Chapter 15

Quadratic Functions and Second-Order Surfaces

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Problem 1660

Prove that the canonical form of a quadratic function in a Euclidean space is uniquely determined up to a permutation of the coefficients λ1,…,λn\lambda_{1}, \ldots , \lambda_{n}. Show that these coefficients can be found as the characteristic numbers (eigenvalues) of the matrix of the given quadratic function, written in an arbitrary orthonormal basis.

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Problem 1661

Find the orthogonal transformation that reduces the following quadratic functions to canonical form, and give this canonical form:

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(1)

x12+x22+x32+4x1x2+4x1x3+4x2x3x_{1}^{2}+x_{2}^{2}+x_{3}^{2}+4 x_{1} x_{2}+4 x_{1} x_{3}+4 x_{2} x_{3}

(2)

11x12+5x22+2x32+16x1x2+4x1x3−20x2x311 x_{1}^{2}+5 x_{2}^{2}+2 x_{3}^{2}+16 x_{1} x_{2}+4 x_{1} x_{3}-20 x_{2} x_{3}

(3)

x12+x22+5x32−6x1x2+2x1x3−2x2x3x_{1}^{2}+x_{2}^{2}+5 x_{3}^{2}-6 x_{1} x_{2}+2 x_{1} x_{3}-2 x_{2} x_{3};

(4)

17x12+14x22+14x32−4x1x2−4x1x3−8x2x317 x_{1}^{2}+14 x_{2}^{2}+14 x_{3}^{2}-4 x_{1} x_{2}-4 x_{1} x_{3}-8 x_{2} x_{3};

(5)

x12−2x22+x32−4x1x2+8x1x3−4x2x3x_{1}^{2}-2 x_{2}^{2}+x_{3}^{2}-4 x_{1} x_{2}+8 x_{1} x_{3}-4 x_{2} x_{3};

(6)

x12+x22−2x1x2−42x1x3−42x2x3x_{1}^{2}+x_{2}^{2}-2 x_{1} x_{2}-4 \sqrt{2} x_{1} x_{3}-4 \sqrt{2} x_{2} x_{3};

(7)

5x12−7x22+5x32−8x1x2+4x1x3−8x2x35 x_{1}^{2}-7 x_{2}^{2}+5 x_{3}^{2}-8 x_{1} x_{2}+4 x_{1} x_{3}-8 x_{2} x_{3};

(8)

5x12−x22+2x32−36x1x3−36x2x35 x_{1}^{2}-x_{2}^{2}+2 x_{3}^{2}-3 \sqrt{6} x_{1} x_{3}-3 \sqrt{6} x_{2} x_{3};

(9)

3x12+3x22+3x32+3x42+2x1x3−4x1x4−4x2x3+2x2x43 x_{1}^{2}+3 x_{2}^{2}+3 x_{3}^{2}+3 x_{4}^{2}+2 x_{1} x_{3}-4 x_{1} x_{4}-4 x_{2} x_{3}+2 x_{2} x_{4};

(10)

x22+5x32+3x42−12x1x3+12x1x4−8x2x4+8x3x4x_{2}^{2}+5 x_{3}^{2}+3 x_{4}^{2}-12 x_{1} x_{3}+12 x_{1} x_{4}-8 x_{2} x_{4}+8 x_{3} x_{4};

(11)

3x12−3x22+4x32−4x42+4x52+x62+8x1x2−6x3x4+4x5x63 x_{1}^{2}-3 x_{2}^{2}+4 x_{3}^{2}-4 x_{4}^{2}+4 x_{5}^{2}+x_{6}^{2}+8 x_{1} x_{2}-6 x_{3} x_{4}+4 x_{5} x_{6}.

Problem 1662

Let UU be an orthogonal operator in a Euclidean space VV. Define a quadratic function by the equality f(x)=(x,Ux)f(x) = (x, U x). Show that the canonical basis of the operator UU is simultaneously the canonical basis of the quadratic function ff. Find the canonical form of ff, knowing the canonical form of the operator UU.

