Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2023/prelims/mathematics-iv/7/c/i/solution

For a twice continuously differentiable function , its gradient and Hessian matrix are
A critical point solves . The Jacobian matrix of this vector equation is , so the multivariable Newton iteration is
Equivalently when the Hessian matrix is invertible. Solving the linear system is the direct computational form. A critical point found in this way need not be a local minimum; its type requires a separate check.

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