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7.1. Rn
n- .
7.1. n- Rn R x =
(x1 , . . . , xn ) , :
R x = (x1 , . . . , xn )
1) (x) = ()x,
2) ( + )x = x + x.
,
(x, y) = x1 y1 + . . . + xn yn .
. :
q
p
|x| = (x, x) = x21 + . . . + x2n .
,
x y :
(x, y) = |x y|.
, Rn
. .
7.1. (x, y)
1) (x, y) 0, (x, y) = 0 , x = 0 (
(0, . . . , 0));
2) : (x, y) = (y, x);
3) :
(x, y) (x, z) + (z, y).
7.
1) 2) . 3).
.
7.2. [, , ]
a1 , . . . , am , b1 , . . . , bm
(7.1)
m
X
v
v
um
um
uX
uX
2
t
ai bi
(ai ) t (bi )2 .
i=1
i=1
i=1
. t
!
!
m
m
m
m
X
X
X
X
2
2
2
(ai + tbi ) =
bi t + 2
ai bi t +
a2i
i=1
i=1
i=1
i=1
. ,
.
7.3. [] (7.1)
v
v
v
um
um
um
uX
uX
uX
2
t (ai + bi )2 t
ai + t
b2i .
i=1
i=1
i=1
. ,
v
v
v
2
v
um
um
um
um
m
m
m
X
X
X
X
X
X
X
u
u
u
u
a2i + 2t
(ai + bi )2
a2i t
b2i +
b2i = t
a2i + t
b2i .
i=1
i=1
i=1
i=1
i=1
i=1
i=1
.enddemo
3). z = (z1 , . . . , zn ) . x y
2 (x, y) =
m
X
(xi zi yi + zi )2 .
i=1
ai = xi zi bi = yi zi
v
v
um
um
x
y
@
X
2
uX
u
6
2
t
@
(xi zi ) + t (zi ti )2 .
|x y|
@
i=1
i=1
@
@
@
- , n = 2
z
x
:
O
x1
. 1
.
7.2.
Rn
7.2. Rn
7.2. Rn , x0 , - x0 , .
, ,
U (x0 ) = {x| |x x0 | < }.
, , U (x0 ), .
7.3. x Rn ,
(0)
< xk xk < , - x0 ,
P (x0 ).
7.4. x0 .
. x U (x0 ), xk , k = 1, . . . , xn :
q
(0)
(0)
(0)
|xk xk | (x1 x1 )2 + . . . + (xn xn )2 < ,
x P (x0 ). , P (x0 ) U (x0 ).
7.3. Rn . .
6.6 n = 2.
: ,
.
7.4. E Rn ,
R, E UR (O),
R.
7.5. x E , U (x) ,
.
x E, . , U (x) ,
E.
7.6. x E,
, .
M .
7.7. E = E E E.
7.
. , E , E =
E.
7.8. E , . E , E E.
7.1. ,
.
. E . z E, z .
, E.
, z E.
. , z E, . E
, E .
.
7.2. .
.
G=
n
\
Gk
k=1
Gk . z G, k = 1, 2, . . . z Gk . Gk
Uk (z) Gk . = min k . U G. ,
G . , G .
G G , z G
, z G . U (z)
G G. G .
.
.
7.3. [ ] , .
. E . x
/ E, x CE (CE
E ), x E,
, .
, CE. , CE .
, E . CE. , CE CE, E
.
7.4.
.
.
F =
m
[
k=1
Fk
7.4.
Rn
Fk . CFk ,
m
\
CF =
CFk .
k=1
CF 7.2 , , F .
.
1. , .
2. , Rn n > 1
.
7.4. Rn
, , Rn . : (xm ).
. , Rn
. k- (m)
: xk .
7.9. (xm ) x0 ,
|xm x0 | 0.
7.5. , (xm ) x0 (m)
(0)
, xk xk , .
. (xm ) x0 , > 0
(m)
(0)
N , n > N , |xk xk | |xm x0 | < .
, , > 0
(m)
(0)
n.
.
7.6. .
. . (m)
(xm ) . (x1 ) . , (xmi )
, . .
, . .
7.
, n- .
.
, , , Rn . .
7.10. (x)m ,
> 0 N ,
mp m > N |xn+p xn | < .
7.7. [ ] ,
Rn , .
. , .
. (xm ) (m)
(xk ) k 1 n. , x = (x1 , . . . , xn ),
k = 1, . . . , n
(m)
xk = lim (xk ),
m
x, Rn .
7.5.
f (x) Xf .
7.11. b f x x0 ,
, x Xf ,
0 < |x x0 | < , |b f (x)| < .
