Min + Max? #1

Algebra Level 4

{ a 2 + b 2 + c 2 + d 2 = 1 K = a b + a c + a d + b c + b d + 3 c d \begin{cases} a^{ 2 }+b^{ 2 }+c^{ 2 }+d^{ 2 }=1 \\\\ K=ab+ac+ad+bc+bd+3cd \end{cases}

Let 4 real numbers a a , b b , c c , and d d satisfy the two equations above. If the minimum and maximum values of K K are m m and M , M, respectively, what is the value of m + M ? m+M ?

Give your answer to 3 decimal places.


The answer is 0.618.

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2 solutions

Linkin Duck
Apr 24, 2017
  • Find m m

Notice that

( a + b + c + d ) 2 0 1 + 2 ( a b + a c + a d + b c + b d + c d ) 0 a b + a c + a d + b c + b d + c d 1 2 K 1 2 + 2 c d { \left( a+b+c+d \right) }^{ 2 }\ge 0\\ \Longrightarrow 1+2\left( ab+ac+ad+bc+bd+cd \right) \ge 0\\ \Longrightarrow ab+ac+ad+bc+bd+cd\ge -\frac { 1 }{ 2 } \\ \Longrightarrow K\ge -\frac { 1 }{ 2 } +2cd .

Also, ( c + d ) 2 + a 2 + b 2 0 2 c d ( a 2 + b 2 + c 2 + d 2 ) = 1 { \left( c+d \right) }^{ 2 }+{ a }^{ 2 }+{ b }^{ 2 }\ge 0\Longrightarrow 2cd\ge -\left( { a }^{ 2 }+{ b }^{ 2 }+{ c }^{ 2 }+{ d }^{ 2 } \right) =-1

Hence, K 1 2 + 2 c d 3 2 K\ge -\frac { 1 }{ 2 } +2cd\ge -\frac { 3 }{ 2 } .

K = 3 2 K=-\frac { 3 }{ 2 } when a = b = 0 , c = d , c 2 + d 2 = 1 a=b=0, c=-d, { c }^{ 2 }+{ d }^{ 2 }=1 .

So K m i n = 3 2 { K }_{ min }=-\frac { 3 }{ 2 } when ( a , b , c , d ) = ( 0 , 0 , ± 1 2 , 1 2 ) (a,b,c,d)=(0,0,\pm \frac { 1 }{ \sqrt { 2 } } ,\mp \frac { 1 }{ \sqrt { 2 } } ) .

  • Find M M

By applying the popular inequality 2 a b a 2 + b 2 2ab\le { a }^{ 2 }+{ b }^{ 2 } , with some real positive x x we will have

2 x K = ( 2 a b ) x + 2 a ( x c ) + 2 a ( x d ) + 2 b ( x c ) + 2 b ( x d ) + ( 2 c d ) ( 3 x ) ( a 2 + b 2 ) x + a 2 + ( x c ) 2 + a 2 + ( x d ) 2 + b 2 + ( x c ) 2 + b 2 + ( x d ) 2 + ( c 2 + d 2 ) ( 3 x ) 2 x K ( x + 2 ) ( a 2 + b 2 ) + ( 2 x 2 + 3 x ) ( c 2 + d 2 ) 2xK=\left( 2ab \right) x+2a\left( xc \right) +2a\left( xd \right) +2b\left( xc \right) +2b\left( xd \right) +\left( 2cd \right) \left( 3x \right) \\ \le \left( { a }^{ 2 }+{ b }^{ 2 } \right) x+{ a }^{ 2 }+{ \left( xc \right) }^{ 2 }+{ a }^{ 2 }+{ \left( xd \right) }^{ 2 }+{ b }^{ 2 }+{ \left( xc \right) }^{ 2 }+{ b }^{ 2 }+{ \left( xd \right) }^{ 2 }+\left( { c }^{ 2 }+{ d }^{ 2 } \right) \left( 3x \right) \\ \Longrightarrow 2xK\le \left( x+2 \right) \left( { a }^{ 2 }+{ b }^{ 2 } \right) { + }{ \left( 2{ x }^{ 2 }+3x \right) }\left( { c }^{ 2 }+{ d }^{ 2 } \right)

