1 00:00:01,000 --> 00:00:03,000 The following content is provided under a Creative 2 00:00:03,000 --> 00:00:05,000 Commons license. Your support will help MIT 3 00:00:05,000 --> 00:00:08,000 OpenCourseWare continue to offer high quality educational 4 00:00:08,000 --> 00:00:13,000 resources for free. To make a donation or to view 5 00:00:13,000 --> 00:00:18,000 additional materials from hundreds of MIT courses, 6 00:00:18,000 --> 00:00:23,000 visit MIT OpenCourseWare at ocw.mit.edu. 7 00:00:23,000 --> 00:00:28,000 So, today we are going to continue looking at critical 8 00:00:28,000 --> 00:00:31,000 points, and we'll learn how to actually 9 00:00:31,000 --> 00:00:33,000 decide whether a typical point is a minimum, 10 00:00:33,000 --> 00:00:37,000 maximum, or a saddle point. So, that's the main topic for 11 00:00:37,000 --> 00:00:41,000 today. So, remember yesterday, 12 00:00:41,000 --> 00:00:50,000 we looked at critical points of functions of several variables. 13 00:00:50,000 --> 00:00:58,000 And, so a critical point functions, we have two values, 14 00:00:58,000 --> 00:01:05,000 x and y. That's a point where the 15 00:01:05,000 --> 00:01:11,000 partial derivatives are both zero. 16 00:01:11,000 --> 00:01:15,000 And, we've seen that there's various kinds of critical 17 00:01:15,000 --> 00:01:20,000 points. There's local minima. 18 00:01:20,000 --> 00:01:24,000 So, maybe I should show the function on this contour 19 00:01:24,000 --> 00:01:28,000 plot,there is local maxima, which are like that. 20 00:01:28,000 --> 00:01:35,000 And, there's saddle points which are neither minima nor 21 00:01:35,000 --> 00:01:37,000 maxima. And, of course, 22 00:01:37,000 --> 00:01:41,000 if you have a real function, then it would be more 23 00:01:41,000 --> 00:01:45,000 complicated. It will have several critical 24 00:01:45,000 --> 00:01:48,000 points. So, this example here, 25 00:01:48,000 --> 00:01:54,000 well, you see on the plot that there is two maxima. 26 00:01:54,000 --> 00:01:58,000 And, there is in the middle, between them, 27 00:01:58,000 --> 00:02:00,000 a saddle point. And, actually, 28 00:02:00,000 --> 00:02:02,000 you can see them on the contour plot. 29 00:02:02,000 --> 00:02:07,000 On the contour plot, you see the maxima because the 30 00:02:07,000 --> 00:02:12,000 level curves become circles that now down and shrink to the 31 00:02:12,000 --> 00:02:15,000 maximum. And, you can see the saddle 32 00:02:15,000 --> 00:02:18,000 point because here you have this level curve that makes a figure 33 00:02:18,000 --> 00:02:20,000 eight. It crosses itself. 34 00:02:20,000 --> 00:02:25,000 And, if you move up or down here, so along the y direction, 35 00:02:25,000 --> 00:02:28,000 the values of the function will decrease. 36 00:02:28,000 --> 00:02:32,000 Along the x direction, the values will increase. 37 00:02:32,000 --> 00:02:37,000 So, you can see usually quite easily where are the critical 38 00:02:37,000 --> 00:02:42,000 points just by looking either at the graph or at the contour 39 00:02:42,000 --> 00:02:44,000 plots. So, the only thing with the 40 00:02:44,000 --> 00:02:47,000 contour plots is you need to read the values to tell a 41 00:02:47,000 --> 00:02:51,000 minimum from a maximum because the contour plots look the same. 42 00:02:51,000 --> 00:02:53,000 Just, of course, in one case, 43 00:02:53,000 --> 00:02:56,000 the values increase, and in another one they 44 00:02:56,000 --> 00:03:03,000 decrease. So, the question -- -- is, 45 00:03:03,000 --> 00:03:17,000 how do we decide -- -- between the various possibilities? 46 00:03:17,000 --> 00:03:23,000 So, local minimum, local maximum, 47 00:03:23,000 --> 00:03:26,000 or saddle point. 48 00:03:38,000 --> 00:03:44,000 So, and, in fact, why do we care? 49 00:03:44,000 --> 00:03:55,000 Well, the other question is how do we find the global 50 00:03:55,000 --> 00:04:05,000 minimum/maximum of a function? So, here what I should point 51 00:04:05,000 --> 00:04:07,000 out, well, first of all, 52 00:04:07,000 --> 00:04:09,000 to decide where the function is the largest, 53 00:04:09,000 --> 00:04:12,000 in general you'll have actually to compare the values. 54 00:04:12,000 --> 00:04:14,000 For example, here, if you want to know, 55 00:04:14,000 --> 00:04:16,000 what is the maximum of this function? 56 00:04:16,000 --> 00:04:19,000 Well, we have two obvious candidates. 57 00:04:19,000 --> 00:04:22,000 We have this local maximum and that local maximum. 58 00:04:22,000 --> 00:04:24,000 And, the question is, which one is the higher of the 59 00:04:24,000 --> 00:04:26,000 two? Well, in this case, 60 00:04:26,000 --> 00:04:30,000 actually, there is actually a tie for maximum. 61 00:04:30,000 --> 00:04:32,000 But, in general, you would have to compute the 62 00:04:32,000 --> 00:04:34,000 function at both points, and compare the values if you 63 00:04:34,000 --> 00:04:36,000 know that it's three at one of them and four at the other. 64 00:04:36,000 --> 00:04:40,000 Well, four wins. The other thing that you see 65 00:04:40,000 --> 00:04:43,000 here is if you are looking for the minimum of this function, 66 00:04:43,000 --> 00:04:47,000 well, the minimum is not going to be at any of the critical 67 00:04:47,000 --> 00:04:49,000 points. So, where's the minimum? 68 00:04:49,000 --> 00:04:53,000 Well, it looks like the minimum is actually out there on the 69 00:04:53,000 --> 00:04:56,000 boundary or at infinity. So, that's another feature. 70 00:04:56,000 --> 00:04:59,000 The global minimum or maximum doesn't have to be at a critical 71 00:04:59,000 --> 00:05:01,000 point. It could also be, 72 00:05:01,000 --> 00:05:05,000 somehow, on the side in some limiting situation where one 73 00:05:05,000 --> 00:05:09,000 variable stops being in the allowed rang of values or goes 74 00:05:09,000 --> 00:05:13,000 to infinity. So, we have to actually check 75 00:05:13,000 --> 00:05:19,000 the boundary and the infinity behavior of our function to know 76 00:05:19,000 --> 00:05:23,000 where, actually, the minimum and maximum will 77 00:05:23,000 --> 00:05:27,000 be. So, in general, 78 00:05:27,000 --> 00:05:37,000 I should point out, these should occur either at 79 00:05:37,000 --> 00:05:48,000 the critical point or on the boundary or at infinity. 80 00:05:48,000 --> 00:05:52,000 So, by that, I mean on the boundary of a 81 00:05:52,000 --> 00:05:55,000 domain of definition that we are considering. 