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Problem 1663

Using an orthogonal transformation, reduce the quadratic function f(x)=x1x2+x2x3+…+xn−1xn+xnx1f(x) = x_{1} x_{2}+x_{2} x_{3}+\ldots +x_{n-1} x_{n}+x_{n} x_{1} to canonical form (finding the canonical basis).

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Problem 1664

Let two quadratic functions ff and gg be given. They are called orthogonally equivalent if one of them can be transformed into the other by an orthogonal change of coordinates. Prove that the functions ff and gg are orthogonally equivalent if and only if the characteristic polynomials of their matrices coincide.

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Problem 1665

Let ff and gg be a pair of quadratic functions in the same variables, with gg positive definite. Choose an arbitrary linear transformation that reduces the function gg to normal form, and the function ff to canonical form:

f=λ1x12+…+λnxn2 f = \lambda _{1} x_{1}^{2}+\ldots +\lambda _{n} x_{n}^{2}

Prove that the numbers λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} are uniquely determined up to a permutation, i.e. do not depend on the choice of the linear transformation. Prove that these numbers are the roots of the so-called λ\lambda-equation det⁡(A−λB)=0\operatorname {det}\left(A-\lambda B\right) = 0, where AA and BB are the matrices of the functions ff and gg respectively.

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Problem 1666

Let ff and gg be a pair of quadratic functions in the same variables, and let AA and BB be their matrices. Prove that the set of roots of the equation det⁡(A−λB)=0\operatorname {det}\left(A-\lambda B\right) = 0 does not change under nondegenerate linear transformations of the variables.

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Problem 1667

Prove that if the square of a nonzero linear function of the same variables is added to a positive definite quadratic function ff, then the determinant of the matrix of the function ff increases.

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Problem 1668

Let

f(x1,…,xn)=∑i,j=1naijxixj f\left(x_{1}, \ldots , x_{n}\right) = \sum _{i, j = 1}^{n} a_{i j} x_{i} x_{j}

be a positive definite quadratic function and

g(x2,…,xn)=f(0,x2,…,xn) g\left(x_{2}, \ldots , x_{n}\right) = f\left(0, x_{2}, \ldots , x_{n}\right)

Prove that for the determinants of the matrices of these functions the inequality Df⩽a11DgD_{f} \leqslant a_{11} D_{g} holds.

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Problem 1669

For a given pair of quadratic functions, determine which of them is positive definite, and find the coordinate transformation that reduces this function to normal form and the other to canonical form; give this canonical form:

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(1)

f=x12+6x22−2x32+6x1x2+2x2x3f = x_{1}^{2}+6 x_{2}^{2}-2 x_{3}^{2}+6 x_{1} x_{2}+2 x_{2} x_{3}, g=x12+2x22+2x32+2x1x2−2x2x3g = x_{1}^{2}+2 x_{2}^{2}+2 x_{3}^{2}+2 x_{1} x_{2}-2 x_{2} x_{3}

(2)

f=x12−3x22−2x32+2x2x3f = x_{1}^{2}-3 x_{2}^{2}-2 x_{3}^{2}+2 x_{2} x_{3}, g=x12+5x22+2x32−4x1x2−2x2x3g = x_{1}^{2}+5 x_{2}^{2}+2 x_{3}^{2}-4 x_{1} x_{2}-2 x_{2} x_{3}

(3)

f=5x12+27x22+35x32+20x1x2−14x1x3−52x2x3f = 5 x_{1}^{2}+27 x_{2}^{2}+35 x_{3}^{2}+20 x_{1} x_{2}-14 x_{1} x_{3}-52 x_{2} x_{3}, g=x12+5x22+6x32+4x1x2−2x1x3−8x2x3g = x_{1}^{2}+5 x_{2}^{2}+6 x_{3}^{2}+4 x_{1} x_{2}-2 x_{1} x_{3}-8 x_{2} x_{3}

(4)

f=15x22−15x32−36x1x2−60x1x3+16x2x3f = 15 x_{2}^{2}-15 x_{3}^{2}-36 x_{1} x_{2}-60 x_{1} x_{3}+16 x_{2} x_{3}, g=9x12+13x22+14x32−12x1x2+6x1x3+8x2x3g = 9 x_{1}^{2}+13 x_{2}^{2}+14 x_{3}^{2}-12 x_{1} x_{2}+6 x_{1} x_{3}+8 x_{2} x_{3}