Now let choose x > 0 x>0 such that x + 2 = 2 x 2 + 3 x x 2 + x 1 = 0 x = 5 1 2 x+2=2{ x }^{ 2 }+3x\Longleftrightarrow { x }^{ 2 }+x-1=0\Longrightarrow x=\frac { \sqrt { 5 } -1 }{ 2 }

Then

2 x K ( x + 2 ) ( a 2 + b 2 + c 2 + d 2 ) = x + 2 K x + 2 2 x = 5 + 2 2 . 2xK\le \left( x+2 \right) \left( { a }^{ 2 }+{ b }^{ 2 }+{ c }^{ 2 }+{ d }^{ 2 } \right) =x+2\\ \Longrightarrow K\le \frac { x+2 }{ 2x } =\frac { \sqrt { 5 } +2 }{ 2 } .

K = 5 + 2 2 K=\frac { \sqrt { 5 } +2 }{ 2 } when

{ a = b = x c = x d x = 5 1 2 a 2 + b 2 + c 2 + d 2 = 1 { a 2 = b 2 = 5 5 20 c 2 = d 2 = 5 + 5 20 \begin{cases} a=b=xc=xd \\ x=\frac { \sqrt { 5 } -1 }{ 2 } \\ { a }^{ 2 }+{ b }^{ 2 }+{ c }^{ 2 }+{ d }^{ 2 }=1 \end{cases}\Longleftrightarrow \begin{cases} { a }^{ 2 }={ b }^{ 2 }=\frac { 5-\sqrt { 5 } }{ 20 } \\ { c }^{ 2 }={ d }^{ 2 }=\frac { 5+\sqrt { 5 } }{ 20 } \end{cases}

So K m a x = 2 + 5 2 { K }_{ max }=\frac { 2+\sqrt { 5 } }{ 2 } when { a = b = ± 5 5 20 c = d = ± 5 + 5 20 \begin{cases} { a }={ b }=\pm \sqrt { \frac { 5-\sqrt { 5 } }{ 20 } } \\ { c }={ d }=\pm \sqrt { \frac { 5+\sqrt { 5 } }{ 20 } } \end{cases} .

Finally, ( m + M ) = 2 + 5 3 2 = 5 1 2 . \left( m+M \right) = \frac { 2+\sqrt { 5 } -3 }{ 2 } =\boxed {\dfrac{ \sqrt { 5 } -1}2 } .

[ This comment has been converted into a solution ]

Arjen Vreugdenhil - 4 years, 1 month ago

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The least value of K K is obtained for a vector in the direction of the eigenvector belonging to the smallest eigenvalue

Why is this so?

Agnishom Chattopadhyay - 4 years, 1 month ago

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The transformed coordinates ( w , x , y , z ) (w,x,y,z) express the original vector ( a , b , c , d ) (a,b,c,d) as a linear combination of the eigenvectors.

We know that w 2 , x 2 , y 2 , z 2 w^2, x^2, y^2, z^2 add up to one, but the question is how we should distribute this total over the four coordinates. It matters because in the expression for K K , each of them has a different weight.

Coordinate w w corresponds to the eigenvector with eigenvalue 3 -3 , which is the smallest of the bunch. To minimize K K , we want w 2 w^2 to be maximal, i.e. ( w , x , y , z ) = ( ± 1 , 0 , 0 , 0 ) (w,x,y,z) = (\pm 1,0,0,0) .

Likewise, coordinate z z corresponds to the greatest eigenvalue 2 + 5 2+\sqrt 5 . Maximizing K K requires maximizing z 2 z^2 , i.e. ( w , x , y , z ) = ( 0 , 0 , 0 , ± 1 ) (w,x,y,z) = (0,0,0,\pm 1) .

Arjen Vreugdenhil - 4 years, 1 month ago

I did it basically the same way, but I used the symmetry of the problem to build in the following simplification:

for K m a x K_{max} , a = b a=b and c = d c=d , and for K m i n K_{min} , a = b a=-b and c = d c=-d .