82 00:05:55,000 --> 00:06:00,000 And so, we have to try both. OK, but so we'll get back to 83 00:06:00,000 --> 00:06:04,000 that. For now, let's try to focus on 84 00:06:04,000 --> 00:06:09,000 the question of, you know, what's the type of 85 00:06:09,000 --> 00:06:16,000 the critical point? So, we'll use something that's 86 00:06:16,000 --> 00:06:21,000 known as the second derivative test. 87 00:06:21,000 --> 00:06:25,000 And, in principle, well, the idea is kind of 88 00:06:25,000 --> 00:06:29,000 similar to what you do with the function of one variable, 89 00:06:29,000 --> 00:06:32,000 namely, the function of one variable. 90 00:06:32,000 --> 00:06:34,000 If the derivative is zero, then you know that you should 91 00:06:34,000 --> 00:06:38,000 look at the second derivative. And, that will tell you whether 92 00:06:38,000 --> 00:06:41,000 it's curving up or down whether you have a local max and the 93 00:06:41,000 --> 00:06:44,000 local min. And, the main problem here is, 94 00:06:44,000 --> 00:06:46,000 of course, we have more possible situations, 95 00:06:46,000 --> 00:06:48,000 and we have several derivatives. 96 00:06:48,000 --> 00:06:52,000 So, we have to think a bit harder about how we'll decide. 97 00:06:52,000 --> 00:06:56,000 But, it will again involve the second derivative. 98 00:06:56,000 --> 00:07:01,000 OK, so let's start with just an easy example that will be useful 99 00:07:01,000 --> 00:07:06,000 to us because actually it will provide the basis for the 100 00:07:06,000 --> 00:07:10,000 general method. OK, so we are first going to 101 00:07:10,000 --> 00:07:15,000 consider a case where we have a function that's actually just 102 00:07:15,000 --> 00:07:20,000 quadratic. So, let's say I have a 103 00:07:20,000 --> 00:07:28,000 function, W of (x,y) that's of the form ax^2 bxy cy^2. 104 00:07:28,000 --> 00:07:32,000 OK, so this guy has a critical point at the origin because if 105 00:07:32,000 --> 00:07:36,000 you take the derivative with respect to x, 106 00:07:36,000 --> 00:07:38,000 well, and if you plug x equals y equals zero, 107 00:07:38,000 --> 00:07:42,000 you'll get zero, and same with respect to y. 108 00:07:42,000 --> 00:07:44,000 You can also see, if you try to do a linear 109 00:07:44,000 --> 00:07:47,000 approximation of this, well, all these guys are much 110 00:07:47,000 --> 00:07:50,000 smaller than x and y when x and y are small. 111 00:07:50,000 --> 00:07:55,000 So, the linear approximation, the tangent plane to the graph 112 00:07:55,000 --> 00:07:59,000 is really just w=0. OK, so, how do we do it? 113 00:07:59,000 --> 00:08:03,000 Well, yesterday we actually did an example. 114 00:08:03,000 --> 00:08:09,000 It was a bit more complicated than that, but let me do it, 115 00:08:09,000 --> 00:08:13,000 so remember, we were looking at something 116 00:08:13,000 --> 00:08:19,000 that started with x^2 2xy 3y^2. And, there were other terms. 117 00:08:19,000 --> 00:08:23,000 But, let's forget them now. And, what we did is we said, 118 00:08:23,000 --> 00:08:28,000 well, we can rewrite this as (x y)^2 2y^2. 119 00:08:28,000 --> 00:08:31,000 And now, this is a sum of two squares. 120 00:08:31,000 --> 00:08:35,000 So, each of these guys has to be nonnegative. 121 00:08:35,000 --> 00:08:40,000 And so, the origin will be a minimum. 122 00:08:40,000 --> 00:08:44,000 Well, it turns out we can do something similar in general no 123 00:08:44,000 --> 00:08:47,000 matter what the values of a, b, and c are. 124 00:08:47,000 --> 00:08:50,000 We'll just try to first complete things to a square. 125 00:08:50,000 --> 00:08:55,000 OK, so let's do that. So, in general, 126 00:08:55,000 --> 00:09:01,000 well, let me be slightly less general, and let me assume that 127 00:09:01,000 --> 00:09:08,000 a is not zero because otherwise I can't do what I'm going to do. 128 00:09:08,000 --> 00:09:20,000 So, I'm going to write this as a times x^2 plus b over axy. 129 00:09:20,000 --> 00:09:25,000 And then I have my cy^2. And now this looks like the 130 00:09:25,000 --> 00:09:28,000 beginning of the square of something, OK, 131 00:09:28,000 --> 00:09:31,000 just like what we did over there. 132 00:09:31,000 --> 00:09:39,000 So, what is it the square of? Well, you'd start with x plus I 133 00:09:39,000 --> 00:09:45,000 claim if I put b over 2a times y and I square it, 134 00:09:45,000 --> 00:09:52,000 then see the cross term two times x times b over 2a y will 135 00:09:52,000 --> 00:09:57,000 become b over axy. Of course, now I also get some 136 00:09:57,000 --> 00:10:01,000 y squares out of this. How many y squares do I get? 137 00:10:01,000 --> 00:10:05,000 Well, I get b^2 over 4a^2 times a. 138 00:10:05,000 --> 00:10:11,000 So, I get b2 over 4a y^2. So, and I want, 139 00:10:11,000 --> 00:10:17,000 in fact, c times y^2. So, the number of y^2 that I 140 00:10:17,000 --> 00:10:22,000 should add is c minus b^2 over 4a. 141 00:10:22,000 --> 00:10:27,000 OK, let's see that again. If I expand this thing, 142 00:10:27,000 --> 00:10:33,000 I will get ax^2 plus a times b over 2a times 2xy. 143 00:10:33,000 --> 00:10:39,000 That's going to be my bxy. But, I also get b^2 over 4a^2 144 00:10:39,000 --> 00:10:44,000 y^2 times a. That's b^2 over 4ay^2. 145 00:10:44,000 --> 00:10:47,000 And, that cancels out with this guy here. 146 00:10:47,000 --> 00:10:52,000 And then, I will be left with cy^2. 147 00:10:52,000 --> 00:10:58,000 OK, do you see it kind of? OK, if not, well, 148 00:10:58,000 --> 00:11:04,000 try expanding this square again. 149 00:11:04,000 --> 00:11:06,000 OK, maybe I'll do it just to convince you. 150 00:11:06,000 --> 00:11:11,000 But, so if I expand this, I will get A times, 151 00:11:11,000 --> 00:11:16,000 let me put that in a different color because you shouldn't 152 00:11:16,000 --> 00:11:19,000 write that down. It's just to convince you again. 153 00:11:19,000 --> 00:11:25,000 So, if you don't see it yet, let's expend this thing. 