Write , , and let , and be evaluated at the critical point. Assuming is twice continuously differentiable nearby, the Taylor expansion isThe linear terms vanish because the gradient is zero. For , completing the square givesConsequently the requested constant is the Hessian determinantThe displayed identity in the question is an identity for the quadratic part; for a general , its right-hand side needs the remainder .
If , the quadratic form is positive for every nonzero . On the unit circle it has a positive minimum, so it dominates the remainder sufficiently near the critical point. Hence the point is a strict local minimum.
If , along the quadratic term is , whereas along it is . Along each line the remainder is of smaller order. Thus values both above and below occur arbitrarily nearby, giving a saddle point.
The Hessian matrix and Hessian determinant areAt , , so this is a saddle point. At , and , so this is a strict local minimum. ThereforeThe value at the local minimum is ; there is no local maximum.
Let and . The unit sphere is compact, so the continuous function has a global maximum and global minimum. Since on the unit sphere, all such points satisfy the Lagrange multiplier equationsThus and either or .
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