== Basic notions ==
== Limits ==
== Partial Derivatives ==
== Local maximum and minimum for functions with two variables ==
We start with the definition of local max and min.
'''Definition.'''
Let $f(x,y)$ defined over a region $R$ which contains the point $(a,b)$.
'''1.''' Function $f(x,y)$ has local maximum in $(a,b),$ if $f(a,b) \geq f(x,y)$ for all points $(x,y)$ in an open disk with center $(a,b)$.
'''2.''' Function $f(x,y)$ has local minimum $(a,b),$ if $f(a,b) \leq f(x,y)$ for all points $(x,y)$ in an open disk with center $(a,b)$.
We can use the following theorem for finding them.
'''Theorem 1.'''
If $f(x,y)$ has local max or min in the interior of $R$ where the first partial derivatives exist, then $f_{x}(a,b) = 0$ and $f_{y}(a,b) = 0$.
We call these points critical.
We say that a critical point is an inflexion point, if in a small disk with center $(a,b),$ there are points with $f(x,y) > f(a,b)$ and $f(x,y) < f(a,b)$.
In order to find out what kind of point is a critical point (i.e. local max or min) we use the following criterion.
'''Criterion.'''
Let $f(x,y)$ has second order partial derivatives and are continuous in a disk with center $(a,b)$ and that $f_{x}(a,b) = f_{y}(a,b) = 0$. Then:
'''i.''' $f$ has local maximum in $(a,b)$ if $f_{xx} < 0$ and $f_{xx}f_{yy} - f_{xy}^{2} > 0$ at $(a,b)$.
'''ii.''' $f$ has local maximum in $(a,b)$ if $f_{xx} > 0$ and $f_{xx}f_{yy} - f_{xy}^{2} > 0$ at $(a,b)$.
'''iii.''' $f$ has inflexion point in $(a,b)$ if $f_{xx}f_{yy} - f_{xy}^{2} < 0$ at $(a,b).$
'''iv.''' The criterion does not work if $f_{xx}f_{yy} - f_{xy}^{2} = 0$ at $(a,b)$.
We can easily implement the previous in Sage (we did not include the case where we have infinitely many points).
{{{
"""
Find local maxima and minima of functions with two variables in R^2
AUTHORS:
Argyris Kalampakas, argiriskala@yahoo.com : initial version 25/5/2015
Copyright (C) 2015 Argyris Kalampakas
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>
"""
#############
# We work at R^2 so we don't have boundary points.
# f : symbolic expression with two variables <<x,y>>
# flag : default=true, enables plotting
# TODO : fmin : default=0, for growing the plain of the function, accepts only positive
# TODO : symbolic expression become variable independent
#############
def local_maxmin(f, flag = true):
print "The function f is: "
print f
# Algorithm for Fermat's theorem
### Algorithm for keeping only the real critical points
type(f)
fx = diff(f,x)
fy = diff(f,y)
criticalpoint_ = solve([fx, fy], x, y)
def are_real_roots(s):
criticalpoint=[]
for i in range(0,len(s)):
if s[i][0].rhs() in RR and s[i][1].rhs() in RR:
criticalpoint.append(criticalpoint_[i])
return criticalpoint
criticalpoint=are_real_roots(criticalpoint_)
###
if criticalpoint:
print "--------------------"
print "The critical points are:"
print [[cr[0], cr[1]] for cr in criticalpoint]
Min = [[cr[0].rhs()] for cr in criticalpoint] + [[cr[1].rhs()] for cr in criticalpoint] + [[f(cr[0].rhs(),cr[1].rhs())] for cr in criticalpoint]
Min = min(Min) + max(Min)
Min = abs(Min[0]),abs(Min[1])
Min = min(Min)
# Change the range of the plain
F = plot3d(f,(x,-Min-2,Min+2),(y,-Min-2,Min+2))
# Algorithm for second derivative test
fxx = diff(fx,x)
fyy = diff(fy,y)
fxy = diff(fx,y)
h = fxx*fyy - fxy**2
if h.has(x) & h.has(y):
H = [[h(cr[0].rhs(), cr[1].rhs())] for cr in criticalpoint]
elif h.has(x):
H = [[h(cr[0].rhs())] for cr in criticalpoint]
elif h.has(y):
H = [[h(cr[1].rhs())] for cr in criticalpoint]
else:
H = h
LM=[]
if type(H) is list:
for i in range(0,len(H)):
i = 0
if H[i][0] > 0:
if fxx.has(x):
if fxx(criticalpoint[i][0].rhs()) > 0:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='black', size=15))
print "--------------------"
print criticalpoint[i]
print "It is local minimum, the value of the function at this point is:"
print f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())
elif fxx(criticalpoint[i][0].rhs()) < 0:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='red', size=15))
print "--------------------"
print criticalpoint[i]
print "It is local maximum, the value of the function at this point is:"
print f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())
else:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='yellow', size=15))
print "--------------------"
print criticalpoint[i]
print "Hessian is zero. We do not have a method for this point, to examine what it is."
