TheoremBase

A Symmetric Matrix is Determined by its Quadratic Form, and a Second-Order Expansion by its Coefficients

Two symmetric matrices with the same quadratic form are equal; consequently the linear and quadratic coefficients of a second-order expansion of a function at a point are uniquely determined.

Statement

We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, whose notation is fixed for every dimension and is used here with a natural number nn satisfying 1≤n1\le n: the real numbers, and the Euclidean norm ∥ ⋅ ∥\lVert\,\cdot\,\rVert, dot product and notion of openness, are as fixed there. Write S(n)\mathcal{S}(n) for the set of symmetric real n×nn\times n matrices and MhMh for the matrix-vector product. Then the following hold.

1. (A symmetric matrix is determined by its quadratic form) Let B,C∈S(n)B,C\in\mathcal{S}(n) satisfy

h⋅(Bh)=h⋅(Ch)for every h∈Rn.h\cdot(Bh)=h\cdot(Ch)\qquad\text{for every }h\in\mathbb{R}^{n}.

Then B=CB=C.

2. (Uniqueness of a second-order expansion) Let U⊆RnU\subseteq\mathbb{R}^{n} be open, let y∈Uy\in U, let f:U→Rf:U\to\mathbb{R}, let p,p′∈Rnp,p'\in\mathbb{R}^{n} and let B,B′∈S(n)B,B'\in\mathcal{S}(n). Suppose that for every ε∈R\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon there is δ∈R\delta\in\mathbb{R} with 0<δ0<\delta such that every h∈Rnh\in\mathbb{R}^{n} with ∥h∥<δ\lVert h\rVert<\delta satisfies y+h∈Uy+h\in U and both

∣f(y+h)−f(y)−p⋅h−12 h⋅(Bh)∣≤ε∥h∥2\Bigl|f(y+h)-f(y)-p\cdot h-\tfrac{1}{2}\,h\cdot(Bh)\Bigr|\le\varepsilon\lVert h\rVert^{2}

and the same inequality with p′p' and B′B' in place of pp and BB. Then p=p′p=p' and B=B′B=B'.

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