Homework6 Sol

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Homework6 Sol

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due 3/2/07

Part (a)

1 2 3 1

A 3 2 1 , b 2

Given

1 0 1 1

1 2 3 1 1 2 3 1 1 2 3 1 R3 R3 1 R2 1 2 3 1

R2 R2 3 R1 R3 R3 R1 2 R2 R2 4 R3

3 2 1 2 0 4 8 1 0 4 8 1 0 4 8 1

1 0 1 1

1 0 1 1

0 2 2 0

0 0 2 0.5

1 2 3 1

0 4 0 1

0 0 2 0.5

From this we get the simultaneous equations

x1 2 x 2 3 x3 1

4 x2 1

2 x 3 0 .5

The answer is therefore given by

x1 0.75

x x 2 0.25

x3 0.25

We do not show it here, but the determinant at each step is always equal to -8.

By finding a solution (and the fact that the determinant is non-zero), we have shown that

A is nonsingular.

Part (b)

T

2 2 2 2 2 4

adj A 2 2 2 2 2 8

4 8 4 2 2 4

Now we have already shown the determinant equal to -8, so the inverse is given by

2 2 4 0.25 0.25 0 .5

adj A 1

A 1 2 2 8 0.25 0.25 1

det A 8

2 2 4 0.25 0.25 0.5

We can then calculate

0.25 0.25 0.5 1 0.25 0.5 0.5 0.75

x A b 0.25

1

0.25 1 2 0.25 0.5 1 0.25

0.25 0.25 0.5 1 0.25 0.5 0.5 0.25

So again we have

x1 0.75

x x 2 0.25

x3 0.25

f x 3 2 x1 3x 2 2 x12 2 x1 x 2 6 x 22

The function has the form

f x a xTb xT cx

2 2 1

If we let a 3 , b , and c , we have

3 1 6

2 2 1 x1

f x 3 x1 x 2 x1 x2

3 1 6 x 2

x

3 2 x1 3x 2 2 x1 x 2 x1 6 x2 1

x2

3 2 x1 3x 2 2 x12 x1 x 2 x1 x 2 6 x 22

3 2 x1 3x 2 2 x12 2 x1 x 2 6 x 22

3 1 3 / 2 1

f x 1 x1 x 2 1 2 1 x1

3 / 2 1 6 x 2

The Hessian of the function is found when we take the second derivatives of the function

and put them in a matrix so that

2 f 2 f

x12 x1x 2

H

f 2 f

2

x x x 22

2 1

The second derivatives of the function are given by

2 f 2 f 2 f 2 f

4, 12 , 2

x12 x 22 x 1 x 2 x 2 x 1

Therefore,

4 2

H

2 12

To find the eigenvalues of this matrix, we find

s4 2

det sI H s 4 s 12 4 s 2 16 s 44 0

2 s 12

16 16 2 4 44 16 4 5

s 82 5

2 2

So the eigenvalues of the Hessian matrix are given by

1, 2 8 2 5

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