, :
b = lim0 f (x).
xx
:
7.12. b f x x0 ,
V (b) U (x0 ), x Xf ,
x U (x0 ), f (x) V (b).
7.12
(xm ), , , xm Xf
m
x 6= x0 .
7.13. b f x x0 ,
(xm ), x0 ,
(f (xm )) b.
7.6.
.
7.8. 7.12 7.13 .
. f (x) b x x0 , V (b)
b, (xm ) , x0 U (x0 ) , V (b)
. N , m > N
, xm U (x0 ). f (xm ) V (b), ,
(f (xm )) b, b f (x) .
, , b f (x) , . , V0 (b),
U (x0 ) x0 Xf , f (x0 )
/ V0 (b).
U 1/m (x0 ),
xm Xf , f (xm )
/ V0 (b). ,
|xm x0 | <
1
,
m
xm 6= x0 ,
xm Xf ,
(xm ) c x0 .
b , f (xm )
V0 (b) . .
7.6.
M0 = (x0 , y0 ) R2 U (M0 )
f (x, y). y = y0 ,
f (x, y0 ).
7.14. f 0 (x, y0 )|x=x0
x0 f (x, y) M0 ,
:
f
(M0 ),
x
fx (M0 ) Dx f (M0 ).
y.
,
:
7.15.
lim
x0
f (x0 + x, y0 ) f (x0 , y0 )
f
=
(x0 , y0 )
x
x
x (x0 , y0 ).
f
x f (M0 ) = f (x, y0 ) f (x0 , y0 ),
7.
, . :
dx f (x0 , y0 ) = fx (M0 )dx, dy f (x0 , y0 ) = fy (M0 )dy.
.
f (M0 ) = f (x, y) f (x0 , y0 ),
x = x0 + x,
y = y0 + y,
M0 .
p
. = x2 + y 2 .
7.16. f (x, y) M0 ,
A B, 0
f (M0 ) = Ax + By + o().
(7.2)
, f M0 .
, .
7.9. , f (x, y) M0
, A B, 0
f (M0 ) = Ax + By + o(x) + o(y).
(7.3)
. . (7.2).
r(x, y) = f (M0 ) Ax By
r(x, y)
. .
r(x, y) :
y
x
x + (x, y)
y = o(x) + o(y),
r(x, y) = (x, y)
(x, y) =
x
y
1
1
(x, y). .
. (7.3). :
=
o(x)
,
x
o(y)
.
y
0.
r(x, y) = x + y = (, ) (x + y),
(, ) (x, y), ,
:
p
|r(x, y)| 2 + 2 = o(),
7.7.
.
dx dy.
7.17.
M0
df (x0 , y0 ) = Adx + Bdy.
(7.4)
7.10. , .
. f (x, y) M0 ,
f (M0 ) = O(), .
7.7.
, .
, .
,
. , .
7.11. f (x, y) M0 ,
df (M0 ) = fx (M0 )dx + fy (M0 )dy.
. (7.3) y = 0,
f (x, y0 ) f (x0 , y0 ) = Ax + o(x),
, , , f (x, y0 ) A.
f (x, y) M0 . fy = B.
, . .
, ,
. 7.10
, .
3.
(
f (x, y) =
xy
, x2 + y 2 > 0,
x2 + y 2
0, x = y = 0.
dx0
f (dx, 0) f (0, 0)
= 0.
dx
10
7.
k
.
1 + k2
k = 1/2 x 0 1/2 .
, , , .
, ,
.
7.18. f (x, y)
M0 , U (M0 ),
fx fy , M0 .
7.19. ,
.
7.12. , .
. M0 = (x0 , y0 ) f (x, y). dx dy
M0 :
f (x0 , y0 ) = (f (x, y) f (x0 , y)) + (f (x0 , y) f (x0 , y0 )).
, ,
. f
,
. 1 2 ,
0 < i < 1
f (x0 , y0 ) = fx (x0 + 1 dx, y)dx + fy (x0 , y0 + 2 dy)dy.
fx (M0 )dx + fy (M0 )dy
= fx (x0 + 1 dx, y) f (x0 , y0 ),
:
f (x0 , y0 ) = fx (x0 , y0 )dx + fy (x0 , y0 )dy + x + y.
, 0.
M0 , > 0
> 0, < , || < || < , ,
. .
. , .
7.8.
11
7.8. ,
x y.
z = f (x, y) R3 . , :
.
- .
.
7.20.
Z(X, Y ) = z0 + A(X x0 ) + B(Y y0 )
z = f (x, y) (x0 , y0 , z0 ),
p
Z(x, y) f (x, y) = o() = x2 + y 2 0.
.
