Mathematics for Economists

(Greg DeLong) #1

Constrained positive deÖnite matrixes


Now check thex 1 =x 2 =x 3 = 1 /

p
3 which is the minimal solution.

λ=x^1 x^2
2 x 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.


In this case the determinant is still^163 ,which is also compatible with the
minimum rule asp= 1 .(Observe that sign is compatible with maximum
criteria as well.)
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