(5)

f=7x12+17x22+27x32+18x1x2−24x1x3−24x2x3f = 7 x_{1}^{2}+17 x_{2}^{2}+27 x_{3}^{2}+18 x_{1} x_{2}-24 x_{1} x_{3}-24 x_{2} x_{3}, g=x12+2x22+6x32+2x1x2−4x1x3−2x2x3g = x_{1}^{2}+2 x_{2}^{2}+6 x_{3}^{2}+2 x_{1} x_{2}-4 x_{1} x_{3}-2 x_{2} x_{3}

(6)

f=4x12+6x22+12x32+12x44+6x1x2−8x1x3−14x2x3−10x2x4+16x3x4f = 4 x_{1}^{2}+6 x_{2}^{2}+12 x_{3}^{2}+12 x_{4}^{4}+6 x_{1} x_{2}-8 x_{1} x_{3}-14 x_{2} x_{3}-10 x_{2} x_{4}+16 x_{3} x_{4},

g=x12+2x22+3x32+3x42+2x1x2−2x1x3−4x2x3−2x2x4+4x3x4 g = x_{1}^{2}+2 x_{2}^{2}+3 x_{3}^{2}+3 x_{4}^{2}+2 x_{1} x_{2}-2 x_{1} x_{3}-4 x_{2} x_{3}-2 x_{2} x_{4}+4 x_{3} x_{4}
(7)

f=−12x12−52x22+32x32−52x44+2x1x2+5x1x3−12x1x4−10x2x3+33x2x4−16x3x4f = -\frac{1}{2} x_{1}^{2}-\frac{5}{2} x_{2}^{2}+\frac{3}{2} x_{3}^{2}-\frac{5}{2} x_{4}^{4}+2 x_{1} x_{2}+5 x_{1} x_{3}-12 x_{1} x_{4}-10 x_{2} x_{3}+33 x_{2} x_{4}-16 x_{3} x_{4},

g=x12+5x22+5x32+5x42−4x1x2−4x2x3−4x3x4 g = x_{1}^{2}+5 x_{2}^{2}+5 x_{3}^{2}+5 x_{4}^{2}-4 x_{1} x_{2}-4 x_{2} x_{3}-4 x_{3} x_{4}
(8)

f=−x12−6x22+x32−4x42+6x1x2−2x1x3−2x1x4+10x3x4f = -x_{1}^{2}-6 x_{2}^{2}+x_{3}^{2}-4 x_{4}^{2}+6 x_{1} x_{2}-2 x_{1} x_{3}-2 x_{1} x_{4}+10 x_{3} x_{4}, g=x12+2x22+3x32+4x42−2x1x2−2x1x3−2x1x4+2x3x4g = x_{1}^{2}+2 x_{2}^{2}+3 x_{3}^{2}+4 x_{4}^{2}-2 x_{1} x_{2}-2 x_{1} x_{3}-2 x_{1} x_{4}+2 x_{3} x_{4}.

Problem 1670

Let ff and gg be two positive definite quadratic functions in the same variables. Suppose one nondegenerate linear transformation of variables reduces the function ff to the form f=∑i=1nλiyi2f = \sum_{i = 1}^{n} \lambda_{i} y_{i}^{2} and the function gg to normal form, while another nondegenerate linear transformation reduces the function ff to normal form and the function gg to the form g=∑i=1nμizi2g = \sum_{i = 1}^{n} \mu_{i} z_{i}^{2}. Find the relation between the coefficients λi\lambda_{i} and μi\mu_{i}.

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Problem 1671

Prove that the following pairs of quadratic functions cannot be reduced to diagonal form by a single real nondegenerate linear transformation:

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(1)

f=x12+4x1x2−x22,g=x12+8x1x2+5x22f = x_{1}^{2}+4 x_{1} x_{2}-x_{2}^{2}, g = x_{1}^{2}+8 x_{1} x_{2}+5 x_{2}^{2};

(2)

f=2x1x2−x22,g=x12+4x1x2−5x22f = 2 x_{1} x_{2}-x_{2}^{2}, \quad g = x_{1}^{2}+4 x_{1} x_{2}-5 x_{2}^{2}.

