Compute the gradient of the defined by f: R_R function f(x)= where A is an nxn given matrix

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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function
Compute the gradient of the
f: Rr →R defined by
f(x)=<x, Ax>
where A is an nxn given matrix
Transcribed Image Text:function Compute the gradient of the f: Rr →R defined by f(x)=<x, Ax> where A is an nxn given matrix
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Follow-up Question
f'(x)
=
= lim
h→0
||
=
=
=
lim f(x + h) − f(x)
h → 0
h
< (x + h), A(x + h) >
h
lim
h→0
<x+h-x,
lim
h→0
<h, Ah >
h
(1)
(2)
< 1, A >
(3)
Hence, the value of required gradient is < 1, A>.
Ax+ Ah - Ax >
h
lim
h→0
< x, Ax>
< 1, A >
h
eath
Did you get From (1) → (3)
by cancelling out the
ch' term?
Transcribed Image Text:f'(x) = = lim h→0 || = = = lim f(x + h) − f(x) h → 0 h < (x + h), A(x + h) > h lim h→0 <x+h-x, lim h→0 <h, Ah > h (1) (2) < 1, A > (3) Hence, the value of required gradient is < 1, A>. Ax+ Ah - Ax > h lim h→0 < x, Ax> < 1, A > h eath Did you get From (1) → (3) by cancelling out the ch' term?
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