Content deleted Content added
→Examples: completing the cases |
→Optimization: tweak |
||
Line 53:
giving
:<math>x=-A^{-1}b
assuming ''A'' is [[nonsingular matrix|nonsingular]]. If the quadratic form, and hence ''A'', is positive definite, the [[second partial derivative test|second-order condition]]s for a minimum are met at this point. If the quadratic form is negative definite, the second-order conditions for a maximum are met.
An important example of such an optimization arises in [[multiple regression]], in which a vector of estimated parameters is sought which minimizes the sum of squared deviations from a perfect fit within the dataset.
| |||