Quadratic function of multiple variables
Definition
Consider variables . A quadratic function of the variables is a function of the form:
In vector form, if we denote by the column vector with coordinates , then we can write the function as:
where is the matrix with entries and is the column vector with entries .
Key data
| Item | Value |
|---|---|
| default domain | the whole of |
| range | If the matrix is not positive semidefinite or negative semidefinite, the range is all of . If the matrix is positive semidefinite, the range is where is the minimum value. If the matrix is negative semidefinite, the range is where is the maximum value. |