Professional Documents
Culture Documents
n−1
2 2
2.19 Consider the performance measure P= x 1−1 x ∑ x k 1−x k 2
n
k=1
∂P
We have =−2 x i1− x i 2 x i − x i−1 where i≠1and n−1,
∂ xi
∂P ∂P
=2 x 1−1−2 x 2−x 1 , and =2 x n2 x n −x n−1 .
∂ x1 ∂ xn
Where we can write such difference equations in the n x n form
[ ][ ] [ ]
4 −2 0 . . . . . . . . . x1 2
−2 4 −2 0 . . . . . . . . x2 0
0 −2 4 −2 0 . . . . . . . x3 0
0 0 −2 4 −2 0 . . . . . . . .
0 0 0 −2 4 −2 0 . . . . . . .
. . . . . . . . . . . . . =. 1
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . 0 −2 4 −2 x n−1 0
. . . . . . . . . . 4 −2 x 0
n
Through elimination we can obtain the form will prove this also by induction
[ ][ ] [ ]
2 −1 0 . . . . . . . . . x1 1
0 3 −2 0 . . . . . . . . x2 2
0 0 8 −6 0 . . . . . . . x3 2
0 0 0 10 −8 0 . . . . . . . .
0 0 0 0 12 −10 0 . . . . . . .
. . . . . . . . . . . . . = . 2
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . 0 2n −2n−1 x n−1 2
. . . . . . . . . . 4 −2 xn 0
To prove 2 k1 x k −2k x k1=2. 3
where k =1,... , n−1.
That it is obvious that n=1is true by the first row of 1. Assume the k −1case is true that is
2 k−11 x k− 1−2 k−1 x k−11=2
k −1 x k 1
Then from eq.1 where−2x k−14x k −2x k1=0 and from eq.3 x k−1= ,
k
2 k−1 x k 2
we can write− 4x k −2x k1=0
k
implies−2k −1 x k −24kx k −2kx k 1=0
implies 2 k1 x k −2kx k1=2
d
We then have for the last row of eq.1 , 4x n−2xn−1=0 4
implies for k =n−1we have from eq.3 ,
2 n−11 x n−1−2 n−1 x n−11=2
implies 2nx n−1−2n−1 x n=2
2 n−1 x n2
implies x n−1= 5
2n
implies substituting eq.5into eq. 4 ,
2 n−1 x n 2
4 −2 x n=0
2n
−2
implies x n =
n−2
We then should havethe nxn form ,
6
[ ][ ] [ ]
2 −1 0 . . . . . . . . . x1 1
0 3 −2 0 . . . . . . . . x2 2
0 0 8 −6 0 . . . . . . . x3 2
0 0 0 10 −8 0 . . . . . . . .
0 0 0 0 12 −10 0 . . . . . . .
. . . . . . . . . . . . . = .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . 0 2n −2n−1 x n−1 2
. . . . . . . . . . 0 1 xn −2/n−2
Elimination can be used such that we have the form ,
][ ] [ ]
1
[
4 −2 0 . . . . . . . . . x 1 −4
n−2
1
2 ∑
0 1 0 0 . . . . . . . . x 2 nn−2 p=1 2 p1 p
0 0 1 0 0 . . . . . . . x3 .
0 0 0 1 0 0 . . . . . . . .
0 0 0 0 1 0 0 . . . . . . .
. . . . . . . . . . . . .
=.
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . 0 1 0 x n−1 −2n−1 1
. . . . . . . . . . 0 1 x
n
nn−2 n
−2/ n−2
1 1 1
k1= ⋯
n−k −1n−k n−k n−k1 nn1
−2 n−k −1
since x n−k−1=n−k −1 n−k−1k
nn−2 n−k −1n−k
−2
implies x n−k−1= n−k −1 n−k −1 k1 . d
n n−2
A stationary point then can be expressed in terms of its respective components
k
−2n−k n−k p−2!
x n−k = n−k ∑ is true 7
n n−2 p=1 n−k p!
for n2, k ≠0 ,
for k =0, x n=1/n1.
n−2
−2 1
and x 1= ∑ 1/ 2
n n−2 p=1 2 p1 p