Mathematics for Economists

(Greg DeLong) #1

Constrained positive deÖnite matrixes


A maximal solution is whenx 1 =x 2 =x 3 = 1 /

p
3 in this case

λ=x 21 xx^2
3

=^1


2


p
3

H=


0


BB


@


0 2 /


p
3 2/

p
3 2/

p
3
2 /

p
3 1 /

p
3 1/

p
3 1/

p
3
2 /

p
3 1/

p
3 1 /

p
3 1/

p
3
2 /

p
3 1/

p
3 1/

p
3 1 /

p
3

1


CC


A


The determinant is^163 .As there are three variables this is the right sign
condition for the maximum as 1 =( 1 )^3
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