Thus, I could use the substitutions a = x , c = y |a|=x, |c|=y to create two simpler sets of coupled equations to solve: K m i n = x 2 3 y 2 , x 2 + y 2 = 1 2 K_{min}=-x^2 - 3y^2, x^2+y^2=\frac{1}{2} , and K m a x = x 2 + 4 x y + 3 y 2 , x 2 + y 2 = 1 2 K_{max}=x^2+4xy+3y^2, x^2+y^2=\frac{1}{2} .

I substituted y = 1 2 x 2 y=\sqrt{\frac{1}{2}-x^2} , took the derivatives of the resulting expressions for K m i n / m a x K_{min/max} , and found the roots of the resulting equations in both cases, which led to the same answers given in the OP.

David Moore - 4 years, 1 month ago

Can it be done without including the variable x x ?

Kushal Bose - 4 years, 1 month ago

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Including the variable x x makes the solution more "natural". The other approach of finding K m a x { K }_{ max } is: Let t = c 2 + d 2 t={ c }^{ 2 }+{ d }^{ 2 } then K f ( t ) = t + 2 t ( 1 t ) , t [ 0 , 1 ] K\le f\left( t \right) =t+2\sqrt { t\left( 1-t \right) } ,\quad t\in \left[ 0,1 \right]

Linkin Duck - 4 years, 1 month ago

Can you explain when you found k min how did you get to know a=b and c= -d.

Also in final Maxima expression including x how did you make x+2= 2x^2 +3x?

Please provide the reasoning.

Sanjay Kumar - 4 years, 1 month ago

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Someone please clarify .

Sanjay Kumar - 4 years ago

K min is achieved when inequalities at line 3 and line 7 (from the top) become equalies, or a + b + c + d = a = b = c + d = 0 a+b+c+d=a=b=c+d=0 . In finding K max, we choose x such that coefficients of ( a 2 + b 2 ) ({a}^{2}+{b}^{2}) and ( c 2 + d 2 ) ({c}^{2}+{d}^{2}) are the same, hence take advantage of ( a 2 + b 2 + c 2 + d 2 = 1 ) ({a}^{2}+{b}^{2}+{c}^{2}+{d}^{2}=1) . You can solve with x = 5 1 2 x=\frac {\sqrt{5}-1}{2} from the beginning, but it doesn't look natural.

Linkin Duck - 4 years ago

Here is my alternative approach, using linear algebra:

K = 1 2 ( a b c d ) ( 0 1 1 1 1 0 1 1 1 1 0 3 1 1 3 0 ) ( a b c d ) . K = \frac12\left(\begin{array}{cccc} a & b & c & d \end{array}\right) \left(\begin{array}{cccc} 0 & 1 & 1 & 1 \\ 1 & 0 & 1 & 1 \\ 1 & 1 & 0 & 3 \\ 1 & 1 & 3 & 0\end{array}\right) \left(\begin{array}{c} a \\ b \\ c \\ d \end{array}\right).