7.13. , z = f (x, y)
M0 (x0 , y0 ) , z = f (x, y)
P0 (x0 , y0 , f (x0 , y0 )).
. . A B, 0
z = f (x, y) z0 = Ax + Bx + o(),
f (x, y) = z0 + Ax + Bx + o().
Z(X, Y ) = z0 +A(Xx0 )+B(Y y0 ) . ,
X = x Y = y , :
Z(x, y) f (x, y) = o().
. Z(X, Y ) = z0 + A(X x0 ) + B(Y y0 )
,
Z(x, y) z0 (f (x, y) z0 ) = Ax + Bx f (x0 , y0 ) = o().
, f (x, y) M0 .
1. f (x, y) M0 (x0 , y0 ), P0 (x0 , y0 , z0 )
Z z0 = fx (x0 , y0 )(X x0 ) + fy (x0 , y0 )(Y y0 ).
:
df (x0 , y0 ) = fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 ) = Z z0 ,
12
7.
, x y.
.
fx (x0 , y0 ), y, y = y0 . , y = y0
z = f (x, y0 ),
. , f (x, y)
M0 , y = y0 .
7.9.
, - r(t) = (x(t), y(t)) (a, b) G R2 , G f (x, y). h(t) = f (
r(t)) : (a, b) R.
7.14. - r(t) t0 (a, b),
f (x, y) M0 (x0 , y0 ), x0 = x(t0 ), y0 = y(t0 ), h(t) t0
dh(t0 ) = [fx (x0 , y0 )x0 (t0 ) + fy (x0 , y0 )y 0 (t0 )]dt.
(7.5)
, :
h(t0 ) = [fx (M0 )x0 (t0 ) + fy (M0 )y 0 (t0 )]dt + [1 (x0 (t0 ) + ) + 2 (y 0 (t0 ) + )]dt.
(7.6)
,
1 (x0 (t0 ) + ) + 2 (y 0 (t0 ) + )
. x0 (t0 )+ y 0 (t0 )+ , t0
1 2 ,
. , h(t) t0 ,
(7.6) (7.5). .
7.10.
13
7.10.
Rn .
(0)
(0)
7.21. f (x1 , x2 , . . . , xn ) x1
(0)
x1 x1 f (x) x0 f 0
(x ) fx1 (x0 ) Dx1 f (x0 ).
x1
.
p
, = |x x0 | = x21 + . . . + x2n .
7.22. f (x) x0 ,
A1 , . . . , An , 0
f (x0 ) = f (x) f (x0 ) = A1 x1 + . . . + An xn + o().
(7.7)
f (x) x0
df (x0 ) = A1 dx1 + . . . + An dxn ,
, , dxi .
7.15. f (x) x0 , ,
df (x0 ) =
f 0
f 0
(x )dx1 + . . .
(x )dxn .
x1
xn
(7.8)
, .
R(x) = f (x0 ) df (x0 ).
f (x) x0 , R(x) =
o() 0.
7.16. , f (x) x0
, , 0, 1 , . . . , n ,
R(x) = 1 dx1 +, . . . , +n dxn .
, .
H Rm , t = (t1 , . . . , tm ). - (t) : H G, G Rn , f (x). H h(t) = f ((t)).
14
7.
7.17. - (t) t0 H (
), f (x) x0 = (t0 ), h(t) t0
:
n
X f k
h
=
.
ti
xk ti
(7.9)
k=1
7.14.
. f (x) , x .
. x ,
f (x) (7.8).
x = (t), t Rm , h(t) = f ((t)).
(7.8) (7.9) :
!
!
m
n
n
m
m
X
X
X
X
f k
f X k
h
dti =
dti =
dti .
dh(t) =
ti
xk ti
xk i=1 ti
i=1
i=1
k=1
k=1
dk = dxk . ,
dh(t) = df (x) =
n
X
f
dxk ,
xk
k=1
(7.8), ,
dxk .
. ,
q
f (x) = er , r = x21 + . . . + x2n .
:
df (x) = er dr = er
n
er X
dr2
=
xk dxk .
2r
r
k=1
7.11.
x0 f (x) xk . fxk (x) xi x0 ,
f (x)
2f
(x0 ) fxk xi (x0 ) Dxk xi f (x0 ).
xi xk
7.11.
15
i 6= k, , i = k, .
.
: ,
2f
2f
(x0 ) =
(x0 )?
xi xk
xk xi
, .
