258 Chapter 9Functions of several variables
subject to the constraint
where theC
ij
are constants (withC
ij
1 = 1 C
ji
). For example, forn 1 = 13 ,
f(x
1
, x
2
, x
3
) 1 = 1 C
11
x
1
2
1 + 12 C
12
x
1
x
2
1 + 12 C
13
x
1
x
3
1 + 1 C
22
x
2
2
1 + 12 C
23
x
2
x
3
1 + 1 C
33
x
3
2
with constraintg 1 = 1 x
1
2
1 + 1 x
2
2
1 + 1 x
3
2
1 = 11.
By the method of Lagrange multipliers the stationary values of the function are
obtained by forming the auxiliary functionφ 1 = 1 f 1 − 1 λgand solving equations (9.14).
For the casen 1 = 13 , we have
φ 1 = 1 (C
11
1 − 1 λ)x
1
2
1 + 12 C
12
x
1
x
2
1 + 12 C
13
x
1
x
3
1 + 1 (C
221
− 1 λ)x
2
2
1 + 12 C
23
x
2
x
3
1 + 1 (C
33
1 − 1 λ)x
3
2
Differentiation with respect to x
1
,x
2
, and x
3
and setting each derivative to zero then
gives the set of simultaneous equations
(C
11
1 − 1 λ)x
11
- 1 C
12
x
2
- 1 C
13
x
3
1 = 10
C
21
x
1
1 + 1 (C
221
− 1 λ)x
2
1 + 1 C
23
x
3
1 = 10
C
31
x
11
- 1 C
32
x
21
- 1 (C
33
1 − 1 λ)x
3
1 = 10
Equations of this kind are often called secular equations. They occur, for example, in
the ‘method of linear combinations’ in quantum chemistry, when the quadratic form
represents the energy of the system (or an orbital energy in molecular orbital theory)
and the numbersx
1
, x
2
,1=, x
n
provide a representation of the state (of an orbital in
molecular orbital theory). The significance and solution of such systems of equations
are discussed in Chapters 17 and 19.
0 Exercise 30
9.5 The total differential
Letz 1 = 1 f(x, y)be a function of the variables xand y, and let the values of the variables
change continuously from(x, y), at point p in Figure 9.5, to(x 1 + 1 ∆x, y 1 + 1 ∆y)at point
q. The corresponding change in the function is
∆z 1 = 1 z
q 1
− 1 z
p 1
= 1 f(x 1 + 1 ∆x,y 1 + 1 ∆y) 1 − 1 f(x,y)
and is shown in the figure as the displacement P to Q on the representative surface of
the function; ∆zis the change of ‘height’ on the surface.
gx x ...x x
n
i
n
i
()
12
1
2
,,, = = 1
=
∑