relation between positive function and its gradient when its Hessian matrix is bounded
Let a positive function, twicedifferentiable everywhere. Furthermore, let , where is the Hessian matrix of .Then, for any ,
Proof.
Let be arbitrary points. Bypositivity of , writing Taylor expansion of with Lagrange error formula around , a point exists such that:
The rightest side is a second degree polynomial in variable ; for it to be positive for anychoice of (that is,for any choice of ), the discriminant
must be negative, whence the thesis.∎
Note: The condition on the boundedness of the Hessian matrix is actually needed. In fact, in the Lagrange form remainder, the constant depends upon the point . Thus, if we couldn’t rely on the condition , we could only statewhich, not being a second degree polynomial, wouldn’t imply any particular further condition.Moreover, in the case , the lemma assumes the simpler form:Let a positive function, twice differentiable everywhere.Furthermore, let . Then,for any ,.