154 00:11:25,000 --> 00:11:35,000 We'll get a times x^2 plus a times 2xb over 2ay. 155 00:11:35,000 --> 00:11:42,000 Well, the two A's cancel out. We get bxy plus a times the 156 00:11:42,000 --> 00:11:53,000 square of that's going to be b^2 over 4a^2 y^2 plus cy^2 minus 157 00:11:53,000 --> 00:11:59,000 b^2 over 4ay^2. Here, the a and the a 158 00:11:59,000 --> 00:12:06,000 simplifies, and now these two terms simplify and give me just 159 00:12:06,000 --> 00:12:09,000 cy^2 in the end. OK, and that's kind of 160 00:12:09,000 --> 00:12:12,000 unreadable after I've canceled everything, 161 00:12:12,000 --> 00:12:19,000 but if you follow it, you see that basically I've 162 00:12:19,000 --> 00:12:24,000 just rewritten my initial function. 163 00:12:24,000 --> 00:12:29,000 OK, is that kind of OK? I mean, otherwise there's just 164 00:12:29,000 --> 00:12:32,000 no substitute. You'll have to do it yourself, 165 00:12:32,000 --> 00:12:38,000 I'm afraid. OK, so, let me continue to play 166 00:12:38,000 --> 00:12:43,000 with this. So, I'm just going to put this 167 00:12:43,000 --> 00:12:48,000 in a slightly different form just to clear the denominators. 168 00:12:48,000 --> 00:12:56,000 OK, so, I will instead write this as one over 4a times the 169 00:12:56,000 --> 00:13:03,000 big thing. So, I'm going to just put 4a^2 170 00:13:03,000 --> 00:13:10,000 times x plus b over 2ay squared. OK, so far I have the same 171 00:13:10,000 --> 00:13:13,000 thing as here. I just introduced the 4a that 172 00:13:13,000 --> 00:13:19,000 cancels out, plus for the other one, I'm just clearing the 173 00:13:19,000 --> 00:13:28,000 denominator. I end up with (4ac-b^2)y^2. 174 00:13:28,000 --> 00:13:32,000 OK, so that's a lot of terms. But, what does it look like? 175 00:13:32,000 --> 00:13:35,000 Well, it looks like, so we have some constant 176 00:13:35,000 --> 00:13:38,000 factors, and here we have a square, and here we have a 177 00:13:38,000 --> 00:13:39,000 square. So, basically, 178 00:13:39,000 --> 00:13:44,000 we've written this as a sum of two squares, well, 179 00:13:44,000 --> 00:13:47,000 a sum or a difference of two squares. 180 00:13:47,000 --> 00:13:51,000 And, maybe that's what we need to figure out to know what kind 181 00:13:51,000 --> 00:13:55,000 of point it is because, see, if you take a sum of two 182 00:13:55,000 --> 00:13:57,000 squares, that you will know that each 183 00:13:57,000 --> 00:14:01,000 square takes nonnegative values. And you will have, 184 00:14:01,000 --> 00:14:04,000 the function will always take nonnegative values. 185 00:14:04,000 --> 00:14:07,000 So, the origin will be a minimum. 186 00:14:07,000 --> 00:14:10,000 Well, if you have a difference of two squares that typically 187 00:14:10,000 --> 00:14:13,000 you'll have a saddle point because depending on whether one 188 00:14:13,000 --> 00:14:18,000 or the other is larger, you will have a positive or a 189 00:14:18,000 --> 00:14:24,000 negative quantity. OK, so I claim there's various 190 00:14:24,000 --> 00:14:32,000 cases to look at. So, let's see. 191 00:14:32,000 --> 00:14:34,000 So, in fact, I claim there will be three 192 00:14:34,000 --> 00:14:37,000 cases. And, that's good news for us 193 00:14:37,000 --> 00:14:40,000 because after all, we want to distinguish between 194 00:14:40,000 --> 00:14:45,000 three possibilities. So, let's first do away with 195 00:14:45,000 --> 00:14:52,000 the most complicated one. What if 4ac minus b^2 is 196 00:14:52,000 --> 00:14:56,000 negative? Well, if it's negative, 197 00:14:56,000 --> 00:15:00,000 then it means what I have between the brackets is, 198 00:15:00,000 --> 00:15:06,000 so the first guy is obviously a positive quantity, 199 00:15:06,000 --> 00:15:10,000 while the second one will be something negative times y2. 200 00:15:10,000 --> 00:15:13,000 So, it will be a negative quantity. 201 00:15:13,000 --> 00:15:23,000 OK, so one term is positive. The other is negative. 202 00:15:23,000 --> 00:15:31,000 That tells us we actually have a saddle point. 203 00:15:31,000 --> 00:15:35,000 We have, in fact, written our function as a 204 00:15:35,000 --> 00:15:40,000 difference of two squares. OK, is that convincing? 205 00:15:40,000 --> 00:15:42,000 So, if you want, what I could do is actually I 206 00:15:42,000 --> 00:15:47,000 could change my coordinates, have new coordinates called u 207 00:15:47,000 --> 00:15:50,000 equals x b over 2ay, and v, actually, 208 00:15:50,000 --> 00:15:55,000 well, I could keep y, and that it would look like the 209 00:15:55,000 --> 00:16:02,000 difference of squares directly. OK, so that's the first case. 210 00:16:02,000 --> 00:16:12,000 The second case is where 4ac-b^2 = 0. 211 00:16:12,000 --> 00:16:18,000 Well, what happens if that's zero? 212 00:16:18,000 --> 00:16:21,000 Then it means that this term over there goes away. 213 00:16:21,000 --> 00:16:25,000 So, what we have is just one square. 214 00:16:25,000 --> 00:16:29,000 OK, so what that means is actually that our function 215 00:16:29,000 --> 00:16:32,000 depends only on one direction of things. 216 00:16:32,000 --> 00:16:36,000 In the other direction, it's going to actually be 217 00:16:36,000 --> 00:16:38,000 degenerate. So, for example, 218 00:16:38,000 --> 00:16:40,000 forget all the clutter in there. 219 00:16:40,000 --> 00:16:45,000 Say I give you just the function of two variables, 220 00:16:45,000 --> 00:16:49,000 w equals just x^2. So, that means it doesn't 221 00:16:49,000 --> 00:16:53,000 depend on y at all. And, if I try to plot the 222 00:16:53,000 --> 00:16:58,000 graph, it will look like, well, x is here. 223 00:16:58,000 --> 00:17:04,000 So, it will depend on x in that way, but it doesn't depend on y 224 00:17:04,000 --> 00:17:10,000 at all. So, what the graph looks like 225 00:17:10,000 --> 00:17:18,000 is something like that. OK, basically it's a valley 226 00:17:18,000 --> 00:17:22,000 whose bottom is completely flat. So, that means, 227 00:17:22,000 --> 00:17:24,000 actually, we have a degenerate critical point. 228 00:17:24,000 --> 00:17:28,000 It's called degenerate because there is a direction in which 229 00:17:28,000 --> 00:17:30,000 nothing happens. And, in fact, 230 00:17:30,000 --> 00:17:38,000 you have critical points everywhere along the y axis. 231 00:17:38,000 --> 00:17:42,000 Now, whether the square that we have is x or something else, 232 00:17:42,000 --> 00:17:46,000 namely, x plus b over 2a y, it doesn't matter. 233 00:17:46,000 --> 00:17:48,000 I mean, it will still get this degenerate behavior. 234 00:17:48,000 --> 00:17:56,000 But there's a direction in which nothing happens because we 235 00:17:56,000 --> 00:18:02,000 just have the square of one quantity. 