One-step Newton solution of a quadratic stationary equation

ID: one-step-newton-solution-of-a-quadratic-stationary-equation

For a real symmetric invertible matrix , the full undamped Newton step for the displayed quadratic function sends every starting point to the unique stationary point:
This follows because the gradient is affine and its first-order expansion is exact. If is a positive-definite matrix the result is the unique global minimum; a negative-definite matrix gives a global maximum, and an indefinite matrix gives a saddle point. Thus exact arrival does not by itself show that a minimization method has minimized anything. A line search, damping, or a positive-definite matrix replacing the Hessian matrix changes this exact one-step assertion.

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