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Is the given function positive definite in an open neighborhood containing \((0,0)\) ? Positive semidefinite? Negative definite? Negative semidefinite? None of these? Justify your answer in each case. $$ V(x, y)=2 x y-x^{2}-y^{2} $$

Short Answer

Expert verified
The function is negative semi-definite.

Step by step solution

01

Identify the Hessian Matrix

The Hessian matrix for a function \(V(x, y)\) is a square matrix of second-order mixed partial derivatives. For the given function, \( V(x, y) = 2xy - x^2 - y^2 \), the Hessian matrix \( H \) is:\[ H = \begin{bmatrix} \frac{\partial^2 V}{\partial x^2} & \frac{\partial^2 V}{\partial x \partial y} \ \frac{\partial^2 V}{\partial y \partial x} & \frac{\partial^2 V}{\partial y^2} \end{bmatrix} \]Calculate each element: \(\frac{\partial^2 V}{\partial x^2} = -2\), \(\frac{\partial^2 V}{\partial y^2} = -2\), and \(\frac{\partial^2 V}{\partial x \partial y} = 2\). Thus, \[ H = \begin{bmatrix} -2 & 2 \ 2 & -2 \end{bmatrix} \].
02

Determine the Definiteness Using Determinants

To determine definiteness, calculate the eigenvalues of the Hessian matrix or use leading principal minors. For matrix \( H \), the determinant of the top-left corner (\(-2\)) is \(-2\), which indicates typically negative definiteness could be possible. Check the determinant of the entire matrix: \[ \text{det}(H) = (-2)(-2) - (2)(2) = 4 - 4 = 0 \]. If the determinant is zero and the first minor determinant is negative, this matrix is not negative definite nor positive definite.
03

Analyze the Eigenvalues (Alternative Method)

For further verification, consider the eigenvalues of \( H \). The characteristic equation is obtained by \( \text{det}(H - \lambda I) = 0 \):\[ \text{det}\left(\begin{bmatrix} -2-\lambda & 2 \ 2 & -2-\lambda \end{bmatrix}\right) = (-2-\lambda)^2 - 4 = 0 \] This simplifies to \( \lambda^2 + 4\lambda = 0 \), giving eigenvalues \( \lambda = 0 \) and \( \lambda = -4 \). The presence of a non-positive and negative eigenvalue indicates that the function is negative semi-definite.
04

Conclusion on Definiteness

The function \( V(x, y) = 2xy - x^2 - y^2 \) has a Hessian matrix with determinant zero and a negative eigenvalue, which means it is neither positive definite nor negative definite. Since there is at least one negative eigenvalue, the function is negative semi-definite.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Positive Definite
A matrix is considered positive definite if every eigenvalue is positive and the leading principal minors are also positive. For our function, we determine its positive definiteness by examining its Hessian matrix. The general idea is that:
  • If all eigenvalues are positive, the matrix is positive definite.
  • If any eigenvalue is zero or negative, it cannot be positive definite.
When we apply this to the given Hessian matrix, calculated from the function's second derivatives, we find that the matrix has the eigenvalues: \( 0 \) and \(-4\). Since there is a zero eigenvalue, the matrix does not meet the criteria for positive definiteness. Therefore, this function is not positive definite.
Negative Definite
A matrix can be termed as negative definite if all its eigenvalues are negative. For the function we are analyzing, the Hessian matrix helps determine this by uncovering its eigenvalues. Here are the key points:
  • The Hessian matrix has eigenvalues of \( 0 \) and \(-4\).
  • To be negative definite, all eigenvalues should be strictly negative, which isn't the case here because one eigenvalue is zero.
Thus, despite having one negative eigenvalue, the presence of a zero eigenvalue implies it cannot be negative definite. Negative definiteness requires no zero values and all values strictly less than zero.
Eigenvalues
Eigenvalues are crucial in revealing the nature of a matrix, particularly when determining definiteness. For the Hessian matrix:
  • The characteristic equation is derived from \(\text{det}(H - \lambda I) = 0\).
  • Solving the equation yields the eigenvalues \(0\) and \(-4\).
This calculation suggests the behavior of the function's curvature at a point. The zero eigenvalue indicates a direction of constant change at that point. A negative eigenvalue indicates a direction of downward curvature. These eigenvalues are essential not just in pinpointing definiteness but also for understanding the function’s behavior.
Definiteness
Definiteness of a matrix is a key property that gives us insight into the behavior of multidimensional functions. With the given Hessian matrix, definiteness can be assessed using the leading principal minors or the eigenvalues. Key ideas include:
  • If all eigenvalues are positive, it is positive definite.
  • If all eigenvalues are negative, it is negative definite.
  • A zero eigenvalue combined with no positive ones often implies negative semidefinite.
The Hessian has a determinant of zero. The calculated eigenvalues \(0\) and \(-4\) show us that the matrix cannot be entirely positive or negative definite. Due to one being negative, the matrix is defined as negative semi-definite, meaning the function has some level of downward concavity but is not strictly decreasing in all directions.

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Most popular questions from this chapter

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