Constrained positive deÖnite matrixes
Ifx 1 =x 2 = 1 /p
2 thenλ= 1 /p
2A=
p
2 0
0p
2,B=
p
2 , p
2,H=
0
@
0
p
2 p
2
p
2p
2 0
p
2 0p
21
A
determinant: 4p
^2 .Asp=1 this is the condition for the minimum so
p^12 , p^12is a local minimum.