236 00:18:02,000 --> 00:18:06,000 I'm sure that 300 students means 300 different ring tones, 237 00:18:06,000 --> 00:18:09,000 but I'm not eager to hear all of them, thanks. 238 00:18:09,000 --> 00:18:18,000 [LAUGHTER] OK, so, this is what's called a 239 00:18:18,000 --> 00:18:28,000 degenerate critical point, and [LAUGHTER]. 240 00:18:28,000 --> 00:18:33,000 OK, so basically we'll leave it here. 241 00:18:33,000 --> 00:18:38,000 We won't actually try to figure out further what happens, 242 00:18:38,000 --> 00:18:42,000 and the reason for that is that when you have an actual 243 00:18:42,000 --> 00:18:44,000 function, a general function, 244 00:18:44,000 --> 00:18:46,000 not just one that's quadratic like this, 245 00:18:46,000 --> 00:18:50,000 then there will actually be other terms maybe involving 246 00:18:50,000 --> 00:18:54,000 higher powers, maybe x^3 or y^3 or things like 247 00:18:54,000 --> 00:18:56,000 that. And then, they will mess up 248 00:18:56,000 --> 00:19:00,000 what happens in this valley. And, it's a situation where we 249 00:19:00,000 --> 00:19:03,000 won't be able, actually, to tell automatically 250 00:19:03,000 --> 00:19:06,000 just by looking at second derivatives what happens. 251 00:19:06,000 --> 00:19:09,000 See, for example, in a function of one variable, 252 00:19:09,000 --> 00:19:12,000 if you have just a function of one variable, 253 00:19:12,000 --> 00:19:14,000 say, f of x equals x to the five, 254 00:19:14,000 --> 00:19:18,000 well, if you try to decide what type of point the origin is, 255 00:19:18,000 --> 00:19:20,000 you're going to take the second derivative. 256 00:19:20,000 --> 00:19:23,000 It will be zero, and then you can conclude. 257 00:19:23,000 --> 00:19:26,000 Those things depend on higher order derivatives. 258 00:19:26,000 --> 00:19:29,000 So, we just won't like that case. 259 00:19:29,000 --> 00:19:34,000 We just won't try to figure out what's going on here. 260 00:19:34,000 --> 00:19:40,000 Now, the last situation is if 4ac-b^2 is positive. 261 00:19:40,000 --> 00:19:45,000 So, then, that means that actually we've written things. 262 00:19:45,000 --> 00:19:52,000 The big bracket up there is a sum of two squares. 263 00:19:52,000 --> 00:20:00,000 So, that means that we've written w as one over 4a times 264 00:20:00,000 --> 00:20:08,000 plus something squared plus something else squared, 265 00:20:08,000 --> 00:20:12,000 OK? So, these guys have the same 266 00:20:12,000 --> 00:20:18,000 sign, and that means that this term here will always be greater 267 00:20:18,000 --> 00:20:22,000 than or equal to zero. And that means that we should 268 00:20:22,000 --> 00:20:24,000 either have a maximum or minimum. 269 00:20:24,000 --> 00:20:29,000 How we find out which one it is? Well, we look at the sign of a, 270 00:20:29,000 --> 00:20:30,000 exactly. OK? 271 00:20:30,000 --> 00:20:35,000 So, there's two sub-cases. One is if a is positive, 272 00:20:35,000 --> 00:20:40,000 then, this quantity overall will always be nonnegative. 273 00:20:40,000 --> 00:20:54,000 And that means we have a minimum, OK? 274 00:20:54,000 --> 00:20:58,000 And, if a is negative on the other hand, 275 00:20:58,000 --> 00:21:01,000 so that means that we multiply this positive quantity by a 276 00:21:01,000 --> 00:21:04,000 negative number, we get something that's always 277 00:21:04,000 --> 00:21:10,000 negative. So, zero is actually the 278 00:21:10,000 --> 00:21:18,000 maximum. OK, is that clear for everyone? 279 00:21:18,000 --> 00:21:29,000 Yes? Sorry, yeah, 280 00:21:29,000 --> 00:21:34,000 so I said in the example w equals x^2, it doesn't depend on 281 00:21:34,000 --> 00:21:37,000 y. So, the more general situation 282 00:21:37,000 --> 00:21:44,000 is w equals some constant. Well, I guess it's a times (x b 283 00:21:44,000 --> 00:21:48,000 over 2a times y)^2. So, it does depend on x and y, 284 00:21:48,000 --> 00:21:51,000 but it only depends on this combination. 285 00:21:51,000 --> 00:21:54,000 OK, so if I choose to move in some other perpendicular 286 00:21:54,000 --> 00:21:58,000 direction, in the direction where this 287 00:21:58,000 --> 00:22:02,000 remains constant, so maybe if I set x equals 288 00:22:02,000 --> 00:22:06,000 minus b over 2a y, then this remains zero all the 289 00:22:06,000 --> 00:22:08,000 time. So, there's a degenerate 290 00:22:08,000 --> 00:22:11,000 direction in which I stay at the minimum or maximum, 291 00:22:11,000 --> 00:22:15,000 or whatever it is that I have. OK, so that's why it's called 292 00:22:15,000 --> 00:22:17,000 degenerate. There is a direction in which 293 00:22:17,000 --> 00:22:29,000 nothing happens. OK, yes? 294 00:22:29,000 --> 00:22:31,000 Yes, yeah, so that's a very good question. 295 00:22:31,000 --> 00:22:33,000 So, there's going to be the second derivative test. 296 00:22:33,000 --> 00:22:36,000 Why do not have derivatives yet? Well, that's because I've been 297 00:22:36,000 --> 00:22:39,000 looking at this special example where we have a function like 298 00:22:39,000 --> 00:22:41,000 this. And, so I don't actually need 299 00:22:41,000 --> 00:22:43,000 to take derivatives yet. But, secretly, 300 00:22:43,000 --> 00:22:46,000 that's because a, b, and c will be the second 301 00:22:46,000 --> 00:22:49,000 derivatives of the function, actually, 2a, 302 00:22:49,000 --> 00:22:52,000 b, and 2c. So now, we are going to go to 303 00:22:52,000 --> 00:22:54,000 general function. And there, instead of having 304 00:22:54,000 --> 00:22:57,000 these coefficients a, b, and c given to us, 305 00:22:57,000 --> 00:23:00,000 we'll have to compute them as second derivatives. 306 00:23:00,000 --> 00:23:03,000 OK, so here, I'm basically setting the stage 307 00:23:03,000 --> 00:23:07,000 for what will be the actual criterion we'll use using second 308 00:23:07,000 --> 00:23:13,000 derivatives. Yes? 309 00:23:13,000 --> 00:23:16,000 So, yeah, so what you have a degenerate critical point, 310 00:23:16,000 --> 00:23:20,000 it could be a degenerate minimum, or a degenerate maximum 311 00:23:20,000 --> 00:23:23,000 depending on the sign of a. But, in general, 312 00:23:23,000 --> 00:23:26,000 once you start having functions, you don't really know 313 00:23:26,000 --> 00:23:30,000 what will happen anymore. It could also be a degenerate 314 00:23:30,000 --> 00:23:36,000 saddle, and so on. So, we won't really be able to 315 00:23:36,000 --> 00:23:40,000 tell. Yes? 316 00:23:40,000 --> 00:23:43,000 It is possible to have a degenerate saddle point. 