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A symmetric matrix M (that is, one with Mij = Mji for all i, j) is said to be positive definite if M x·x > 0 for all nonzero vectors x, or equivalently, if its eigenvalues are all real and positive. (The first condition implies the second because all eigenvalues of a symmetric matrix are real. ) Theorem 27 (Hessian test). A twice differentiable function f (x1 , . . , xn ) is convex in a region if and only if the Hessian matrix Hij = ∂2 ∂xi ∂xj 30 is positive definite everywhere in the region. Note that the Hessian is symmetric because of the symmetry of mixed partials, so this statement makes sense.

Xn , we call the directional derivative along the i-th standard basis vector the partial derivative of f with respect to i and denote it by ∂f . In other words, the partial derivative is the derivative of f as a function of x i along, ∂xi regarding the other variables as constants. TOTAL DERIVATIVE Caveat! Since the derivative is not a “function” in our restricted sense (it has takes values in a vector space, not R) we cannot take a “second derivative”—yet. ASSUMING the derivative exists, it can be computed by taking partial derivatives along a basis.

Prove that x + y + z ≤ x2 + y 2 + z 2 . 2. The real numbers x1 , x2 , . . , xn belong to the interval [−1, 1] and the sum of their cubes is zero. Prove that their sum does not exceed n/3. 3. (IMO 1972/2) Let x1 , . . , x5 be positive reals such that (x2i+1 − xi+3 xi+5 )(x2i+2 − xi+3 xi+5 ) ≤ 0 for i = 1, . . , 5, where xn+5 = xn for all n. Prove that x1 = · · · = x5 . 4. (USAMO 1979/3) Let x, y, z ≥ 0 with x + y + z = 1. Prove that 1 x3 + y 3 + z 3 + 6xyz ≥ . 4 34 5. (Taiwan, 1995) Let P (x) = 1 + a1 x + · · · + an−1 xn−1 + xn be a polynomial with complex coefficients.

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