TheoremBase

Affine and Quadratic Functions on a Real Hilbert Space are of Class C2C^2

An affine function, half a bounded symmetric bilinear form evaluated on the diagonal, and a multiple of the squared distance to a fixed point are of class C2C^2 on a real Hilbert space, with gradients and Hessians computed explicitly, and remain so on any open subset.

Statement

In the setting of Real Hilbert Spaces: Standing Notation and Background, let HH be a real Hilbert space, with its inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle, norm ∣⋅∣|\cdot| and distance dd as fixed there. Let Sym(H)\mathrm{Sym}(H) be the set of bounded symmetric bilinear forms on HH, with the identity form I=IHI=I_{H}, its multiples cIcI and the zero form 0Sym0_{\mathrm{Sym}}, as fixed there. For b∈Sym(H)b\in\mathrm{Sym}(H), the operator represented by bb is written TbT_{b}; it belongs to the set L(H)\mathcal{L}(H) of bounded linear maps from HH to itself. The classes C1(W)C^{1}(W) and C2(W)C^{2}(W) of a subset W⊆HW\subseteq H open in (H,d)(H,d), together with the gradient Du(x)Du(x) and the Hessian D2u(x)D^{2}u(x), are as defined there; the set HH is itself open in (H,d)(H,d), since every open ball of (H,d)(H,d) is a subset of HH.

Then the following hold.

1. (Affine functions) Let p∈Hp\in H and c∈Rc\in\mathbb{R}, and let a:H→Ra:H\to\mathbb{R} be given by

a(x)=⟨p,x⟩+c.a(x)=\langle p,x\rangle+c .

Then a∈C2(H)a\in C^{2}(H), and Da(x)=pDa(x)=p and D2a(x)=0SymD^{2}a(x)=0_{\mathrm{Sym}} for every x∈Hx\in H.

2. (Quadratic forms) Let b∈Sym(H)b\in\mathrm{Sym}(H) and let Q:H→RQ:H\to\mathbb{R} be given by

Q(x)=12 b(x,x).Q(x)=\tfrac{1}{2}\,b(x,x).

Then Q∈C2(H)Q\in C^{2}(H), and DQ(x)=TbxDQ(x)=T_{b}x and D2Q(x)=bD^{2}Q(x)=b for every x∈Hx\in H.

3. (Multiples of the squared distance to a point) Let α∈R\alpha\in\mathbb{R} and y0∈Hy_{0}\in H, and let q:H→Rq:H\to\mathbb{R} be given by

q(x)=α2 ∣x−y0∣2.q(x)=\tfrac{\alpha}{2}\,|x-y_{0}|^{2}.

Then q∈C2(H)q\in C^{2}(H), and Dq(x)=α (x−y0)Dq(x)=\alpha\,(x-y_{0}) and D2q(x)=αID^{2}q(x)=\alpha I for every x∈Hx\in H.

4. (Restriction to an open subset) Let W⊆HW\subseteq H be open in (H,d)(H,d). Then the restrictions to WW of the functions aa, QQ and qq of claims 1, 2 and 3 belong to C2(W)C^{2}(W), and their gradients and Hessians at every x∈Wx\in W are those given in those claims.

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