Quadratic function of multiple variables: Difference between revisions

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Consider variables <math>x_1,x_2,\dots,x_n</math>. A quadratic function of the variables <math>x_1,x_2,\dots,x_n</math> is a function of the form:
Consider variables <math>x_1,x_2,\dots,x_n</math>. A quadratic function of the variables <math>x_1,x_2,\dots,x_n</math> is a function of the form:


<math>\left(\sum_{i=1}^n \sum_{j=1}^n a_{ij} x_ix_j\right) + \left(\sum_{i=1}^n b_ix_i) + c</math>
<math>\left(\sum_{i=1}^n \sum_{j=1}^n a_{ij} x_ix_j\right) + \left(\sum_{i=1}^n b_ix_i\right) + c</math>


In vector form, if we denote by <math>\vec{x}</math> the column vector with coordinates <math>x_1,x_2,\dots,x_n</math>, then we can write the function as:
In vector form, if we denote by <math>\vec{x}</math> the column vector with coordinates <math>x_1,x_2,\dots,x_n</math>, then we can write the function as:

Revision as of 16:05, 11 May 2014

Definition

Consider variables x1,x2,,xn. A quadratic function of the variables x1,x2,,xn is a function of the form:

(i=1nj=1naijxixj)+(i=1nbixi)+c

In vector form, if we denote by x the column vector with coordinates x1,x2,,xn, then we can write the function as:

xTAx+bTx+c

where A is the n×n matrix with entries aij and b is the column vector with entries bi.

Key data

Item Value
default domain the whole of Rn
range If the matrix A is not positive semidefinite or negative semidefinite, the range is all of R.
If the matrix A is positive semidefinite, the range is [m,) where m is the minimum value. If the matrix A is negative semidefinite, the range is (,m] where m is the maximum value.