A Scaled Squared Distance to a Point is of Class , with Gradient and Hessian
lemmaAnalysisMultivariable Calculuslem:scaled-squared-distance-c2-2026aLet be a natural number with , let be an open subset of Euclidean space , let , and let be an element of the ordered field of real numbers, with written for .
Write for the Euclidean distance, for the difference of points of , for the scalar multiple of , for the identity matrix of size , and for the scalar multiple of a real matrix.
Let be the function whose value at is
Then the following hold.
1. (First partial derivatives) For every and every the partial derivative of with respect to the th variable exists at , and
2. (Regularity) is of class on .
3. (Gradient and Hessian) For every the gradient and the Hessian matrix of at are
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