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[Analysis] Add more notes
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@@ -40,5 +40,6 @@ $\nabla f(x_0) =
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and the
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and the
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\drmvspace\rmvspace
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\drmvspace\rmvspace
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trace of the Jacobi Matrix, $\text{div}(f)(x_0) = \text{Tr}(J_f(x_0)) = \sum_{i = 1}^{n} \partial_{x_i} f_i(x_0)$ is called the \bi{divergence} of $f$ at $x_0$.
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trace of the Jacobi Matrix, $\text{div}(f)(x_0) = \text{Tr}(J_f(x_0)) = \sum_{i = 1}^{n} \partial_{x_i} f_i(x_0)$ is called the \bi{divergence} of $f$ at $x_0$.\\
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The gradient is simply the transpose of the Jacobian and it points in the direction of the \bi{steepest ascent}.
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\rmvspace
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\rmvspace
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@@ -1,4 +1,4 @@
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\newsectionNoPB
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\newsection
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\subsection{The differential}
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\subsection{The differential}
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\setLabelNumber{all}{2}
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\setLabelNumber{all}{2}
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\compactdef{Differentiable function} We have function $f: X \rightarrow \R^m$, linear map $u : \R^n \rightarrow \R^m$ and $x_0 \in X$. $f$ is differentiable at $x_0$ with differential $u$ if
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\compactdef{Differentiable function} We have function $f: X \rightarrow \R^m$, linear map $u : \R^n \rightarrow \R^m$ and $x_0 \in X$. $f$ is differentiable at $x_0$ with differential $u$ if
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@@ -6,7 +6,6 @@ $\displaystyle \lim_{\elementstack{x \rightarrow x_0}{x \neq x_0}} \frac{f(x) -
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We denote $\dx f(x_0) = u$.
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We denote $\dx f(x_0) = u$.
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If $f$ is differentiable at every $x_0 \in X$, then $f$ is differentiable on $X$.
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If $f$ is differentiable at every $x_0 \in X$, then $f$ is differentiable on $X$.
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\newpage
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% ────────────────────────────────────────────────────────────────────
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% ────────────────────────────────────────────────────────────────────
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\stepLabelNumber{all}
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\stepLabelNumber{all}
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\shortproposition
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\shortproposition
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@@ -16,7 +16,8 @@ To determine the kind of critical point, we need to determine if $H_f(x_0)$ is d
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\dhrmvspace
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\dhrmvspace
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\setLabelNumber{all}{6}
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\setLabelNumber{all}{6}
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\compactdef{Non-degenerate critical point} If $\det(H_f(x_0)) \neq 0$ (if $H_f(x_0)$ is semi-definite, then $\det(H_f(x_0)) = 0$, thus degenerate)\\
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\compactdef{Non-degenerate critical point} If $\det(H_f(x_0)) \neq 0$ (if $H_f(x_0)$ is semi-definite, then $\det(H_f(x_0)) = 0$, thus degenerate)
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To figure out if a matrix is definite, we can compute the eigenvalues. $A$ is positive (negative) definite, if and only if all eigenvalues are greater (lower) than $0$.
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To figure out if a matrix is definite, we can compute the eigenvalues. $A$ is positive (negative) definite, if and only if all eigenvalues are greater (lower) than $0$.
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$A$ is indefinite if and only if it has both positive and negative eigenvalues.
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$A$ is indefinite if and only if it has both positive and negative eigenvalues.
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$A$ is positive (negative) semi-definite if and only if all eigenvalues are greater (lower) or equal to $0$.
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$A$ is positive (negative) semi-definite if and only if all eigenvalues are greater (lower) or equal to $0$.
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@@ -48,3 +49,5 @@ For $2 \times 2$ matrices (i.e. 2D functions), we can use the following scheme (
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(tr1) edge node [right] {$0$} (zero);
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(tr1) edge node [right] {$0$} (zero);
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\end{tikzpicture}
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\end{tikzpicture}
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\end{center}
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\end{center}
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As in Analysis I, it is important to also check the boundaries for maximums and minimums.
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For that, formulate formulas for the borders and check them for critical points.
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