317 00:23:43,000 --> 00:23:46,000 For example, if I gave you x^3 y^3, 318 00:23:46,000 --> 00:23:49,000 you can convince yourself that if you take x and y to be 319 00:23:49,000 --> 00:23:53,000 negative, it will be negative. If x and y are positive, 320 00:23:53,000 --> 00:23:55,000 it's positive. And, it has a very degenerate 321 00:23:55,000 --> 00:23:59,000 critical point at the origin. So, that's a degenerate saddle 322 00:23:59,000 --> 00:24:01,000 point. We don't see it here because 323 00:24:01,000 --> 00:24:04,000 that doesn't happen if you have only quadratic terms like that. 324 00:24:04,000 --> 00:24:12,000 You need to have higher-order terms to see it happen. 325 00:24:12,000 --> 00:24:23,000 OK. OK, so let's continue. 326 00:24:23,000 --> 00:24:27,000 Before we continue, but see, I wanted to point out 327 00:24:27,000 --> 00:24:30,000 one small thing. So, here, we have the magic 328 00:24:30,000 --> 00:24:34,000 quantity, 4ac minus b^2. You've probably seen that 329 00:24:34,000 --> 00:24:37,000 before in your life. Yet, it looks like the 330 00:24:37,000 --> 00:24:40,000 quadratic formula, except that one involves 331 00:24:40,000 --> 00:24:43,000 b^2-4ac. But that's really the same 332 00:24:43,000 --> 00:24:47,000 thing. OK, so let's see, 333 00:24:47,000 --> 00:24:57,000 where does the quadratic formula come in here? 334 00:24:57,000 --> 00:25:00,000 Well, let me write things differently. 335 00:25:00,000 --> 00:25:03,000 OK, so we've manipulated things, and got into a 336 00:25:03,000 --> 00:25:08,000 conclusion. But, let me just do a different 337 00:25:08,000 --> 00:25:14,000 manipulation, and write this now instead as 338 00:25:14,000 --> 00:25:23,000 y^2 times a times x over y squared plus b(x over y) plus c. 339 00:25:23,000 --> 00:25:28,000 OK, see, that's the same thing that I had before. 340 00:25:28,000 --> 00:25:35,000 Well, so now this quantity here is always nonnegative. 341 00:25:35,000 --> 00:25:39,000 What about this one? Well, of course, 342 00:25:39,000 --> 00:25:43,000 this one depends on x over y. It means it depends on which 343 00:25:43,000 --> 00:25:45,000 direction you're going to move away from the origin, 344 00:25:45,000 --> 00:25:48,000 which ratio between x and y you will consider. 345 00:25:48,000 --> 00:25:51,000 But, I claim there's two situations. 346 00:25:51,000 --> 00:25:57,000 One is, so, let's try to reformulate things. 347 00:25:57,000 --> 00:26:04,000 So, if a discriminate here is positive, then it means that 348 00:26:04,000 --> 00:26:10,000 these have roots and these have solutions. 349 00:26:10,000 --> 00:26:19,000 And, that means that this quantity can be both positive 350 00:26:19,000 --> 00:26:24,000 and negative. This quantity takes positive 351 00:26:24,000 --> 00:26:31,000 and negative values. One way to convince yourself is 352 00:26:31,000 --> 00:26:37,000 just to, you know, plot at^2 bt c. 353 00:26:37,000 --> 00:26:43,000 You know that there's two roots. So, it might look like this, 354 00:26:43,000 --> 00:26:48,000 or might look like that depending on the sign of a. 355 00:26:48,000 --> 00:26:52,000 But, in either case, it will take values of both 356 00:26:52,000 --> 00:26:54,000 signs. So, that means that your 357 00:26:54,000 --> 00:26:56,000 function will take values of both signs. 358 00:27:04,000 --> 00:27:13,000 The value takes both positive and negative values. 359 00:27:13,000 --> 00:27:21,000 And, so that means we have a saddle point, 360 00:27:21,000 --> 00:27:28,000 while the other situation, when b^2-4ac is negative -- -- 361 00:27:28,000 --> 00:27:36,000 means that this equation is quadratic never takes the value, 362 00:27:36,000 --> 00:27:39,000 zero. So, it's always positive or 363 00:27:39,000 --> 00:27:42,000 it's always negative, depending on the sign of a. 364 00:27:42,000 --> 00:27:48,000 So, the other case is if b^2-4ac is negative, 365 00:27:48,000 --> 00:27:53,000 then the quadratic doesn't have a solution. 366 00:27:53,000 --> 00:27:58,000 And it could look like this or like that depending on whether a 367 00:27:58,000 --> 00:28:03,000 is positive or a is negative. So, in particular, 368 00:28:03,000 --> 00:28:12,000 that means that ax over y2 plus bx over y plus c is always 369 00:28:12,000 --> 00:28:21,000 positive or always negative depending on the sign of a. 370 00:28:21,000 --> 00:28:23,000 And then, that tells us that our function, 371 00:28:23,000 --> 00:28:25,000 w, will be always positive or always negative. 372 00:28:25,000 --> 00:28:28,000 And then we'll get a minimum or maximum. 373 00:28:40,000 --> 00:28:44,000 OK, we'll have a min or a max depending on which situation we 374 00:28:44,000 --> 00:28:47,000 are in. OK, so that's another way to 375 00:28:47,000 --> 00:28:51,000 derive the same answer. And now, you see here why the 376 00:28:51,000 --> 00:28:55,000 discriminate plays a role. That's because it exactly tells 377 00:28:55,000 --> 00:28:59,000 you whether this quadratic quantity has always the same 378 00:28:59,000 --> 00:29:04,000 sign, or whether it can actually 379 00:29:04,000 --> 00:29:12,000 cross the value, zero, when you have the root of 380 00:29:12,000 --> 00:29:16,000 a quadratic. OK, so hopefully at this stage 381 00:29:16,000 --> 00:29:20,000 you are happy with one of the two explanations, 382 00:29:20,000 --> 00:29:23,000 at least. And now, you are willing to 383 00:29:23,000 --> 00:29:26,000 believe, I hope, that we have basically a way of 384 00:29:26,000 --> 00:29:30,000 deciding what type of critical point we have in the special 385 00:29:30,000 --> 00:29:32,000 case of a quadratic function. 386 00:29:58,000 --> 00:30:05,000 OK, so, now what do we do with the general function? 