Linear Algebra : Matrix Calculus

Study concepts, example questions & explanations for Linear Algebra

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Example Questions

Example Question #41 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  does not have a critical point at 

The graph of  has a local minimum at .

The graph of  has a saddle point at .

The graph of  has a local maximum at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Correct answer:

The graph of  has a saddle point at .

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

 

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

All four partial second derivatives are constant; the Hessian matrix at  is 

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

The determinant of the Hessian is negative, so the graph of  has a saddle point at .

Example Question #42 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local minimum at .

The graph of  has a saddle point at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

The graph of  does not have a critical point at 

The graph of  has a local maximum at .

Correct answer:

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

 

 

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

 

 

The Hessian matrix at  is 

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

Since the determinant of the Hessian is 0, the Hessian matrix test is inconclusive.

Example Question #41 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local maximum at .

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

The graph of  has a saddle point at .

The graph of  has a local minimum at .

The graph of  does not have a critical point at 

Correct answer:

The graph of  has a local maximum at .

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

 

 

The Hessian matrix at  is 

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

The determinant is positive, making  a local extremum. Since  is negative,  is a local maximum. 

Example Question #44 : Matrix Calculus

Use the Hessian matrix , if applicable, to answer this question:

Does the graph of  have a local maximum, a local minimum, or a saddle point at ?

Possible Answers:

The graph of  has a local maximum at .

The graph of  has a saddle point at .

The graph of  has a local minimum at .

The graph of  does not have a critical point at 

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Correct answer:

The graph of  has a critical point at , but the Hessian matrix test is inconclusive. 

Explanation:

First, it must be established that the graph of  has a critical point at ; this holds if , so the first partial derivatives of  must be evaluated at :

 

 

The graph of  has a critical point at , so the Hessian matrix test applies.

The Hessian matrix  is the matrix of partial second derivatives

,

the determinant of which can be used to determine whether a critical point of  is a local maximum, a local minimum, or a saddle point. Find the partial second derivatives of :

 

 

All four partial second derivatives are constants. The Hessian matrix at any point, including , is

;

Its determinant is the upper-left to lower-right product minus the upper-right to lower-left product:

Since the determinant of the Hessian is 0, the Hessian matrix test is inconclusive.

Example Question #41 : Linear Algebra

Consider the function .

Determine whether the graph of the function has a critical point at ; if so, use the Hessian matrix to identify  as a local maximum, a local minimum, or a saddle point.

Possible Answers:

The graph of does not have a critical point at .

The graph of has a local maximum at .

The graph of has a saddle point at .

The graph of has a local minimum at .

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

Correct answer:

The graph of has a local maximum at .

Explanation:

First, it must be established that  is a critical point of the graph of ; this holds if and only if both first partial derivatives are equal to 0 at this point. Find the partial derivatives and evaluate them at :

 

 

 

Thus, the graph of has a critical point at .

 

The Hessian matrix is the matrix of partial second derivatives

;

Find these derivatives and evaluate them at :

 

 

 

At , the Hessian matrix is

The determinant of this matrix is

Since the determinant of the Hessian matrix is positive, the graph of has a local extremum at ; since , a negative value, it is a local maximum.

Example Question #22 : The Hessian

Consider the function .

Determine whether the graph of the function has a critical point at ; if so, use the Hessian matrix to identify as a local maximum, a local minimum, or a saddle point.

Possible Answers:

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

The graph of has a saddle point at .

The graph of has a local maximum at .

The graph of has a local minimum at .

The graph of does not have a critical point at .

Correct answer:

The graph of has a critical point at , but the Hessian matrix test is inconclusive.

Explanation:

First, it must be established that is a critical point of the graph of ; this holds if and only if both first partial derivatives are equal to 0 at this point. Find the partial derivatives and evaluate them at :

 

 

Thus, the graph of has a critical point at .

 

The Hessian matrix is the matrix of partial second derivatives

;

Find these derivatives and evaluate them at :

 

 

 

The Hessian matrix, evaluated at , ends up being the matrix . The determinant of the matrix is 0, which means that the Hessian matrix test is inconclusive.

Example Question #31 : The Hessian

Let

Which of the following does not appear in the Hessian matrix of ?

Possible Answers:

Correct answer:

Explanation:

The Hessian matrix of is the matrix of partial second derivatives

To identify which choice does not give an entry of the matrix, we need to find all nine partial derivatives; however, since , and , we need only find six such derivatives. They are as follows:

 

 

 

Of the five given choices, only is not one of the partial second derivatives. This is the correct choice.

Example Question #41 : Matrix Calculus

Let .

Find the Hessian matrix .

Possible Answers:

Correct answer:

Explanation:

The Hessian matrix is the matrix of partial second derivatives

.

can be rewritten as

, then

This makes the partial second derivatives easier to find.

 

 

The Hessian matrix for is

Example Question #42 : Matrix Calculus

Consider the function .

Which of the following expressions does not appear twice in the Hessian matrix of ?

Possible Answers:

Correct answer:

Explanation:

The Hessian matrix is the matrix of partial second derivatives

.

Since , we only need to find six partial second derivatives and compare them to the five choices.

 

 

As stated before,

,

so all three expressions will appear twice in the Hessian matrix.

Also note that

,

so this expression appears twice as well.

,

however, only appears once. This is the correct choice.

Example Question #42 : Linear Algebra

Possible Answers:

Correct answer:

Explanation:

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