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Let $f({\bf x})\equiv f(x_1,x_2,\ldots,x_n)$ is a function of $n$ real variables ${\bf x}=(x_1,x_2,\ldots,x_n)$. The Taylor expansion of $f({\bf x})$ is about a local ${\bf x}^0=(x_1^0,x_2^0,\ldots,x_n^0)$, reads, $$f({\bf x})=f({\bf x}^0)+\frac{1}{2!}\sum_i\sum_j\left(\frac{\partial^2 f}{\partial x_i\partial x_j}\right)_{{\bf x}={\bf x}^0}\Delta x_i\Delta x_j+\ldots$$ where $\Delta x_i=(x_i-x_i^0)$.

Defining $$M_{ij}\equiv\left(\frac{\partial^2 f}{\partial x_i\partial x_j}\right)_{{\bf x}^0}\geq 0,$$

and after a little bit of manipulation, we find that $$\Delta f\equiv f({\bf x})-f({\bf x}^0)\approx \frac{1}{2}\sum_j\sum_j M_{ij}\Delta x_i \Delta x_j=\frac{1}{2}(\Delta {\rm x})^TM(\Delta{\bf x})=\frac{1}{2}\sum_{r=1}^{n}\lambda_r a_r^2$$ where $\lambda_r$ are the eigenvalues of the real symmetric matrix $M$, and therefore, real. $a_r^2$ are real positive constants.

Now, the condition of minimum requires $\Delta f>0$. This is certainly satisfied if all eigenvalues of positive. But this is also satisfied if some of the eigenvalues are zero and others are positive. But this book by Riley, Hobson, and Bence says that $\lambda_r$ must be positive. Is there a mistake in the book or do I get it wrong? See the fourth line from the top, page 167.

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https://www.astrosen.unam.mx/~aceves/Metodos/ebooks/riley_hobson_bence.pdf

SRS
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  • "Note that the test may fail if some or all of the eigenvalues are equal to zero and all the non-zero ones have the same sign." So the test is only a sufficient condition. For example $f(x,y)=x^4y^4$ has a minimum at $(0,0)$ but the eigenvalues are all zero. – Robert Z Aug 02 '23 at 16:35
  • @RobertZ Don't you think that the statement "Now, for the stationary point to be a minimum, we require ... all the eigenvalues of M to be greater than zero." is misleading? It sounds to me to be a necessary condition. – SRS Aug 02 '23 at 17:01
  • Look at page 50-52 of the book. They have a graph and an accompanying diagram for defining a maximum and minimum, as well as the following text:

    Stationary points may be divided into three categories and an example of each is shown in figure 2.2. Point B is said to be a minimum since the function increases in value in both directions away from it. Point Q is said to be a maximum since the function decreases in both directions away from it. Note that B is not the overall minimum value of the function and Q is not the overall maximum; rather, they are a local minimum and a local maximum.

    – 1mdlrjcmed Aug 02 '23 at 17:59
  • I think your book defines maxima as strict maxima. – 1mdlrjcmed Aug 02 '23 at 17:59

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