PhyslibAlpha.Mathematics.PartialDerivativeTest
The Second Partial Derivatives Test
We prove a version of the second partial derivative test from calculus for analytic functions `f : V → ℝ`, where `V` is a finite-dimensional vector space.
Main results
* `second_derivative_test`: Suppose `f` is a real-valued function on a finite-dimensional inner product space that has vanishing gradient at `x₀`, and has a power series on a ball of positive radius around `x₀`. If the second Frechét derivative is positive definite at `x₀` then `f` has local minimum at `x₀`.
Tags
24 declarations
Updating index of a vector of length 2 results in
For any type and elements , updating the first component (index ) of the vector with the value results in the vector .
Updating the second entry of a 2-vector yields
Let , and be elements of a type . Updating the second component (index 1) of the vector with the value results in the vector .
Hessian bilinear companion of at
Let be a real normed vector space and be a function. For a point , the **Hessian bilinear companion** is the bilinear map defined by where is the second Fréchet derivative of at viewed as a multilinear map on .
Second Fréchet derivative as a quadratic map
Let be a real normed vector space. For a function and a point , this definition constructs the quadratic map such that for any vector , , where denotes the second iterated Fréchet derivative of at .
Continuous bilinear map of a continuous multilinear map on
Let be a complete nontrivially normed field and be a finite-dimensional normed vector space over . This definition converts a continuous multilinear map into its corresponding continuous bilinear map , defined such that for any , .
Multilinear map of a quadratic map
Let be a real vector space. This definition associates a quadratic map with its corresponding multilinear map (where the domain is represented as the space of functions from to ). The resulting map is defined such that for any , is equal to the polar bilinear form of evaluated at and .
Half-polar bilinear form of a quadratic map as a multilinear map
Let be a vector space over . For a quadratic map , this definition constructs the associated multilinear map corresponding to half of the polar bilinear form of . Specifically, for any , the map is defined as .
The multilinear map associated with a quadratic map is continuous
Let be a finite-dimensional real normed vector space. For any quadratic map , its associated multilinear map (the polar bilinear form) is continuous.
The half-polar bilinear form of a quadratic map is continuous
Let be a finite-dimensional real normed vector space and be a quadratic map. Then the associated half-polar bilinear form , defined by is continuous.
Continuous polar bilinear form of a quadratic map
Let be a finite-dimensional real normed vector space. For any quadratic map , this definition constructs the corresponding continuous multilinear map (represented as a map from the index set to ). The resulting map is defined by the polar bilinear form of , such that for any , .
Continuous half-polar bilinear form of a quadratic map
Let be a finite-dimensional real normed vector space and let be a quadratic map. This definition constructs the continuous bilinear map corresponding to one-half of the polar bilinear form associated with . For any vectors , the map is defined as: The continuity of this map is guaranteed by the finite-dimensionality of .
Evaluation of the continuous multilinear map of is its polar bilinear form
Let be a finite-dimensional real normed vector space and be a quadratic map. For any , the continuous multilinear map associated with (constructed via the polar identity) evaluated at the pair is equal to the polar bilinear form of , defined as .
The half-polar bilinear map evaluated at equals
Let be a finite-dimensional real normed vector space and be a quadratic map. Let be the continuous bilinear map constructed as one-half of the polar bilinear form associated with . For any vectors , the value of applied to the pair is equal to , where is the polar bilinear form of .
A positive definite quadratic map on a finite-dimensional space is coercive
Let be a finite-dimensional real normed vector space. Suppose is a positive definite quadratic map. Then the associated continuous bilinear form , defined as one-half of the polar form of (such that for all ), is coercive. That is, there exists a constant such that for all .
The polar bilinear form of equals
Let be a real normed vector space and be a function. For a point , let be the quadratic map associated with the second Fréchet derivative at , defined by . Then the polar bilinear form of this quadratic map satisfies for all . This identity expresses the polar bilinear form of the second-derivative quadratic map as the symmetrized Hessian.
Symmetry of the second Fréchet derivative (Schwarz's theorem)
Let be a real normed space and be a function. If is (infinitely differentiable) at a point , then the second iterated Fréchet derivative is symmetric. That is, for any vectors , the following equality holds: This result is known as Schwarz's theorem (or Clairaut's theorem) regarding the symmetry of second derivatives.
Coercivity of from Positive Definiteness and Differentiability
Let be a finite-dimensional real normed vector space and be a function. Suppose is infinitely differentiable () at a point . If the quadratic form associated with the second Fréchet derivative of at , defined by , is positive definite, then the bilinear map is coercive. That is, there exists a constant such that for all :
Positive Definiteness of Implies Coercivity
Let be a finite-dimensional real normed vector space and be a function. If the second Fréchet derivative of at is positive definite—meaning the quadratic map satisfies for all nonzero —then the corresponding bilinear form is coercive. (A bilinear form is coercive if there exists a constant such that for all ).
via Second-Order Taylor Remainder Bound
Let be a real inner product space and be a function. For any points and a constant , suppose the following conditions are satisfied: 1. The second Frechét derivative of at satisfies the inequality . 2. The first Frechét derivative of at satisfies (which, by linearity, implies ). 3. The error of the second-order Taylor expansion is bounded by where denotes the -th Frechét derivative of at . Then, .
A Positive Definite Hessian and Remainder Imply a Local Minimum
Let be a finite-dimensional real inner product space and be a function that is at . Suppose the following conditions hold: 1. The gradient of vanishes at , i.e., . 2. The function satisfies a second-order Taylor expansion condition at : as , where is the -th Fréchet derivative of at . 3. The second Fréchet derivative at is positive definite, i.e., the quadratic map is positive definite. Then has a local minimum at .
Power Series Representation Implies Quadratic Approximation Remainder
Let be a normed real vector space and be a function. Suppose has a formal power series representation on a ball of radius centered at . Then the difference between the function and its partial sum of degree 2 (the quadratic approximation) is little-o of the square of the distance from . That is, as , where denotes the -th term of the formal multilinear series .
Every point in a subsingleton space is a local minimum.
Let be a topological space that is a subsingleton (meaning it contains at most one element). For any function and any point , has a local minimum at .
Second Derivative Test for Local Minimum
Let be a finite-dimensional real inner product space and be a function. Suppose is a point such that the gradient of at vanishes, . If has a formal power series representation on a ball of radius centered at , and the second Fréchet derivative at (represented by the quadratic map ) is positive definite, then has a local minimum at .
Second Derivative Test for Local Minimum of Analytic Functions
Let be a finite-dimensional real inner product space. Suppose is a function that is analytic at a point . If the gradient of vanishes at (i.e., ) and the second Fréchet derivative of at is positive definite as a quadratic map (meaning for all non-zero ), then has a local minimum at .