4. x y R2 :
x2 y2
, x2 + y 2 > 0,
xy 2
f (x, y) =
x + y2
0,
x = y = 0.
x2 + y 2 > 0:
fx (0, y) = y
x2 y2
= y,
x2 + y 2 x=0
fy (x, 0) = x
x2 y2
= x.
x2 + y 2 y=0
(0,0):
f (x, 0) f (0, 0)
= 0.
x
, fy (0, 0) = 0. ,
fx (0, 0) = lim
x0
fx (0, y) fx (0, 0)
= 1.
y0
y
: fyx (0, 0) = 1.
, ,
1, 1. , , , . , , .
, , , , .
7.18. M = (a, b) R2 f (x, y)
fxy fyx M ,
fxy (M ) = fyx (M ).
. U (M ) ,
, x y , (a + x, b + y) U (M ).
2 = f (a + x, b + y) f (a, b + y) f (a + x, b) + f (a, b).
(x) = f (x, b + y) f (x, b),
2 = (a + x) (a).
16
7.
.
(y) = f (a + x, y) f (a, y).
, :
2 = fyx (a + 4 x, b + 3 y)xy.
M , :
2
= fyx (a, b).
x0,y0 xy
lim
1
+
.
x + y2
(x2 + y 2 )2
, x 0 y 0.
y = kx,
1 k2
8k 2
lim fxy =
1+
.
x0,y=kx
1 + k2
(1 + k 2 )2
, k = 1 0, k = 0 1. ,
.
7.12.
z = f (x, y),
U (M0 ), M0 = (x0 , y0 ).
dz = fx (x, y)dx + fy dy
7.12.
17
dx dy x y.
, M0 .
. dz
x y. , . :
dz = fx dx + fy dy = fxx dxx + 2fxy (dxy + xdy) + fyy dyy.
(7.10)
.
7.23. , , , d2 z.
(7.10), ,
d2 z = fxx dx2 + 2fxy dxdy + fyy dy 2 .
n :
d2 f (x) =
n X
n
X
i=1 j=1
2f
dxi dxj .
xi xj
, , ,
. , , xi = xi (t), t Rm :
!
n
n
n
n X
X
X
X
f
2f
f 2
2
d f (x) = d
dxi =
dxi dxj +
d xi .
x
x
x
x
i
i
j
i
i=1
i=1
i=1 j=1
xi (t) , d2 xi (t) . ,
, , .
df (x) =
dx1 + +
dxn f (x).
x1
xn
m m- :
m
dx1 + +
dxn
f (x).
dm f (x) =
x1
xn
, , f (x, y)
, :
m
m
m
X
m
k f (x, y)
d f (x, y) =
dx +
dy
f (x, y) =
Cm
dxk dy mk .
(7.11)
x
y
xk y mk
k=0
18
7.
.
. ,
m, (7.11) :
!
m
m
X
f
(x,
y)
dm+1 f (x, y) = d(dm f (x, y)) = d
Cnk k mk dxk dy mk =
x y
k=0
m+1
X
k=0
m+1
Cnk
7.13.
f (x) n
. , .
7.20. [ ] f (x)
m + 1 - x0 ,
(0, 1), x U (x0 )
f (x) = f (x0 )+
f 0 (x0 )
f (m) (x0 )
f (m+1) (x0 + (x x0 ))
(xx0 )+. . .
(xx0 )m +
(xx0 )m+1 .
1!
m!
(m + 1)!
f (x), U (x0 ) Rn .
7.21. [ n
] f (x) m + 1 -
x0 , (0, 1), x U (x0 )
f (x) = f (x0 ) +
df (x0 )
dm f (x0 )(x0 ) dm+1 f (x0 + (x x0 ))
+ ... +
+
.
1!
m!
(m + 1)!
(7.12)
. x U (x0 ).
h(t) = f (x0 + t(x x0 )). m + 1 [0, 1] 7.21
h(1) = h(0) +
(7.13)
7.14.
19
7.22. [ ]
f (x) m x0 , U (x0 ),
x U (x0 ) = |x x0 |
f (x) = f (x0 ) +
dm f (x0 )(x0 )
df (x0 )
+ ... +
+ o(m ).
1!
m!
7.14.
f (x) G.
7.24. x0 G (),
U (x0 ) G, x U (x0 ) f (x) f (x0 ) (f (x) f (x0 )).
x0 G (), U (x0 ) G, x U (x0 )
f (x) < f (x0 ) (f (x) > f (x0 )).
, .
7.23. [ ] x0 G
f (x), , df (x0 ) = 0.
. x0 . f 0
(x ) = 0. ek OXk
, k, 1 k n,
xk
t: h(t) = f (x0 + t
ek ). U (x0 ) 0
, f (x) f (x ). , t (, ), h(t) h(0),
t = 0 , h(t) 0.
f 0
h0 (0) =
(x )
ek = 0.
xk
.
x0 f (x) , , grad f (x0 ) = 0. ,
. , grad f (x0 ) = 0 . , .