387 00:30:05,000 --> 00:30:19,000 Well, so in general, we want to look at second 388 00:30:19,000 --> 00:30:24,000 derivatives. OK, so now we are getting to 389 00:30:24,000 --> 00:30:27,000 the real stuff. So, how many second derivatives 390 00:30:27,000 --> 00:30:29,000 do we have? That's maybe the first thing we 391 00:30:29,000 --> 00:30:32,000 should figure out. Well, we can take the 392 00:30:32,000 --> 00:30:39,000 derivative first with respect to x, and then again with respect 393 00:30:39,000 --> 00:30:44,000 to x. OK, that gives us something we 394 00:30:44,000 --> 00:30:54,000 denote by partial square f over partial x squared or fxx. 395 00:30:54,000 --> 00:31:00,000 Then, there's another one which is fxy, which means you take the 396 00:31:00,000 --> 00:31:05,000 derivative with respect to x, and then with respect to y. 397 00:31:05,000 --> 00:31:09,000 Another thing you can do, is do first derivative respect 398 00:31:09,000 --> 00:31:12,000 to y, and then with respect to x. 399 00:31:12,000 --> 00:31:17,000 That would be fyx. Well, good news. 400 00:31:17,000 --> 00:31:22,000 These are actually always equal to each other. 401 00:31:22,000 --> 00:31:26,000 OK, so it's the fact that we will admit, it's actually not 402 00:31:26,000 --> 00:31:30,000 very hard to check. So these are always the same. 403 00:31:30,000 --> 00:31:33,000 We don't need to worry about which one we do. 404 00:31:33,000 --> 00:31:36,000 That's one computation that we won't need to do. 405 00:31:36,000 --> 00:31:43,000 We can save a bit of effort. And then, we have the last one, 406 00:31:43,000 --> 00:31:51,000 namely, the second partial with respect to y and y fyy. 407 00:31:51,000 --> 00:32:00,000 OK, so we have three of them. So, what does the second 408 00:32:00,000 --> 00:32:02,000 derivative test say? 409 00:32:16,000 --> 00:32:22,000 It says, say that you have a critical point (x0, 410 00:32:22,000 --> 00:32:27,000 y0) of a function of two variables, f, 411 00:32:27,000 --> 00:32:34,000 and then let's compute the partial derivatives. 412 00:32:34,000 --> 00:32:41,000 So, let's call capital A the second derivative with respect 413 00:32:41,000 --> 00:32:45,000 to x. Let's call capital B the second 414 00:32:45,000 --> 00:32:49,000 derivative with respect to x and y. 415 00:32:49,000 --> 00:32:55,000 And C equals fyy at this point, OK? 416 00:32:55,000 --> 00:32:59,000 So, these are just numbers because we first compute the 417 00:32:59,000 --> 00:33:02,000 second derivative, and then we plug in the values 418 00:33:02,000 --> 00:33:04,000 of x and y at the critical point. 419 00:33:04,000 --> 00:33:14,000 So, these will just be numbers. And now, what we do is we look 420 00:33:14,000 --> 00:33:21,000 at the quantity AC-B^2. I am not forgetting the four. 421 00:33:21,000 --> 00:33:26,000 You will see why there isn't one. 422 00:33:26,000 --> 00:33:31,000 So, if AC-B^2 is positive, then there's two sub-cases. 423 00:33:31,000 --> 00:33:39,000 If A is positive, then it's local minimum. 424 00:33:50,000 --> 00:33:56,000 The second case, so, still, if AC-B^2 is 425 00:33:56,000 --> 00:34:04,000 positive, but A is negative, then it's going to be a local 426 00:34:04,000 --> 00:34:11,000 maximum. And, if AC-B^2 is negative, 427 00:34:11,000 --> 00:34:17,000 then it's a saddle point, and finally, 428 00:34:17,000 --> 00:34:24,000 if AC-B^2 is zero, then we actually cannot 429 00:34:24,000 --> 00:34:28,000 compute. We don't know whether it's 430 00:34:28,000 --> 00:34:33,000 going to be a minimum, a maximum, or a saddle. 431 00:34:33,000 --> 00:34:37,000 We know it's degenerate in some way, but we don't know what type 432 00:34:37,000 --> 00:34:40,000 of point it is. OK, so that's actually what you 433 00:34:40,000 --> 00:34:43,000 need to remember. If you are formula oriented, 434 00:34:43,000 --> 00:34:45,000 that's all you need to remember about today. 435 00:34:45,000 --> 00:34:53,000 But, let's try to understand why, how this comes out of what 436 00:34:53,000 --> 00:34:59,000 we had there. OK, so, I think maybe I 437 00:34:59,000 --> 00:35:05,000 actually want to keep, so maybe I want to keep this 438 00:35:05,000 --> 00:35:06,000 middle board because it actually has, 439 00:35:06,000 --> 00:35:09,000 you know, the recipe that we found before the quadratic 440 00:35:09,000 --> 00:35:12,000 function. So, let me move directly over 441 00:35:12,000 --> 00:35:16,000 there and try to relate our old recipe with the new. 442 00:35:43,000 --> 00:35:50,000 OK, you are easily amused. OK, so first, 443 00:35:50,000 --> 00:35:57,000 let's check that these two things say the same thing in the 444 00:35:57,000 --> 00:36:01,000 special case that we are looking at. 445 00:36:01,000 --> 00:36:12,000 OK, so let's verify in the special case where the function 446 00:36:12,000 --> 00:36:22,000 was ax^2 bxy cy^2. So -- Well, what is the second 447 00:36:22,000 --> 00:36:28,000 derivative with respect to x and x? 448 00:36:28,000 --> 00:36:31,000 If I take the second derivative with respect to x and x, 449 00:36:31,000 --> 00:36:34,000 so first I want to take maybe the derivative with respect to 450 00:36:34,000 --> 00:36:37,000 x. But first, let's take the first 451 00:36:37,000 --> 00:36:46,000 partial, Wx. That will be 2ax by, right? 452 00:36:46,000 --> 00:36:50,000 So, Wxx will be, well, let's take a partial with 453 00:36:50,000 --> 00:36:54,000 respect to x again. That's 2a. 454 00:36:54,000 --> 00:37:02,000 Wxy, I take the partial respect to y, and we'll get b. 455 00:37:02,000 --> 00:37:06,000 OK, now we need, also, the partial with respect 456 00:37:06,000 --> 00:37:13,000 to y. So, Wy is bx 2cy. 457 00:37:13,000 --> 00:37:17,000 In case you don't believe what I told you about the mixed 458 00:37:17,000 --> 00:37:21,000 partials, Wyx, well, you can check. 459 00:37:21,000 --> 00:37:24,000 And it's, again, b. So, they are, 460 00:37:24,000 --> 00:37:30,000 indeed, the same thing. And, Wyy will be 2c. 461 00:37:30,000 --> 00:37:39,000 So, if we now look at these quantities, that tells us, 462 00:37:39,000 --> 00:37:46,000 well, big A is two little a, big B is little b, 463 00:37:46,000 --> 00:37:55,000 big C is two little c. So, AC-B^2 is what we used to 464 00:37:55,000 --> 00:38:04,000 call four little ac minus b2. OK, ooh. 465 00:38:04,000 --> 00:38:07,000 [LAUGHTER] So, now you can compare the 466 00:38:07,000 --> 00:38:10,000 cases. They are not listed in the same 467 00:38:10,000 --> 00:38:14,000 order just to make it harder. So, we said first, 468 00:38:14,000 --> 00:38:20,000 so the saddle case is when AC-B^2 in big letters is 469 00:38:20,000 --> 00:38:26,000 negative, that's the same as 4ac-b2 in lower case is 470 00:38:26,000 --> 00:38:30,000 negative. The case where capital AC-B2 is 471 00:38:30,000 --> 00:38:35,000 positive, local min and local max corresponds to this one. 472 00:38:35,000 --> 00:38:40,000 And, the case where we can't conclude was what used to be the 473 00:38:40,000 --> 00:38:44,000 degenerate one. OK, so at least we don't seem 474 00:38:44,000 --> 00:38:48,000 to have messed up when copying the formula. 