TheoremBase

A Scaled Squared Distance to a Point is of Class C2C^2, with Gradient and Hessian

Statement

Let nn be a natural number, let U⊆RnU\subseteq\mathbb{R}^n be an open subset of Euclidean space Rn\mathbb{R}^n, let a=(a1,…,an)∈Rna=(a_1,\dots,a_n)\in\mathbb{R}^n, and let cc be an element of the real numbers.

Write dEd_E for the Euclidean distance, x−ax-a for the difference of points of Rn\mathbb{R}^n, λz\lambda z for the scalar multiple of z∈Rnz\in\mathbb{R}^n, InI_n for the identity matrix of size nn, and μM\mu M for the scalar multiple of a real matrix.

Let q:U→Rq:U\to\mathbb{R} be the function whose value at x∈Ux\in U is

q(x)=c dE(x,a)2.q(x)=c\,d_E(x,a)^2 .

Then the following hold.

1. (First partial derivatives) For every x=(x1,…,xn)∈Ux=(x_1,\dots,x_n)\in U and every j∈{1,…,n}j\in\{1,\dots,n\} the partial derivative of qq with respect to the jjth variable exists at xx, and

∂q∂xj(x)=2c (xj−aj).\frac{\partial q}{\partial x_j}(x)=2c\,(x_j-a_j).

2. (Regularity) qq is of class C2C^2 on UU.

3. (Gradient and Hessian) For every x∈Ux\in U the gradient and the Hessian matrix of qq at xx are

Dq(x)=(2c)(x−a),D2q(x)=(2c)In.Dq(x)=(2c)(x-a),\qquad D^2q(x)=(2c)I_n .

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