, .
, :
p
z = x2 + y 2 . (0, 0) .
z (0, 0). y = 0 z = |x|.
, , 0, , z
zx (0, 0).
. .
20
7.
.
. f (x)
x0 .
H(t) =
n X
n
X
i=1 j=1
2f
(x0 )ti tj .
xi xj
(7.14)
7.25. x0 f (x) ,
f (x)
(7.14) , .
7.24. [ ] x0
f (x), , H(t)
1) , x0 ,
2) , x0 ,
3) , x0 .
. f (x)
o(2 )
= o(1),
m = 2, (x) =
2
X
X
dxi dxj
f (x) f (x0 ) =
fxi xj (x0 )dxi dxj + o(2 ) = 2
fxi xj (x0 )
+ (x) .
i,j
i,j
ti = dxi /. :
f (x) f (x0 ) = 2 (H(t) + (x)),
(7.15)
(x) 0, t = (t1 , . . . , tn )
S1 (0), x =
6 x0 , t21 + . . . + t2n = 1.
1) H(t) . , H(t) > 0
t S1 (0). > 0, H(t) . , S1 (0) , H(t)
S1 (0).
t0 S1 (0), H(t0 ) = min H(t). H(t0 ) > 0 . x U (x0 ),
, |(x)| < x U (x0 ).
(7.15) H(t).
(7.15) , f (x) > f (x0 ) x U (x0 ). , x0
.
2) H(t) , H(t) < 0 t
S1 (0). H(t) > 0, H(t) < 0. (7.15) ,
f (x) < f (x0 ) x U (x0 ), x0 .
3) , H(t) . t0 t00 ,
7.14.
21
x00 x0
= t00 .
|x00 x0 |
B = fxy (M0 ),
C = fyy (M0 ).
7.25.
1) AC B 2 > 0 A > 0, M0 ,
2) AC B 2 > 0 A < 0, M0 ,
3) AC B 2 < 0, M0 .
. , 7.24
f (x, y) M0
H(t1 , t2 ) = At21 + 2Bt1 t2 + Ct22 .
H(t) , , 7.24, M0 .
H(t) , . , M0 .
. , M0 .
5. z = x2 + xy + y 2 .
zx = 2x + y = 0,
zy = x + 2y = 0.
22
7.
2
1
1
= 3 6= 0,
2
(0, 0). :
A = zxx = 2,
B = zxy = 1,
C = zyy = 2.
A > 0 AC B 2 = 3 > 0,
.
7.15.
. M0 = (x0 , y0 ) U (x0 ) x0 .
7.26. x U (x0 )
F (x, y) = 0
(7.16)
(7.17)
p
y = 1 x2 .
(7.18)
x2 + y 2 1 = 0,
y 0,
y = 1 x2 (7.17),
, .
, (7.16) y, ,
y (7.16) x.
F (x, y), (7.16)
.
7.26. [ ] F (x, y) :
1) V (M0 );
2) Fx , Fy ;
3) F (x0 , y0 ) = 0;
4) Fy (x0 , y0 ) > 0.
7.15.
23
P (M0 ) = (x0 , x0 + ) (y0 h, y0 + h),
(x, y) P (M0 ) F (x, y) = 0 y = f (x)
(x0 , x0 +), : y0 = f (x0 ),
,
f 0 (x) =
Fx
(x, f (x)).
Fy
. Fy (x, y) V (M0 ),
K = [x0 h, x0 + h] [y0 h, y0 + h],
. 1 AA0 D0 D, Fy (x, y) > 0.
K Fy ,
m, m > 0. F (x, y) CC 0 (. . 1),
x = x0 . (y) = F (x0 , y). 0 (y) = Fy (x0 , y) > 0
[y0 h, y0 + h]. , , y0 .
(y0 h) < 0, (y0 + h) > 0.
AD A0 D0 : y
6
0
D
y0+h
A0
B0
C0
K
r M0
y0
y
y0h
D
O
x
-
1 (x) < 0,
2 (x) > 0
[x0 , x0 + ].
x
[x0 , x0 + ] . 1
.
(
x, y) BB 0 . (y) = F (
x, y)
[y0 h, y0 + h].
,
x0h x0
x0
x0 + x0 +h
(y0 h) < 0,
(y0 + h) > 0.
y (y0 h, y0 + h), (
y ) = F (
x, y) = 0.
24
7.
0 (y) = Fy (
x, y) > 0, . y (y0 h, y0 + h). ,
F (x, y) = 0,
P (M0 ) = (x0 , x0 + ) (y0 h, y0 + h),
(x0 , x0 + ) ,
(y0 h, y0 + h).