Problem 1672

Prove that for two pairs of quadratic functions f1,g1f_{1}, g_{1} and f2,g2f_{2}, g_{2}, where g1g_{1} and g2g_{2} are positive definite, a nondegenerate linear transformation simultaneously taking f1f_{1} to f2f_{2} and g1g_{1} to g2g_{2} exists if and only if the roots of the equations

det⁡(A1−λB1)=0 and det⁡(A2−λB2)=0 \operatorname {det}\left(A_{1}-\lambda B_{1}\right) = 0 \quad \text{ and } \quad \operatorname {det}\left(A_{2}-\lambda B_{2}\right) = 0

coincide.

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Problem 1673

Does there exist a nondegenerate linear transformation simultaneously taking the pair of quadratic functions f1,g1f_{1}, g_{1} to the pair f2,g2f_{2}, g_{2}:

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(1)

f1=−x12−6x1x2+2x1x3−x22−2x2x3+x32f_{1} = -x_{1}^{2}-6 x_{1} x_{2}+2 x_{1} x_{3}-x_{2}^{2}-2 x_{2} x_{3}+x_{3}^{2},

g1=x12+6x1x2−2x1x3+13x22−10x2x3+3x32 g_{1} = x_{1}^{2}+6 x_{1} x_{2}-2 x_{1} x_{3}+13 x_{2}^{2}-10 x_{2} x_{3}+3 x_{3}^{2} f2=10x12+12x1x2+12x1x3+30x22+12x2x3+3x32g2=9x12+2x1x2+4x1x3+13x22+4x2x3+x32 \begin{aligned} & f_{2} = 10 x_{1}^{2}+12 x_{1} x_{2}+12 x_{1} x_{3}+30 x_{2}^{2}+12 x_{2} x_{3}+3 x_{3}^{2} \\ & g_{2} = 9 x_{1}^{2}+2 x_{1} x_{2}+4 x_{1} x_{3}+13 x_{2}^{2}+4 x_{2} x_{3}+x_{3}^{2} \end{aligned}
(2)

f1=3x12+6x1x2−18x1x3+12x22−24x2x3+28x32f_{1} = 3 x_{1}^{2}+6 x_{1} x_{2}-18 x_{1} x_{3}+12 x_{2}^{2}-24 x_{2} x_{3}+28 x_{3}^{2},

g1=x12+2x1x2−6x1x3+10x22−12x2x3+14x32g_{1} = x_{1}^{2}+2 x_{1} x_{2}-6 x_{1} x_{3}+10 x_{2}^{2}-12 x_{2} x_{3}+14 x_{3}^{2},

f2=4x12−4x1x2+4x22f_{2} = 4 x_{1}^{2}-4 x_{1} x_{2}+4 x_{2}^{2},

g2=6x12−12x1x2+4x1x3+8x22−4x2x3+x32g_{2} = 6 x_{1}^{2}-12 x_{1} x_{2}+4 x_{1} x_{3}+8 x_{2}^{2}-4 x_{2} x_{3}+x_{3}^{2};

(3)

f1=3x12+6x1x2+12x22−6x2x3+9x32f_{1} = 3 x_{1}^{2}+6 x_{1} x_{2}+12 x_{2}^{2}-6 x_{2} x_{3}+9 x_{3}^{2},

g1=x12+2x1x2+10x22−6x2x3+5x32g_{1} = x_{1}^{2}+2 x_{1} x_{2}+10 x_{2}^{2}-6 x_{2} x_{3}+5 x_{3}^{2},

f2=5x12−12x1x2+4x1x3+12x22−8x2x3+2x32f_{2} = 5 x_{1}^{2}-12 x_{1} x_{2}+4 x_{1} x_{3}+12 x_{2}^{2}-8 x_{2} x_{3}+2 x_{3}^{2},

g2=3x12−8x1x2+2x1x3+8x22−4x2x3+x32g_{2} = 3 x_{1}^{2}-8 x_{1} x_{2}+2 x_{1} x_{3}+8 x_{2}^{2}-4 x_{2} x_{3}+x_{3}^{2}?

