Quadratic form (maxima and minima problem)

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SUMMARY

The discussion focuses on maximizing the expression x_{1}^2 + x_{2}^2 + x_{3}^2 under the constraint x_{1}^2 + 2x_{2}^2 + 2x_{3}^2 + 2x_{1}x_{2} + 2x_{1}x_{3} + 2x_{2}x_{3} = 1. By completing the square and applying a coordinate transformation, the problem is reformulated to find the largest and smallest eigenvalues of a specific matrix. The largest eigenvalue is determined to be 2 + √3, while the smallest is 2 - √3. However, the original problem's key suggests different values of 1/(2 - √3) and 1/(2 + √3), indicating a potential error in the approach.

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  • Familiarity with matrix operations and determinants
  • Knowledge of the spectral theorem in linear algebra
  • Experience with completing the square in algebra
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  • Learn about eigenvalue problems and characteristic equations
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Students and professionals in mathematics, particularly those studying linear algebra, optimization, and quadratic forms. This discussion is beneficial for anyone looking to deepen their understanding of eigenvalues and their applications in maximizing quadratic expressions.

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Homework Statement



Determine the largest value of x_{1}^2 + x_{2}^2 + x_{3}^2 when x_{1}^2 + 2x_{2}^2 + 2x_{3}^2 + 2x_{1}x_{2} + 2x_{1}x_{3} + 2x_{2}x_{3} = 1

Homework Equations



Not sufficiently relevant to produce the expected answer.

The Attempt at a Solution



Completing the square, we get x_{1}^2 + 2x_{2}^2 + 2x_{3}^2 + 2x_{1}x_{2} + 2x_{1}x_{3} + 2x_{2}x_{3} = (x_1 + x_2 + x_3)^2 + x_{2}^2 + x_{3}^2 = 1.

Assigning x_{1}' = x_{1} + x_{2} + x_{3}, x_{2}' = x_{2}, x_{3}' = x_{3} as a coordinate change (and checking that the determinant of the transformation matrix is non-zero to ensure its validity), we equivalently get x_{1} = x_{1}' - x_{2}' - x_{3}', x_{2} = x_{2}', x_{3} = x_{3}'.

Consequently, the problem can be formulated as determining the largest and smallest value of

x_{1}^2 + x_{2}^2 + x_{3}^2 = (x_{1}' - x_{2}' - x_{3}')^2 + x_{2}'^2 + x_{3}'^2 = x_{1}'^2 + 2x_{2}'^2 + 2x_{3}'^2 - 2x_{1}'x_{2}' - 2x_{1}'x_{3}' + 2x_{2}'x_{3}' (1)

when x_{1}'^2 + x_{2}'^2 + x_{3}'^2 = 1.

Rewriting (1), we get: x_{1}&#039;^2 + 2x_{2}&#039;^2 + 2x_{3}&#039;^2 - 2x_{1}&#039;x_{2}&#039; - 2x_{1}&#039;x_{3}&#039; + 2x_{2}&#039;x_{3}&#039; =<br /> <br /> \begin{pmatrix}x_{1}&#039; &amp; x_{2}&#039; &amp; x_{3}&#039; \end{pmatrix}<br /> <br /> \begin{pmatrix}<br /> <br /> 1 &amp; -1 &amp; -1 \\<br /> -1 &amp; 2 &amp; 1 \\<br /> -1 &amp; 1 &amp; 2 \end{pmatrix}<br /> <br /> \begin{pmatrix}x_{1}&#039; \\ x_{2}&#039; \\ x_{3}&#039; \end{pmatrix} = X&#039;^tAX&#039; = X&#039;&#039;^tDX&#039;&#039; = \lambda_{1} x&#039;&#039;_{1}^2 + \lambda_{2} x&#039;&#039;_{2}^2 + \lambda_{3} x&#039;&#039;_{3}^2<br /> <br />

by using the spectral theorem, the relation X&#039; = TX&#039;&#039; between the bases and the orthogonality of transformation matrices between orthonormal bases. (T and D are obviously the transformation matrix between the bases and the diagonalized matrix in the orthonormal eigenvector base, respectively.)

Solving the characteristic equation \begin{vmatrix} 1-\lambda &amp; -1 &amp; -1\\-1 &amp; 2-\lambda &amp; 1\\-1 &amp; 1 &amp; 2-\lambda \end{vmatrix} = 0 \iff (\lambda - 1)(\lambda - (2-\sqrt{3}))(\lambda-(2+\sqrt{3})) = 0

we get that X&#039;&#039;^t D X&#039;&#039; = x&#039;&#039;_{1}^2 + (2-\sqrt{3}) x&#039;&#039;_{2}^2 + (2+\sqrt{3}) x&#039;&#039;_{3}^2

Since |X&#039;|^2 = x_{1}&#039;^2 + x_{2}&#039;^2 + x_{3}&#039;^2 = x_{1}&#039;&#039;^2 + x_{2}&#039;&#039;^2 + x_{3}&#039;&#039;^2 = 1 (all bases involved are orthonormal), it follows that the largest value sought is equal to the largest eigenvalue, 2+\sqrt{3}, and the smallest value sought is equal to the smallest eigenvalue, 2-\sqrt{3}.Turns out that the key to the problem doesn't agree. It states that the largest value is 1/(2-\sqrt{3}) and the smallest is 1/(2+\sqrt{3}). If I knew where I purportedly managed to mess up, you would not be reading this sentence. Some assistance, or perhaps a suggestion for a different approach, will be appreciated.
 
Last edited:
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The key to the problem should have rationalized the denominator of its answers =)
 
UGH. http://intp.se/whoco5.gif Note to self: FFFFUUUUUUUUUUU.

Thank you.
 
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