calculus and r problems

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  1. Calculate the gradient of the function f(x1,x2,x3) = 2x51x32x4+x1x+x2xat (1,1,1). 

  2. Let f(x1,x2) = (x+x2)8(x+x2)2. Find all the local minimas and local maximas 

    of this function. Guess what the graph of this function looks like. 

  3. Let ∈ R2. Consider the function f(x) = xTAx. If is an invertible matrix, then prove that this function has only one stationary point at 0(stationary points are the points at which the gradient is zero). Give an for which is the minimizer of f(x). Give an for which is neither a maximizer nor a minimizer of f(x). 

  4. Complete the proof of Lemma 7 in Lecture note 2 (posted on our course website). 

  5. Let ∈ Rand find the gradient of the following functions: 

    (a) f1(x) = (xAx)2, where is an × matrix. (b) f2(x) = (xAx)n, where is an × matrix. 

  6. Let ∈ Rn×denote a fat matrix, i.e., n < p. Explain why we should expect the equation Ato have infinitely many solutions. Among all those solutions we would like to find the one with minimum Euclidean norm, i.e., we want to find the solution with the smallest xx. Find that solution and prove your answer. 

  7. Plotthefunctionf(x1,x2)=(x11)2+(x21)2+x1xinR.Assumethatx[2,2] and x∈ [22]. Before doing this problem you may want to study the commands “outer” and “persp” in R. 

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