Problem 1674

Let ff be a quadratic function in a Euclidean space V,AV, A its matrix in some orthonormal basis, λ1⩽λ2⩽…⩽λn−1⩽λn\lambda_{1} \leqslant \lambda_{2} \leqslant \ldots \leqslant \lambda_{n-1} \leqslant \lambda_{n} the ordered eigenvalues of the matrix A,L⊂VA, L \subset V a linear subspace of codimension one. Consider the new quadratic function gg, which is the restriction of ff to LL. Let μ1⩽μ2⩽…⩽μn−1\mu_{1} \leqslant \mu_{2} \leqslant \ldots \leqslant \mu_{n-1} be the ordered eigenvalues of the matrix of the quadratic function gg in some orthonormal basis of the space LL. Prove that

λ1⩽μ1⩽λ2⩽μ2⩽…⩽λn−1⩽μn−1⩽λn \lambda _{1} \leqslant \mu _{1} \leqslant \lambda _{2} \leqslant \mu _{2} \leqslant \ldots \leqslant \lambda _{n-1} \leqslant \mu _{n-1} \leqslant \lambda _{n}
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Problem 1675

Let ff be a quadratic form on a Euclidean space VV. For every two orthogonal vectors a,b∈Va, b \in V define the function φa,b(t)=f(acos⁡t+bsin⁡t)\varphi_{a, b}(t) = f(a \cos t+b \sin t). Prove that the direction of the vector aa is a principal direction of the form ff if and only if for every vector bb orthogonal to aa, dφa,bdt∣t=0=0\left.\frac{d \varphi_{a, b}}{d t}\right|_{t = 0} = 0.

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Problem 1676

Let f2(x)+2f1(x)+f0=0f_{2}(x)+2 f_{1}(x)+f_{0} = 0 be the general equation of a second-order surface in the affine space Rn\mathbb {R}^{n}, where f2f_{2} and f1f_{1} are a quadratic and a linear function respectively, and f0f_{0} is a number, and let r⩾1r \geqslant 1 be the rank of the quadratic function f2f_{2}. Prove that the following list of equations gives the affine classification of second-order surfaces in Rn\mathbb {R}^{n}. I. x12+…+xk2−xk+12−…−xr2=1,0⩽k⩽rx_{1}^{2}+\ldots +x_{k}^{2}-x_{k+1}^{2}-\ldots -x_{r}^{2} = 1,0 \leqslant k \leqslant r.

For k=r=nk = r = n the surface is called a real (n−1)(n-1)-dimensional ellipsoid; for k=0,r=nk = 0, r = n an imaginary (n−1)(n-1)-dimensional ellipsoid; for 0<k<r=n0 < k < r = n it is called an (n−1)(n-1)-dimensional hyperboloid; for r<nr < n a cylinder over the corresponding (r−1)(r-1)-dimensional surface.

II. x12+…+xk2−xk+12−…−xr2=0,k⩾r2x_{1}^{2}+\ldots +x_{k}^{2}-x_{k+1}^{2}-\ldots -x_{r}^{2} = 0, k \geqslant \frac{r}{2} for even rr and k⩾r+12k \geqslant \frac{r+1}{2} for odd rr.

For k<r=nk < r = n the surface is called a real (n−1)(n-1)-dimensional cone; for r<nr < n a cylinder over an (r−1)(r-1)-dimensional cone, or a conical surface.

III. x12+…+xk2−xk+12−…−xr2=2xr+1,k⩾r2x_{1}^{2}+\ldots +x_{k}^{2}-x_{k+1}^{2}-\ldots -x_{r}^{2} = 2 x_{r+1}, k \geqslant \frac{r}{2} for even r<nr < n and k⩾r+12k \geqslant \frac{r+1}{2} for odd r<nr < n.

For r=n−1r = n-1 the surface is called an (n−1)(n-1)-dimensional paraboloid; for r<n−1r < n-1 a cylinder over the corresponding (r−1)(r-1)-dimensional paraboloid.