## We have to create higher-order derivative test
criticalpoint.pop(H.index(H[i]))
H.pop(H.index(H[i]))
else:
if fxx > 0:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='black', size=15))
print "--------------------"
print criticalpoint[i]
print "It is local minimum, the value of the function at this point is:"
print f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())
elif fxx < 0:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='red', size=15))
print "--------------------"
print criticalpoint[i]
print "It is local maximum, the value of the function at this point is:"
print f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())
else:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='yellow', size=15))
print "--------------------"
print criticalpoint[i]
print "Hessian is zero. We do not have a method for this point, to examine what it is."
## We have to create higher-order derivative test
criticalpoint.pop(H.index(H[i]))
H.pop(H.index(H[i]))
elif H[i][0] < 0:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='green', size=15))
print "--------------------"
print criticalpoint.pop(H.index(H[i]))
print "It is saddle point."
H.pop(H.index(H[i]))
else:
LM.append(point3d((criticalpoint[i][0].rhs(), criticalpoint[i][1].rhs(),
f(criticalpoint[i][0].rhs(),criticalpoint[i][1].rhs())),color='yellow', size=15))
print "--------------------"
print criticalpoint.pop(H.index(H[i]))
print "Hessian is zero. We do not have a method for this point, to examine what it is."
H.pop(H.index(H[i]))
else:
if H > 0:
if fxx.has(x):
if fxx(criticalpoint[0][0].rhs()) > 0:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='black', size=15))
print "--------------------"
print criticalpoint[0]
print "It is local minimum, the value of the function at this point is:"
print f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())
elif fxx(criticalpoint[0][0].rhs()) < 0:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='red', size=15))
print "--------------------"
print criticalpoint[0]
print "It is local maximum, the value of the function at this point is:"
print f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())
else:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='yellow', size=15))
print "--------------------"
print criticalpoint[0]
print "Hessian is zero. We do not have a method for this point, to examine what it is."
## We have to create higher-order derivative test
else:
if fxx > 0:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='black', size=15))
print "--------------------"
print criticalpoint[0]
print "It is local minimum, the value of the function at this point is:"
print f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())
elif fxx < 0:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='red', size=15))
print "--------------------"
print criticalpoint[0]
print "It is local maximum, the value of the function at this point is:"
print f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())
else:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='yellow', size=15))
print "--------------------"
print criticalpoint[0]
print "Hessian is zero. We do not have a method for this point, to examine what it is."
## We have to create higher-order derivative test
elif H < 0:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='green', size=15))
print "--------------------"
print criticalpoint.pop()
print "It is saddle point."
else:
LM.append(point3d((criticalpoint[0][0].rhs(), criticalpoint[0][1].rhs(),
f(criticalpoint[0][0].rhs(),criticalpoint[0][1].rhs())),color='yellow', size=15))
print "--------------------"
print criticalpoint.pop()
print "Hessian is zero. We do not have a method for this point, to examine what it is."
if flag:
print "--------------------"
print "Green points are saddle points."
print "Red points are local maximum."
print "Black points are local minimum."
print "Yellow points are for those that we do not have a method to examine what it is."
PLOT = F
while LM:
PLOT = PLOT + LM.pop(0)
show(PLOT)
else:
print "--------------------"
print "This function either has infinite many critical points or does not have any. In the first case we can not compute them with our code."
return None
}}}
{{{#!python numbers=none
# Define the function
sage:var('x,y')
sage:f = x**3 + y**3 - x
sage:local_maxmin(f,false)
The function f is:
x^3 + y^3 - x
--------------------
The critical points are:
[[x == -1/3*sqrt(3), y == 0], [x == 1/3*sqrt(3), y == 0]]
--------------------
[x == -1/3*sqrt(3), y == 0]
Hessian is zero. We do not have a method for this point, to examine what it is.
--------------------
[x == 1/3*sqrt(3), y == 0]
Hessian is zero. We do not have a method for this point, to examine what it is.
}}}
== Local maximum and minimum for functions with three variables ==
== Finding extrema points of functions subject to some constraints (Lagrange multipliers) ==