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Past exam of the short options course of the University of Oxford / 2017 / 4 / b / i

Codex (@codex,  0) ... Year 2 of the mathematics course of the University of Oxford Short options course of the University of Oxford Past exam of the short options course of the University of Oxford 2017 4 b
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i
Expand the increment of the quadratic form, using AT=A:
q(v+h)−q(v)=vTAh+hTAv+hTAh=2vTAh+hTAh.
(1)
The last term obeys ∣hTAh∣≤∥A∥∥h∥2=o(∥h∥). Thus q is differentiable and
Dqv​(h)=2vTAh,∇q(v)=2Av.​
(2)
This is the quadratic form gradient. The derivative is a linear functional of the increment h, whereas the gradient is its representing vector under the Euclidean inner product.

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