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Problem 1677

Determine the affine type of the section of the surface

x12−x22−x32+x42−2x1x4−2x2x3+2x1−2x3−2x4+1=0 x_{1}^{2}-x_{2}^{2}-x_{3}^{2}+x_{4}^{2}-2 x_{1} x_{4}-2 x_{2} x_{3}+2 x_{1}-2 x_{3}-2 x_{4}+1 = 0

by the plane x1+x2+x3+x4−1=0x_{1}+x_{2}+x_{3}+x_{4}-1 = 0.

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Problem 1678

Find the canonical equation and the canonical coordinate system for the surface:

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(1)

2x1x2+2x1x3−2x1x4−2x2x3+2x2x4+2x3x4−2x2−4x3−6x4+5=02 x_{1} x_{2}+2 x_{1} x_{3}-2 x_{1} x_{4}-2 x_{2} x_{3}+2 x_{2} x_{4}+2 x_{3} x_{4}-2 x_{2}-4 x_{3}-6 x_{4}+5 = 0

(2)

3x12+3x22+3x32+3x42−2x1x2−2x1x3−2x1x4−2x2x3−2x2x4−2x3x4+8x1−8x2=03 x_{1}^{2}+3 x_{2}^{2}+3 x_{3}^{2}+3 x_{4}^{2}-2 x_{1} x_{2}-2 x_{1} x_{3}-2 x_{1} x_{4}-2 x_{2} x_{3}-2 x_{2} x_{4}-2 x_{3} x_{4}+8 x_{1}-8 x_{2} = 0

(3)

4x1x2+4x1x3+4x1x4+4x2x3+4x2x4+4x3x4+3x42+14x4+11=04 x_{1} x_{2}+4 x_{1} x_{3}+4 x_{1} x_{4}+4 x_{2} x_{3}+4 x_{2} x_{4}+4 x_{3} x_{4}+3 x_{4}^{2}+14 x_{4} + 11 = 0,

given with respect to an orthonormal basis.

Problem 1679

Determine the affine type of the section of the surface

x12+x22−2x42+4x1x2+2x1x3−2x1x4−2x2x4−2x3x4=0 x_{1}^{2}+x_{2}^{2}-2 x_{4}^{2}+4 x_{1} x_{2}+2 x_{1} x_{3}-2 x_{1} x_{4}-2 x_{2} x_{4}-2 x_{3} x_{4} = 0

by the plane x2+x3+x4−1=0x_{2}+x_{3}+x_{4}-1 = 0.

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Problem 1680

Find the maximal dimension of a plane contained in a second-order surface given in an nn-dimensional affine space, if this surface is:

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(1)

a cone x12+…+xk2−xk+12−…−xn2=0,1⩽k⩽n\quad x_{1}^{2}+\ldots +x_{k}^{2}-x_{k+1}^{2}-\ldots -x_{n}^{2} = 0, \quad 1 \leqslant k \leqslant n;

(2)

a hyperboloid x12+…+xk2−xk+12−…−xn2=1,1⩽k⩽nx_{1}^{2}+\ldots +x_{k}^{2}-x_{k+1}^{2}-\ldots -x_{n}^{2} = 1, \quad 1 \leqslant k \leqslant n;

(3)

a paraboloid x12+…+xk2−xk+12−…−xn−12=2xn,1⩽k⩽n−1x_{1}^{2}+\ldots +x_{k}^{2}-x_{k+1}^{2}-\ldots -x_{n-1}^{2} = 2 x_{n}, 1 \leqslant k \leqslant n-1.

Problem 1681

Find all rectilinear generators of the surface x12+x22−x32=2x4x_{1}^{2} + x_{2}^{2}-x_{3}^{2} = 2 x_{4}, passing through the point (1,1,1,1/2)(1,1,1,1 / 2).

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Problem 1682

Let f(x1,…,xn)f\left(x_{1}, \ldots , x_{n}\right) and g(x1,…,xn)g\left(x_{1}, \ldots , x_{n}\right) be two quadratic functions, at least one of which is positive definite. Prove that the surfaces f=1f = 1 and g=1g = 1 do not intersect if and only if the function f−gf-g is sign-definite.

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