, f (x) . x1
x (x0 , x0 + ). x = x x1 , y = f (x), y1 = f (x1 ), y = f (x) f (x1 ).
, y 0 x 0. , F (x, y) = F (x1 , y1 ) = 0.
t [0, 1]
g(t) = F (x1 + tx, y1 + ty).
[0, 1] g(0) = g(1) = 0.
, (0, 1), g 0 () = 0.
,
g 0 () = Fx (x1 + x, y1 + y)x + Fy (x1 + x, y1 + y)y = 0.
Fx (x1 + x, y1 + y)
y
=
(7.19)
x
Fy (x1 + x, y1 + y)
Fx K,
M > 0, |Fx | M K ,
, Fy m > 0.
y M
x m .
y
y =
x, , y x
x 0.
f (x) x1 , (x0 , x0 + ), .
f (x).
f (x) x 0 , y 0 ,
Fx Fy ,
Fx (x1 + x, y1 + y) Fx (x1 , y1 ),
Fy (x1 + x, y1 + y) Fy (x1 , y1 ).
c (7.19)
f 0 (x1 ) = lim
x0
Fx (x1 , y1 )
y
=
,
x
Fy (x1 , y1 )
Fy 6= 0. ,
f 0 (x) . .
n , x Rn , F (x, y) n + 1
, M0 = (x0 , y0 ) Rn+1 , U (x0 ) x0 Rn , V (M0 )
M0 Rn+1 .
7.27. F (x, y) :
7.16.
25
1) V (M0 );
2) Fx1 , . . . , Fxn , Fy ;
3) F (x0 , y0 ) = 0;
4) Fy (x0 , y0 ) > 0.
P (M0 ) = U (x0 ) (y0 h, y0 + h),
(x, y) P (M0 ) F (x, y) = 0 y = f (x)
U (x0 ), : y0 = f (x0 ),
,
fxi (x) =
Fxi
(x, f (x)).
Fy
, ,
.
7.16.
R R Rn R. Rn Rm . n
m- .
,
y1 = f1 (x1 , . . . , xn ), . . . , ym = fm (x1 , . . . , xn ).
n- (x1 , . . . , xn ) = x.
(y1 , . . . , ym ) = y, (f1 , . . . , fm ) = f . ,
f (x) m- -, .
,
F (x, y) = 0 - f (x), , , ,
:
F1 (x1 , . . . , xn , y1 , . . . , ym ) = 0,
..............................
Fm (x1 , . . . , xn , y1 , . . . , ym ) = 0
y1 = f1 (x), . . . , ym = fm (x).
,
.
4 : Fy (M0 ) > 0?
, :
.
26
7.
7.27. p q ,
f1 (x), . . . , fp (x),
x = (x1 , . . . , xq ),
fi
xj
=
f1
f1
...
x1
xq
...........
fp
fp
...
x1
xq
.
p = q, .
7.28.
f
f1
1
...
x1
xp
(f1 , . . . , fp )
= ............. .
(x1 , . . . , xp ) f
fp
p
...
x1
xp
. x0 Rn , y 0 Rm . : M0 = (x0 , y 0 ) Rn+m , U (x0 )
x0 Rn , V (y 0 ) y 0 Rm W (M0 )
M0 Rn+m .
7.28. W (M0 ) Rn+m m F1 , . . . , Fm (x, y)
1) ;
2)
Fk
Fk
;
xi
yj
3) Fk (x0 , y 0 ) = 0, k = 1, . . . , m;
(F1 , . . . , Fm )
4)
> 0.
(y1 , . . . , ym )
U (x0 ) V (y 0 ), U (x0 ) V (y 0 ) W ( M0 )
F1 (x, y) = 0,
............
Fm (x, y) = 0
y1 = f1 (x), . . . ym = fm (x),
:
(0)
1) yi = fi (x0 ),
i = 1, . . . , m;
2) U (x0 );
7.16.
27
3) U (x0 ) .
. , , Fi -
F . .
7.28. [ ] - F (x, y) W (x0 , y 0 )
1) ;
2) ;
3) F (x0 , y 0 ) = 0;
4)
F
(M0 ) > 0.
y
U (x0 ) V (y 0 ), F (x, y) = 0
U (x0 ) V (y 0 ) W ( M0 ) U (x0 ) y = f (x), :
1) y 0 = f (x0 );
2) U (x0 );
3) U (x0 )
.
, .
7.28. - y = f (x) : Rn Rn U (x0 ) :
1) ;
2) ( );
3)
f 0
(f1 , . . . , fn ) 0
(x ) =
(x ) 6= 0.
x
(x1 , . . . , xn )
V (y 0 ) y 0 = f (x0 ),
- x = g(x), :
1) V ;
2) ;
3) x0 = g(y 0 );
4) y V (y 0 ) f (g(y)) = y.