475 00:38:48,000 --> 00:38:56,000 Now, why does that work more generally than that? 476 00:38:56,000 --> 00:39:03,000 Well, the answer that is, again, Taylor approximation. 477 00:39:03,000 --> 00:39:16,000 Aww. OK, so let me just do here 478 00:39:16,000 --> 00:39:22,000 quadratic approximation. So, quadratic approximation 479 00:39:22,000 --> 00:39:25,000 tells me the following thing. It tells me, 480 00:39:25,000 --> 00:39:30,000 if I have a function, f of xy, and I want to 481 00:39:30,000 --> 00:39:37,000 understand the change in f when I change x and y a little bit. 482 00:39:37,000 --> 00:39:40,000 Well, there's the first-order terms. 483 00:39:40,000 --> 00:39:43,000 There is the linear terms that by now you should know and be 484 00:39:43,000 --> 00:39:51,000 comfortable with. That's fx times the change in x. 485 00:39:51,000 --> 00:39:56,000 And then, there's fy times the change in y. 486 00:39:56,000 --> 00:40:00,000 OK, that's the starting point. But now, of course, 487 00:40:00,000 --> 00:40:03,000 if x and y, sorry, if we are at the critical 488 00:40:03,000 --> 00:40:09,000 point, then that's going to be zero at the critical point. 489 00:40:09,000 --> 00:40:16,000 So, that term actually goes away, and that's also zero at 490 00:40:16,000 --> 00:40:22,000 the critical point. So, that term also goes away. 491 00:40:22,000 --> 00:40:24,000 OK, so linear approximation is really no good. 492 00:40:24,000 --> 00:40:27,000 We need more terms. So, what are the next terms? 493 00:40:27,000 --> 00:40:35,000 Well, the next terms are quadratic terms, 494 00:40:35,000 --> 00:40:38,000 and so I mean, if you remember the Taylor 495 00:40:38,000 --> 00:40:42,000 formula for a function of a single variable, 496 00:40:42,000 --> 00:40:46,000 there was the derivative times x minus x0 plus one half of a 497 00:40:46,000 --> 00:40:51,000 second derivative times x-x0^2. And see, this side here is 498 00:40:51,000 --> 00:40:55,000 really Taylor approximation in one variable looking only at x. 499 00:40:55,000 --> 00:40:57,000 But of course, we also have terms involving y, 500 00:40:57,000 --> 00:41:00,000 and terms involving simultaneously x and y. 501 00:41:00,000 --> 00:41:10,000 And, these terms are fxy times change in x times change in y 502 00:41:10,000 --> 00:41:17,000 plus one half of fyy(y-y0)^2. There's no one half in the 503 00:41:17,000 --> 00:41:20,000 middle because, in fact, you would have two 504 00:41:20,000 --> 00:41:24,000 terms, one for xy, one for yx, but they are the 505 00:41:24,000 --> 00:41:26,000 same. And then, if you want to 506 00:41:26,000 --> 00:41:29,000 continue, there is actually cubic terms involving the third 507 00:41:29,000 --> 00:41:32,000 derivatives, and so on, but we are not actually looking 508 00:41:32,000 --> 00:41:34,000 at them. And so, now, 509 00:41:34,000 --> 00:41:39,000 when we do this approximation, well, the type of critical 510 00:41:39,000 --> 00:41:45,000 point remains the same when we replace the function by this 511 00:41:45,000 --> 00:41:48,000 approximation. And so, we can apply the 512 00:41:48,000 --> 00:41:53,000 argument that we used to deduce things in the quadratic case. 513 00:41:53,000 --> 00:41:55,000 In fact, it still works in the general case using this 514 00:41:55,000 --> 00:41:57,000 approximation formula. 515 00:42:12,000 --> 00:42:26,000 So -- The general case reduces to the quadratic case. 516 00:42:26,000 --> 00:42:31,000 And now, you see actually why, well, here you see, 517 00:42:31,000 --> 00:42:36,000 again, how this coefficient which we used to call little a 518 00:42:36,000 --> 00:42:41,000 is also one half of capital A. And same here: 519 00:42:41,000 --> 00:42:47,000 this coefficient is what we call capital B or little b, 520 00:42:47,000 --> 00:42:52,000 and this coefficient here is what we called little c or one 521 00:42:52,000 --> 00:42:57,000 half of capital C. And then, when you replace 522 00:42:57,000 --> 00:43:02,000 these into the various cases that we had here, 523 00:43:02,000 --> 00:43:06,000 you end up with the second derivative test. 524 00:43:06,000 --> 00:43:08,000 So, what about the degenerate case? 525 00:43:08,000 --> 00:43:11,000 Why can't we just say, well, it's going to be a 526 00:43:11,000 --> 00:43:16,000 degenerate critical point? So, the reason is that this 527 00:43:16,000 --> 00:43:20,000 approximation formula is reasonable only if the higher 528 00:43:20,000 --> 00:43:24,000 order terms are negligible. OK, so in fact, 529 00:43:24,000 --> 00:43:27,000 secretly, there's more terms. This is only an approximation. 530 00:43:27,000 --> 00:43:30,000 There would be terms involving third derivatives, 531 00:43:30,000 --> 00:43:34,000 and maybe even beyond that. And, so it is not to generate 532 00:43:34,000 --> 00:43:37,000 case, they don't actually matter 533 00:43:37,000 --> 00:43:39,000 because the shape of the function, 534 00:43:39,000 --> 00:43:42,000 the shape of the graph, is actually determined by the 535 00:43:42,000 --> 00:43:45,000 quadratic terms. But, in the degenerate case, 536 00:43:45,000 --> 00:43:49,000 see, if I start with this and I add something even very, 537 00:43:49,000 --> 00:43:53,000 very small along the y axis, then that can be enough to bend 538 00:43:53,000 --> 00:43:56,000 this very slightly up or slightly down, 539 00:43:56,000 --> 00:44:00,000 and turn my degenerate point in to either a minimum or a saddle 540 00:44:00,000 --> 00:44:03,000 point. And, I won't be able to tell 541 00:44:03,000 --> 00:44:06,000 until I go further in the list of derivatives. 542 00:44:06,000 --> 00:44:14,000 So, in the degenerate case, what actually happens depends 543 00:44:14,000 --> 00:44:20,000 on the higher order derivatives. 544 00:44:38,000 --> 00:44:42,000 So, we will need to analyze things more carefully. 545 00:44:42,000 --> 00:44:45,000 Well, we're not going to bother with that in this class. 546 00:44:45,000 --> 00:44:52,000 So, we'll just say, well, we cannot compute, 547 00:44:52,000 --> 00:44:54,000 OK? I mean, you have to realize 548 00:44:54,000 --> 00:44:57,000 that in real life, you have to be extremely 549 00:44:57,000 --> 00:45:02,000 unlucky for this quantity to end up being exactly 0. 