Quadratic function of multiple variables

From Calculus
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Definition

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

(∑i=1n∑j=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:

x→TAx→+b→Tx→+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.