Solutions for the Appendix 301

Thus, for the critical points in (1), the signatures of ⇣

the⌘quadratic
⇣ forms
⌘
given by the Hessians of Lf,F and Lfe,Fe agree at both 1 and 0 0 , as
1
Theorem 3.7.13 demands. For a > 1/2, both points are maxima, and ⇣ ⌘for
a < 1/2 both points are minima. For 1/2 < a < 1/2, the point 01 is
⇣ ⌘
a maximum and the point 0 is a minimum.
1
Now we will consider the critical points
0 1 0 q 1 0 1 0 q 1
x + 1 4a12 x 1 4a12
@yA = B C @yA = B C
@ 1/2a A and @ 1/2a A
a a
of equation 2, which exist only if |a|
0 >q1/2. 1
+ 1 4a12
B C
The Hessian matrix of Lf,F at @ 1/2a A is
a
2 q 3
2 3 1
2a 2 0 2x 0 0 ⌥2 1 4a2
6 7
4 0 2 2y 5 = 64 q 0 2a 1/a 7.
5
2x 2y 0 ⌥2 1 1
1/a 0
4a2

The corresponding quadratic form

r ✓ ◆
1 2 1 1 2
2aB 2 ⌥ 4 1 AC + BC = 2a B 2
+ BC + C
4a2 a a2 4a4
r ✓ ◆ !
1 2 3 1 6 1 2
C ± 2a 1 AC + a 1 A
2a3 4a2 4a2
✓ ◆
a3 1
+ 1 A2
2 4a2
If the square root on the left is
the positive square root, then that has signature (2, 1) if a > 1/2 and signature (1, 2) if a < 1/2. Thus both
on the right is the negative square of the new critical points are minima if a > 1/2 and maxima if a < 1/2.
root, and vice versa: the top sign
in ⌥ goes with the top sign in ±. Now the exercise requires us to find the signature of Lfe,Fe . If a > 1/2,
then for both critical points, we have
✓ ◆ ✓ ◆
x x
= p ,
u 1 + u x2
since in that case y = 1/2a < 0. Then
⇣ ⌘ ⇣ ⌘ p
fe ux =f x u + 1 x2 ax2 ,
u =
so
0 1
x ⇣ ⌘ p
x
Lfe,Fe @ u A = fe2 u u= u + 1 x2 ax2 u,

and we need to compute its Hessian at the two critical points; in this case
it is easier to compute the Taylor polynomial to degree 2 at the critical