28
7.
. F (x, y) = f (x) y. ,
.
:
Fi (x, y) = fi yi ,
i = 1, . . . , n.
(7.20)
y 0 = f (x0 ), M0 = (x0 , y 0 ) R2n . W (M0 )
U (x0 ) f (U (x0 )). F (x, y)
W . Fxi = fxi ,
Fi
1, i = j,
=
0, i 6= j.
yj
F (x0 , y 0 ) = 0. :
1 0 ... 0
(F1 , . . . , Fn ) 0 1 . . . 0
=1
= . . .
. . ...
.. ..
(y1 , . . . , yn )
0 0 ... 1
7.28 , V (y 0 ),
(7.20) - x = g(y), :
g(y 0 ) = x0 , V (y 0 ),
.
y V (y 0 ) x = g(y), (7.20) , f (g(y)) = y.
.
7.17.
.
. G Rn
:
1 (x), . . . , m (x).
(7.21)
7.29. (7.21) G,
Rm (y) = (y1 , . . . , ym ),
grad (y) 6= 0 Rm (1 , . . . , m ) = 0
G
7.30. (7.21) G,
.
, (7.21) G,
(y) = C1 y1 + . . . + Cm ym ,
C12 + . . . + C2m 6= 0,
(1 , . . . , m ) 0.
, | grad |2 6= 0.
7.18.
29
7.29. [ ] (7.21)
G m n,
1
1
...
x
xn
i
1
= .................
(7.22)
xj
m
m
...
x1
xn
m.
. , Rm (y) , G
(1 (x), . . . , m (x)) 0.
G x1 , . . . , xn ,
y1 , . . . , ym
1 1
m m
+ ... +
=0
y1 x1
ym x1
................................
1 1
m m
+ ... +
= 0.
y1 xn
ym xn
grad ,
. .
. . , , ,
m.
1. m = n (7.21) G,
(1 , . . . , n )
0.
(x1 , . . . , xn )
2. [ ] m n
(7.22) G m, .
m = n G,
.
. , G,
(7.22), 7.28, m (
m = n ), .
7.18.
G Rn f (x) m < n
1 (x) = 0,
...........
(7.23)
m (x) = 0.
30
7.
7.19.
31
- , > 0
0
0
h > 0, x0 V (x0 ), |(x0 ) (x0 )| < .
0
h , h2 + 2 . x0 Vh (x0 )
0
, x = (x0 , (x0 )) U (x0 ) g(x0 ) g(x0 ). ,
0
x0 g(x0 ).
0
0
. x0 g(x0 ) V (x0 ) 0
, x0 g(x0 ) g(x0 ). 0
0
, x0 = (x0 , (x0 )). x U (x0 ). x0 V
0
00
f (x) = g(x ) g(x ) = f (x0 ), x0 f (x). .
,
.
7. . x, y z . f (x, y, z) = xy + yz + xz xyz = 1.
7.30 ,
z=
1
,
xy
1
1
+ .
x y
g(x, y):
gx = y 2 = 0
x
1
gy = x
= 0.
y2
x > 0 y > 0, (1, 1), z = 1.
, , A = C = 2, B = 1 AC B 2 = 3 > 0.
, (1, 1) g, 7.30
f (x, y, z).
,
.
, .
.
, .
7.19.
f (x) , :
1) G;
2) ;
32
7.
3) - = (1 , . . . , m ) G
(1 , . . . , m )
6= 0.
(xnm+1 , . . . , xn )
, , ,
.
m = (1 , . . . , m ),
(x, ) = f (x) +
m
X
k k (x),
k=1
.
p = n m
7.31. x0 f (x) (7.23), f (x) (x)
, = (1 , . . . , m ),
(x0 , )
= 0.
xi
. , x0 f (x), , 0
7.30, x0 g(x0 ) = f (x0 , (x0 )),
.
x0 :
df (x0 ) =
f
f
f
f
dx1 + . . . +
dxp +
dxp+1 + . . . +
dxn = 0.
x1
xp
xp+1
xn
(7.24)
dxi
, .
, p
, - .
, . -
(7.23), i (x0 ) xp+i ,
:
1 x0 , 1 (x0 ), . . . , m (x0 ) 0,
. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . .
m x0 , 1 (x0 ), . . . , m (x0 ) 0.
,
, m :
n
X
1
d
=
dxi = 0,
xi
i=1
........................
(7.25)
dxi = 0,
dm =
xi
i=1
7.20.
