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I am in the initial fase of learning analysis. I am working on the following problem:

Consider the quadratic form $f \, : \, \mathbb{R}^k \to \mathbb{R} $ given by $f(x)=x^TBx$ for $x \in \mathbb{R^k}$ and a $k \times k$ matrix $B$.

  1. Show that if there exists $x_0 \in \mathbb{R}^k$ such that $x_0^TBx_0 \neq 0$, then $f$ is not uniformly continuous.
    Hint: Consider $t \mapsto f(tx_0)$.

  2. Show that if $B$ has a diagonal element $b_{ii}$ such that $b_{ii} \neq 0$, then $f$ is not uniformly continuous.

  3. Show that if $B$ is symmetric and different from the zero matrix, then $f$ is not uniformly continuous.

  4. Find an example of a matrix $B$ different from the zero matrix such that $f$ is uniformly continuous.

Regarding question 4, I figured out that the uniform continuity is not ruled out by 1-3 in the example where B is a 2x2 matrix with zeros in the diagonal and the other two elements equal to $a$ and $−a$. And then the function $f$ maps every element to zero, so this function is clearly uniformly continuous.

But I am having trouble with the first 3 questions. Any hints would be greatly appreciated!

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    Note that 2 is a special case of 1. The diagonal element $b_{ii}$ of $B$ is nothing other than $x_0^T B x_0$ if $x_0$ is taken to be the $i$th element of the standard basis. Note also that $f(tx_0) = t^2 x_0^T B x_0$ by linearity. Have you seen a proof that squaring is not uniformly continuous on $\mathbb{R}$? Same idea, assuming the domain of $f$ includes all vectors of the form $t x_0$ (assuming the domain intended here is all of $\mathbb{R}^k$). – leslie townes Feb 17 '21 at 20:12
  • Thanks! I have not seen that proof but I will see if I can find it – user785062 Feb 17 '21 at 20:24
  • https://math.stackexchange.com/questions/503093/proving-fx-x2-is-not-uniformly-continuous-on-the-real-line may help. Similar idea. Also maybe worth a moment's thought about why the failure of uniform continuity of $t \mapsto f(tx_0)$ implies a failure of the uniform continuity of $f$. They're different functions, after all (one has domain $\mathbb{R}$ and the other does not). Not a huge point but worth a thought or two. – leslie townes Feb 17 '21 at 20:51
  • Would it be enough to exhibit a counterexample for the special case, $k=1$? In that case, $B$ is a nonzero constant, so that $f(x) = x^2$, which fails to be uniformly continuous. – avs Feb 17 '21 at 21:24

1 Answers1

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(1) Prove by contradiction. Suppose the contrary that $f$ is uniformly continuous. For $\epsilon=1$, there exists $\delta>0$ such that $|f(x)-f(y)|<\epsilon$ whenever $||x-y||<\delta$. Note that $f(tx)=t^{2}f(x)$ for any $t\in\mathbb{R}$ and $x\in\mathbb{R}^{k}$. Choose $t_{1}>\frac{2||x_{0}||}{|f(x_{0})|\delta}.$ Define $t_{2}=t_{1}+\frac{\delta}{2||x_{0}||}$ (Note that $x_{0}\neq0$, so $||x_{0}||>0).$ Observe that $||t_{1}x_{0}-t_{2}x_{0}||=||x_{0}||\cdot|t_{2}-t_{1}|=\frac{\delta}{2}<\delta$, so we have $\left|f(t_{1}x_{0})-f(t_{2}x_{0})\right|<\epsilon=1.$ On the other hand, by direct calculation, \begin{eqnarray*} \left|f(t_{1}x_{0})-f(t_{2}x_{0})\right| & = & |f(x_{0})||t_{1}^{2}-t_{2}^{2}|\\ & = & |f(x_{0})|\cdot(t_{2}-t_{1})(t_{2}+t_{1})\\ & \geq & |f(x_{0})|\cdot\frac{\delta}{2||x_{0}||}\cdot2t_{1}\\ & \geq & |f(x_{0})|\cdot\frac{\delta}{2||x_{0}||}\cdot\frac{4||x_{0}||}{|f(x_{0})|\delta}\\ & = & 2, \end{eqnarray*} which is a contradiciton.


(3) follows from the fact : If $B$ is a symmetric $k\times k$ matrix and $\langle Bx,x\rangle=0$ for all $x\in\mathbb{R}^{k}$, then $B=0$.

Proof: Let $x,y\in\mathbb{R}^{k}$. Since $B$ is symmetric, we have that $\langle By,x\rangle=\langle y,B^{t}x\rangle=\langle y,Bx\rangle=\langle Bx,y\rangle.$ Therefore \begin{eqnarray*} 0 & = & \langle B(x+y),(x+y)\rangle\\ & = & \langle Bx,x\rangle+\langle By,y\rangle+\langle Bx,y\rangle+\langle By,x\rangle\\ & = & 0+0+2\langle Bx,y\rangle. \end{eqnarray*} That is, $\langle Bx,y\rangle=0$. It follows that $B=0$.

Therefore, if $B$ is symmetric and $B\neq0$, there exists $x_{0}$ such that $\langle Bx_{0},x_{0}\rangle\neq0$.


(4) Simply find a non-zero $k\times k$ matrix such that $B+B^{t}=0.$ Such matrix exists. For example, let $B=(b_{ij})$ with $b_{12}=-1$, $b_{21}=1$, and $b_{ij}=0$ for other entries. In this case $\langle Bx,x\rangle=\langle x,B^{t}x\rangle=\langle x,-Bx\rangle=\langle-Bx,x\rangle=-\langle Bx,x\rangle$ and it will follow that $\langle Bx,x\rangle=0$ for all $x$.