Quadratic Forms & Lagrange Multipliers

In summary, a quadratic form is a mathematical expression containing only quadratic terms and is written in the form Q(x) = x^T Ax, where A is a square matrix and x is a column vector of variables. The purpose of quadratic forms is to represent and analyze various systems in mathematics and science, such as mechanical systems and energy potentials. A Lagrange multiplier is a constant used in the method of Lagrange multipliers, which is a mathematical technique for solving optimization problems with multiple variables and constraints. Lagrange multipliers are often used in conjunction with quadratic forms to find optimal values of variables. Quadratic forms and Lagrange multipliers have real-world applications in fields such as economics, engineering, and physics, including finding shortest distances, optimizing
  • #1
ElijahRockers
Gold Member
270
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Homework Statement



I'm having trouble grasping http://www.math.tamu.edu/~vargo/courses/251/HW6.pdf. Our teacher has decided to combine elements from Linear Algebra, and understanding Quadratic forms with our section on lagrange multipliers. I am barely able to follow his lectures. If I look down to take notes, even once, by the time I look back up I no longer understand what he's talking about. It is frustrating, but I am determined.

Anyway, I did the first part, which is to construct three quadratic equations. That part is easy. I also 'understand' (that is a strong word, maybe 'remember' is better) how to find the eigenvectors. Part e) is what gives me the most trouble. I have never seen that formula, and I have no idea how it works. The left hand side is a column, and the right hand side is like a normal expression. What does that mean?

I went to his office and he blazed through it, showing me some alleged "shortcut" involving matrices that seemed to take a suspiciously long time, and just confused me more. I still don't get it.

Any help at all would be appreciated.


Homework Equations





The Attempt at a Solution



For part 2, grad_Q=t*grad_g
so

(2-t)x+y=0
x+(2-t)y=0
x2+y2=1

The characteristic polynomial is
t2-4t+3=0

so t1=3 and t2=1

Therefore Q can be classified as positive (since both eigenvalues are positive)

For t=3,
y=x=(√2'/2)

For t=1,
y=-x=(-√2'/2)

So eigenvector v1 = <√2'/2 , √2',2>
v2 = <√2'/2 , -√2'/2>

I'm lost at this point. I have two vectors now, that cross through the origin, are perpendicular, and touch the unit circle in four places, but I don't really see how these vectors relate to the quadratic equation, and what they mean, geometrically. Same with the eigenvalues.

None of this is in my textbook besides the lagrange multipliers, and my classmates are just as lost as I am.

please help! Thanks in advance! :)
 
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  • #2


Dear student,

I understand your frustration and confusion with this topic. It can be difficult to grasp new concepts, especially when they are combined with other topics. First of all, let me explain the formula you are struggling with, grad_Q=t*grad_g. This formula is known as the gradient descent method and it is commonly used in optimization problems. In this case, we are using it to find the minimum or maximum values of a quadratic function subject to a constraint (given by the function g). The left-hand side of the equation represents the gradient of the quadratic function Q, while the right-hand side represents the gradient of the constraint function g multiplied by a scalar t. This method helps us find the optimal values of t that satisfy both equations simultaneously.

Moving on to part e), you have correctly found the eigenvalues and eigenvectors of the quadratic function Q. The eigenvalues tell us about the nature of the function, whether it is positive or negative, and the eigenvectors represent the directions in which the function does not change. In this case, since both eigenvalues are positive, Q can be classified as positive definite. The eigenvectors you have found represent the directions along which Q does not change, and they are perpendicular to each other (since they are the eigenvectors of a symmetric matrix).

To better understand the geometric interpretation of these vectors, you can plot them on a graph. The eigenvectors will form the axes of an ellipse, and the eigenvalues will determine the size of the ellipse. This will give you a better understanding of how the quadratic function behaves in different directions.

I hope this helps in your understanding of this topic. If you still have any doubts or questions, do not hesitate to ask your teacher or seek help from a peer or tutor. Understanding these concepts will not only help you in this assignment but also in your future studies and research.

Best of luck!
 

Related to Quadratic Forms & Lagrange Multipliers

1. What is a quadratic form?

A quadratic form is a mathematical expression that contains only quadratic terms, such as x^2, y^2, and xy. It can be written in the form Q(x) = x^T Ax, where A is a square matrix and x is a column vector of variables.

2. What is the purpose of quadratic forms?

Quadratic forms have many applications in mathematics and science, such as optimization problems, statistics, and physics. They can be used to represent and analyze various systems, including mechanical systems, economic models, and energy potentials.

3. What is a Lagrange multiplier?

A Lagrange multiplier is a constant used in the method of Lagrange multipliers, which is a mathematical technique for finding the maximum or minimum value of a function subject to certain constraints. It allows us to solve optimization problems with multiple variables and constraints.

4. How are quadratic forms and Lagrange multipliers related?

Lagrange multipliers are often used in conjunction with quadratic forms to solve optimization problems with constraints. The method involves setting up a system of equations using the gradient of the objective function and the constraints, which can be represented as a quadratic form. The Lagrange multiplier is then used to find the optimal values of the variables.

5. What are some real-world applications of quadratic forms and Lagrange multipliers?

Quadratic forms and Lagrange multipliers have numerous applications in various fields, including economics, engineering, and physics. For example, they can be used to find the shortest distance between two points on a curved surface, optimize resource allocation in a business, or determine the maximum speed of a rocket subject to weight and fuel constraints.

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