550 00:45:02,000 --> 00:45:03,000 [LAUGHTER] Well, if that happens, 551 00:45:03,000 --> 00:45:05,000 then what you should do is maybe try by inspection. 552 00:45:05,000 --> 00:45:08,000 See if there's a good reason why the function should always 553 00:45:08,000 --> 00:45:11,000 be positive or always be negative, or something. 554 00:45:11,000 --> 00:45:16,000 Or, you know, plot it on a computer and see 555 00:45:16,000 --> 00:45:23,000 what happens. But, otherwise we can't compute. 556 00:45:23,000 --> 00:45:33,000 OK, so let's do an example. So, probably I should leave 557 00:45:33,000 --> 00:45:39,000 this on so that we still have the test with us. 558 00:45:39,000 --> 00:45:42,000 And, instead, OK, so I'll do my example here. 559 00:46:20,000 --> 00:46:30,000 OK, so just an example. Let's look at f of (x, 560 00:46:30,000 --> 00:46:37,000 y) = x y 1/xy, where x and y are positive. 561 00:46:37,000 --> 00:46:39,000 So, I'm looking only at the first quadrant. 562 00:46:39,000 --> 00:46:42,000 OK, I mean, I'm doing this because I don't want the 563 00:46:42,000 --> 00:46:46,000 denominator to become zero. So, I'm just looking at the 564 00:46:46,000 --> 00:46:50,000 situation. So, let's look first for, 565 00:46:50,000 --> 00:46:55,000 so, the question will be, what are the minimum and 566 00:46:55,000 --> 00:47:03,000 maximum of this function? So, the first thing we should 567 00:47:03,000 --> 00:47:12,000 do to answer this question is look for critical points, 568 00:47:12,000 --> 00:47:15,000 OK? So, for that, 569 00:47:15,000 --> 00:47:19,000 we have to compute the first derivatives. 570 00:47:19,000 --> 00:47:34,000 OK, so fx is one minus one over x^2y, OK? 571 00:47:34,000 --> 00:47:39,000 Take the derivative of one over x, that's negative one over x^2. 572 00:47:39,000 --> 00:47:44,000 And, we'll want to set that equal to zero. 573 00:47:44,000 --> 00:47:50,000 And fy is one minus one over xy^2. 574 00:47:50,000 --> 00:47:54,000 And, we want to set that equal to zero. 575 00:47:54,000 --> 00:47:59,000 So, what are the equations we have to solve? 576 00:47:59,000 --> 00:48:05,000 Well, I guess x^2y equals one, I mean, if I move this guy over 577 00:48:05,000 --> 00:48:09,000 here I get one over x^2y equals one. 578 00:48:09,000 --> 00:48:14,000 That's x^2y equals one, and xy^2 equals one. 579 00:48:14,000 --> 00:48:18,000 What do you get by comparing these two? 580 00:48:18,000 --> 00:48:21,000 Well, x and y should both be, OK, so yeah, 581 00:48:21,000 --> 00:48:24,000 I agree with you that one and one is a solution. 582 00:48:24,000 --> 00:48:27,000 Why is it the only one? So, first, if I divide this one 583 00:48:27,000 --> 00:48:29,000 by that one, I get x over y equals one. 584 00:48:29,000 --> 00:48:34,000 So, it tells me x equals y. And then, if x equals y, 585 00:48:34,000 --> 00:48:40,000 then if I put that into here, it will give me y^3 equals one, 586 00:48:40,000 --> 00:48:44,000 which tells me y equals one, and therefore, 587 00:48:44,000 --> 00:48:50,000 x equals one as well. OK, so, there's only one 588 00:48:50,000 --> 00:48:54,000 solution. There's only one critical 589 00:48:54,000 --> 00:48:58,000 point, which is going to be (1,1). 590 00:48:58,000 --> 00:49:09,000 OK, so, now here's where you do a bit of work. 591 00:49:09,000 --> 00:49:18,000 What do you think of that critical point? 592 00:49:18,000 --> 00:49:25,000 OK, I see some valid votes. I see some, OK, 593 00:49:25,000 --> 00:49:28,000 I see a lot of people answering four. 594 00:49:28,000 --> 00:49:30,000 [LAUGHTER] that seems to suggest that 595 00:49:30,000 --> 00:49:34,000 maybe you haven't completed the second derivative yet. 596 00:49:34,000 --> 00:49:37,000 Yes, I see someone giving the correct answer. 597 00:49:37,000 --> 00:49:41,000 I see some people not giving quite the correct answer. 598 00:49:41,000 --> 00:49:43,000 I see more and more correct answers. 599 00:49:43,000 --> 00:49:49,000 OK, so let's see. To figure out what type of 600 00:49:49,000 --> 00:49:52,000 point is, we should compute the second partial derivatives. 601 00:49:52,000 --> 00:50:02,000 So, fxx is, what do we get what we take the derivative of this 602 00:50:02,000 --> 00:50:11,000 with respect to x? Two over x^3y, OK? 603 00:50:11,000 --> 00:50:25,000 So, at our point, a will be 2. Fxy will be one over x^2y^2. 604 00:50:25,000 --> 00:50:37,000 So, B will be one. And, Fyy is going to be two 605 00:50:37,000 --> 00:50:42,000 over xy^3. So, C will be two. 606 00:50:42,000 --> 00:50:51,000 And so that tells us, well, AC-B^2 is four minus one. 607 00:50:51,000 --> 00:51:02,000 Sorry, I should probably use a different blackboard for that. 608 00:51:02,000 --> 00:51:06,000 AC-B2 is two times two minus 1^2 is three. 609 00:51:06,000 --> 00:51:10,000 It's positive. That tells us we are either a 610 00:51:10,000 --> 00:51:17,000 local minimum or local maximum. And, A is positive. 611 00:51:17,000 --> 00:51:21,000 So, it's a local minimum. And, in fact, 612 00:51:21,000 --> 00:51:23,000 you can check it's the global minimum. 613 00:51:23,000 --> 00:51:29,000 What about the maximum? Well, if a maximum is not 614 00:51:29,000 --> 00:51:32,000 actually at a critical point, it's on the boundary, 615 00:51:32,000 --> 00:51:35,000 or at infinity. See, so we have actually to 616 00:51:35,000 --> 00:51:39,000 check what happens when x and y go to zero or to infinity. 617 00:51:39,000 --> 00:51:42,000 Well, if that happens, if x or y goes to infinity, 618 00:51:42,000 --> 00:51:44,000 then the function goes to infinity. 619 00:51:44,000 --> 00:51:48,000 Also, if x or y goes to zero, then one over xy goes to 620 00:51:48,000 --> 00:51:51,000 infinity. So, the maximum, 621 00:51:51,000 --> 00:51:59,000 well, the function goes to infinity when x goes to infinity 622 00:51:59,000 --> 00:52:05,000 or y goes to infinity, or x and y go to zero. 623 00:52:05,000 --> 00:52:07,000 So, it's not at a critical point. 624 00:52:07,000 --> 00:52:10,000 OK, so, in general, we have to check both the 625 00:52:10,000 --> 00:52:13,000 critical points and the boundaries to decide what 626 00:52:13,000 --> 00:52:15,000 happens. OK, the end. 627 00:52:15,000 --> 00:52:18,000 Have a nice weekend.