33
:
, !
, , .
k , k = 1, . . . , m,
(7.25) ,
(7.24) :
!
n
n
m
X
X
X
(x0 , )
f
k
dxi =
+
= 0.
(7.26)
k
xi
xi
xi
i=1
i=1
k=1
= (1 , . . . , m ) , :
m
f (x0 )
1
+
.
.
.
+
1
m
xp+1
xp+1
xp+1
..........................................
m
m
f (x0 )
1 + . . . +
m =
xn
xn
xn
m m ,
x0 .
, .
(7.26) .
.
7.20.
, :
x = (x0 , x00 ), x0 = (x1 , . . . , xp ), p = n m. - x00 = (x0 ) = (1 , . . . , m )
m (7.23), :
(x) = 0.
7.30 0
0
g(x0 ) = f (x0 , (x0 )): , x0 = (x0 , x00 )
0
f (x) , x0 0
g(x ).
, dxi i > p . (7.25).
. xp+j = j (x0 ) (x0 , x00 ) = 0, : (x0 , (x0 )) 0. ,
d = x1 dx1 + . . . + xp dxp + xp+1 dxp+1 + xn dxn = 0.
(7.27)
p X
p
0
X
2 g(x0 )
i=1 j=1
xi xj
dxi dxj ,
34
7.
H()d=0 =
n X
n
X
2 f (x0 )
i=1 j=1
xi xj
dxi dxj
n dx1 , . . . , dxn ,
, dxp+1 , . . . , dxn
(7.27)
7.32. x0 (x, )
f (x) (x)
x0 . , H()d=0
1) , x0 ;
2) , x0 ;
3) , x0 .
. x0 E H()d=0 .
: ,
0
1) x0 g(x0 );
0
m
X
k=1
k
= 0,
xi
i = 1, . . . , n,
:
!
m
X
00
0
0 = dg(x ) = df (x ) = d f +
k k = d(x0 ).
k=1
.
. f (x0 , (x0 )):
2
00
d g(x ) = d f (x , (x )) =
n
X
i,j=1
n
X
(7.28)
i=1
d(x) 0 k , k = 1, . . . , m, :
n
X
i,j=1
2 k (x0 ) X k (x0 )
+
k
= 0,
xi xj
xi
i=1
k = 1, . . . , m.
7.20.
35
(7.28):
0
d2 g(x0 ) =
n
n
X
2 (x0 ) X (x0 )
+
= 0.
xi xj
xi
i,j=1
i=1
y + = 0,
x + 0,
x + y = 1.
1 1
,
. : A = C = 0, B = 1.
2 2
: dy = dx. :
d2 = dxdy = (dx)2 ,
1 1
. ,
,
.
2 2
9. :
, .
a1 , . . . , an . , ,
:
a1 + . . . + an
n a1 an
n
xi , i = 1, . . . , n ,
xni =
n
ai
.
a1 an
,
xn1 + . . . + xnn
1.
n
xn1 + . . . + xnn
.
n
, f (x)
P (x) = x1 xn = 1.
(7.29)
f (x) =
36
7.
xn1 + . . . + xnn
+ P (x).
n
:
xk = xn1
P (x)
= 0,
xk
k = 1, . . . , n.
: x1 = x2 = . . . = xn = = 1.
,
n1
X
dxn =
dxk .
(7.30)
k+1
dxn d2 .
:
n 1, i = j,
xi xj =
1, i 6= j.
:
d2 = 2
i<j<n
n
X
(dxi )2 2
i=1
n1
X
dxi dxn .
i=1
dxn (7.30), :
d2 d=0 = 2(n 1)
n1
X
(dxi )2 ,
i=1
. , (1, . . . , 1) . x f (x) . ,
f (x) (7.29),
f (x) 1, .
7. . . . . . . . . . . . . . . . . . . . . .
7.1. Rn . . . . . . . . . . . . . . . . . . . . . . . .
7.2. Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.3. Rn . . . . . .
7.4. Rn . . . . . . . . . . . . . . . . . . . . . . . . . .
7.5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.6. .
7.7. . . . . . . . . . . . .
7.8. , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.9. . . . . . . . . . . . . . . . . .
7.10. . . . . .
7.11. . . . . . . . . . . . . . . . . .
7.12. . . . . . . . . . . . . . . . . . . . .
7.13. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.14. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.15. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.16. . . . . . . . . . . . . . . . . . . . . . . . . .
7.17. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.18. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.19. . . . . . . . . . . . . . . . . . . . . . . .
7.20. . . . . . . . . . . . . . . .
1
1
3
3
5
6
7
9
11
12
13
14
16
18
19
22
25
28
29
31
33