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CALCULUS
If, in particular,
(13) F(x, y, z) = Ax 2 + By 2 + Cz 2 ,
the equation (12) reduces to
(A + A)(B 4- A)((7 -(— A) = 0,
and the roots, which are all real, are — A, — B, and — C.
In the general case, equation (12) has at least one real root, and
no root of (12) is 0. For, the vanishing of the determinant arising
by setting X = 0 in (12) would mean that F(x, y, z) could vanish for
values of x, y, z not all 0.
Consider the function F(x, y, z) in the points of the sphere
$ = a 2 . Since F(x, y, z) is continuous, it has a maximum value on
the sphere, and also a minimum value.* Hence two of the three
roots of (12) are real and distinct, and thus all three are real.
Let the coordinate axes be so rotated that F attains its maximum
value in the point (0, 0, £), where £ > 0. From (11) it appears that
/1=0, E = 0, X — — C. Thus
F(x, y, z) — Ax 2 2 Fxy + By 2 + Cz 2 , C > 0.
If F 0, a suitable rotation of the axes about the axis of z will
remove the term in xy, and thus the form (13) is attained, where A,
B, C are all positive.
EXERCISES
1. Find the values of (x, y, z) for which the function
u = xyz
is stationary, if x + y + z = 1.
2. Work Example 2 of §3 by means of Lagrange’s multipliers.
3. Examine the Exercises at the close of §3 and determine to
which of these the method of Lagrange’s multipliers is particularly
well adapted.
4. Show that the method of Lagrange’s multipliers is valid in the
case of functions of a single variable, given in the form:
u = F(x, y) <!>(;», y)— 0.
* If, in particular, these values are the same, i.e. if F(x, y, z) is constant on
the sphere, then F(x, y, z) = K<b(x, y, z) (K = const.) and all three roots of
(12) are real and equal.