/
1 0
$
" # i $

0 1
1 0
$ % 1 = 0 2 = det Hessf (0, 0) = 1 det Hessf (0, 0) 6= 0 +

> / $ $ 1 = 0 $% (0, 0) +
$

$6 6/ P R3 % ;< $ 6 /
$ $$;< $ % 3 = det Hessf (P ) 6 $6
3 6>$

1 = 1 2 = 2 3 = 4 ;< $ i $< $ 6 $ $ +
/ $ 6

1 = 1 2 = 4 3 = 2 ;< i $ $$ 6$ 1 < 0 +
> $ 6

1 = 2 2 = 1 3 = 3 ;< 3 = det Hessf (P ) = 2 6= 0 +

> $ $ i $ $$ 6$ $ 66 1
< + < + > 2 = 1 < 0 < + /
+ $

1 = 2 2 = 1 3 = 2 ;< $ % $ i $ $< $
$
$$ 6$ 3 = det Hessf (P ) = 2 6= 0 + $

1 = 1 2 = 0 3 = 2 ;< 2 = 0 < $6 / < + $ 6

$ > $ 6 3 = det Hessf (P ) = 2 6= 0 $V
$6 $

1 = 2 2 = 1 3 = 0 ;< 3 = det Hessf (P ) = 0 $6 /

 $ $$)* $ -$ ./-$ * .$ )* . $ .5$
.$$* i 8 .-- $$ ;.  .-8. . / .$-.-
.1 = xx > 0 2 = det Hessf = xx yy xy > 0 - - 5

f 2
f f 2 f 2

.$-.- (1)ii > 0 -. xx < 0 det Hessf = xx > 0 .-

 
f f f 2 2
f 2

yy
xy
2 8 $ $ -. . $

# f : R2 R " $$ *$ *$ "0$ P 1 " *0"

"3
det Hessf (P ) > 0 -* xx
f
> 0 C 8 - / $-.- xx
f
<0
C 8 - 5 $-.- xx = 0 C 8 - $
f

det Hessf (P ) < 0 -* 8 - $

$ - ./- $. . det Hessf (P ) = xx = 0 $.
2
 
2 2
f f f
yy
xy
.
$- 8 $ .$E$ C $ . $ .$ 5 $ * 5 5 . $
Rn $ i -. $ * $ -. )E$ $ .$
$*63 -8 $ .5 $$ . -.. $ i $* -$ $-$ $
-. $8-. $* . C 3 8 . 8- $)* $

!" +,"-. "

$- M $- $ $--$ C 5 - - 5. . -$
$ - .$
$- -O. )* . 5.$ .5$ $$ .$ .$ -/$
-. $$ $8-. . $-. $ .--
. $-. .- C - -. $8-. - $ .-. - -.$
$ $ - -.$ .-.$ -. $$ -$ C
# f : Rn R " $$ *$ *$ "0$ " P "3 $"
$ 9 $1*$ * $ * " * f (P +H) = f (P )+hf (P ), Hi+
1
2
(1 h21 + + n h2n ) + R2 H = (h1 , . . . , hn ) 1 , . . . , n $3 $ " *$ Hessf (P )

$* . $ . -. - ./- f (P ) = ~0 -. f (P + H) =
f (P ) + 12 (1 h21 + + n h2n ) + R2 C * $ - $ .$ hi H $ $
- .$ * $ ;. $. $ $ U-$ C.$ $ .$
$ $. )* $. .. . .. C
# f : Rn R " $$ *$ "0$ P 1 " *0" "3
P 8 - 5 $-.- $ -$ $ -.$ -. $$ . $-.
-- -$
P 8 - / $-.- $ -$ $ - .$ -. $$ .
$-.-- $-$
-. - . $-.-- $- - . $-.-- - -*
P $.5 - $

 $ ) -./ $ $ - 5 $ - 8$
-)8$ 8- - 8 $- -5 -8$88 -8- - -8 - 8- - 8$8-
- $- $- -5 -8$88 -8-
$ ) $$ $ -$ D5 $--5 88
- $F- .8 . $ ) $$ $ - -8- 8G$- - 8-
$H8- $-

& & **&

-8 / ) -8 $ . $-$ $ $ $ . 2 . -$ -
88 -8 8G$ 8D5 8
f : Rn R! -5 $ $ N % ) $
N n n k
hi hi + RN lim = 0
X X X f (P ) RN
f (P + H) = 1 k
x
1 i
k
x i ||H|| ||H||N
k=0 i =1 i =0
L$ 8$ - 8G$ -- $$ - M$- 8$- --F$-
1 k

8D5 8 -8 -$ 8D5 8 H-
8 H -5 n ) n = (1, . . . , n) i -5 8$- 5 8-
$ -8 8$ -5 - - || = 1 + + n a! = a1! n!
$-88 n x = (x1, . . . , xn) - 8D5 x = x1 xn
1 n

$ $ $8 8) -$ -$8 8$- 8 H- -
= x x xi ) i)- $F D5 n$F-
1 n

-8- 8DS- -5 $ $ N -$ -$8 --8 -

1 n

X f (P )H N X f (P )H
+ RN lim RN
= 0
X
F (P + H) = + RN =
! ! ||H|| ||H||N
||N k=0 ||=k
X f (ZH )H
RN =
!
ZH $88 -8 . P P + H
||=N +1
$--5 8$- 8 H- $8 -$ $-8- 8$ 8$ -8
- $- . $ $ $ . 2
) 8 . 8D5 8 H- - 8$- $8- F -85 $- 8
$ -88 - M$- 8$- $--5 $ 8D5 8
8H $$$ - --H- 8 H- $ k 8$)- $8 8$ $
8$ 8$- $ k -5 $

&.2
$- F- $8 - L
$ F $ 8)
$ 8 F 8$
8 8$D5 $- $8 L $
$ 8$ L

 ' !!.!!! .1