EDB β€” 1G8

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E53

[1G8] Let \(WβŠ† ℝ^ n\) be an open nonempty set, fix \(\overline x∈ W\). Let then \(πœ“:W→ℝ\) of class \(C^ 2\). Let \(βˆ‡πœ“(\overline x)\) be the row vector of coordinates \(\frac{\partial ~ }{\partial {x_ k}} πœ“(\overline x)\) (which is the gradient of \(πœ“\), a special case of the ”Jacobian matrix”); we abbreviate it to \(D=βˆ‡πœ“(\overline x)\) for simplicity; let \(H\) be the Hessian matrix of components \(H_{h,k}= \frac{\partial {}^ 2}{\partial {x_ k x_ h}}πœ“ (\overline x) \); show the validity of Taylor’s formula at the second order

\[ πœ“ (\overline x+v) = πœ“ (\overline x) + D v + \frac 1 2 v^ t H v + o(|v|^ 2) \]

(note that the product \(D v\) is a matrix \(1Γ— 1\) that we identify with a real number, and similarly for \(v^ t H v\)).

[ [1G9]]

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Bibliography
Book index
  • derivative, total ---
  • derivative, partial ---
  • differential
  • Jacobi, matrix
  • Jacobi
  • Taylor's theorem, in \( ℝ ^n\)
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