We determine the eigenvalues of the matrix by solving λ 1 1 1 1 λ 1 1 1 1 λ 3 1 1 3 λ = 0 ; λ 4 14 λ 2 16 λ 3 = 0 ; ( λ + 1 ) ( λ 3 λ 2 13 λ 3 ) = 0 ; ( λ + 1 ) ( λ + 3 ) ( λ 2 4 λ 1 ) = 0 ; ( λ + 1 ) ( λ + 3 ) ( λ 2 + 5 ) ( λ 2 5 ) = 0 ; λ = 3 , 1 , 2 5 , 2 + 5 . \left|\begin{array}{cccc} -\lambda & 1 & 1 & 1 \\ 1 & -\lambda & 1 & 1 \\ 1 & 1 & -\lambda & 3 \\ 1 & 1 & 3 & -\lambda\end{array}\right| = 0; \\ \lambda^4 - 14\lambda^2 - 16\lambda - 3 = 0; \\ (\lambda + 1)(\lambda^3 - \lambda^2 - 13\lambda - 3) = 0; \\ (\lambda + 1)(\lambda + 3) (\lambda^2 - 4\lambda - 1) = 0; \\ (\lambda + 1)(\lambda + 3) (\lambda - 2 + \sqrt{5}) (\lambda - 2 - \sqrt{5})= 0; \\ \lambda = -3,\ -1,\ 2-\sqrt{5},\ 2+\sqrt{5}. Thus we can rewrite K K using an eigenvalue basis as follows: K = 1 2 ( ( 3 ) w 2 + ( 1 ) x 2 + ( 2 5 ) y 2 + ( 2 + 5 ) z 2 ) , K = \tfrac12\left((-3)w^2 + (-1)x^2 + (2-\sqrt{5})y^2 + (2+\sqrt{5})z^2\right), where ( w , z ) (w,\dots z) are the ( a , , d ) (a, \dots, d) expressed in a basis of orthonormal eigenvectors. We have w 2 + x 2 + y 2 + z 2 = 1 w^2 + x^2 + y^2 + z^2 = 1 .

The least value of K K is obtained for a vector in the direction of the eigenvector belonging to the smallest eigenvalue, etc. Thus: m = 1 2 ( 3 ) 1 2 = 1.5 ; M = 1 2 ( 2 + 5 ) 1 2 = 2.118 ; M + m = 5 1 2 = 1.5 + 2.118 = 0.618 . m = \tfrac12\cdot (-3)\cdot 1^2 = -1.5;\ \ \ M = \tfrac12\cdot (2+\sqrt{5}) \cdot 1^2 = 2.118; \\M + m = \frac{\sqrt{5}-1}2 = -1.5 + 2.118 = \boxed{0.618}.

@Arjen Vreugdenhil , we really liked your comment, and have converted it into a solution.

Brilliant Mathematics Staff - 4 years, 1 month ago

In this reasoning it is essential that the matrix is symmetric . A symmetric matrix M M can be uniquely factored in the form M = U T D U , M = U^TDU, where U U is orthonormal and D D is diagonal if the eigenvalues are real.

Thus the form K = a T M a K = \vec a^TM\vec a becomes K = a T U T D U a = ( U a ) T D ( U a ) = w T D w . K = \vec a^TU^TDU\vec a = (U\vec a)^TD(U\vec a) = \vec w^TD\vec w. The equation a 2 + b 2 + c 2 + d 2 = 1 a^2 + b^2 + c^2 + d^2 = 1 means a T a = 1 \vec a^T\vec a = 1 . Therefore w T w = ( U 1 a ) T U 1 a = a T U U 1 a = a T a = 1 , \vec w^T\vec w = (U^{-1}\vec a)^TU^{-1}\vec a = \vec a^T UU^{-1} \vec a = \vec a^T \vec a = 1, where we used ( U 1 ) T = U (U^{-1})^T = U because U U is orthonormal.

Arjen Vreugdenhil - 4 years, 1 month ago

The transformation is w = 1 2 b + 5 5 2 5 c 5 + 5 2 5 d ; x = 1 2 b + 5 5 2 5 c 5 + 5 2 5 d ; y = 1 2 a + 5 + 5 2 5 c + 5 5 2 5 d ; z = 1 2 a + 5 + 5 2 5 c + 5 5 2 5 d . w = \frac 1{\sqrt 2}b + \frac{\sqrt{5-\sqrt{5}}}{2\sqrt5}c - \frac{\sqrt{5+\sqrt{5}}}{2\sqrt5}d; \\ x = - \frac 1{\sqrt 2}b + \frac{\sqrt{5-\sqrt{5}}}{2\sqrt5}c - \frac{\sqrt{5+\sqrt{5}}}{2\sqrt5}d; \\ y = -\frac 1{\sqrt 2}a + \frac{\sqrt{5+\sqrt{5}}}{2\sqrt5}c + \frac{\sqrt{5-\sqrt{5}}}{2\sqrt5}d; \\ z = \frac 1{\sqrt 2}a + \frac{\sqrt{5+\sqrt{5}}}{2\sqrt5}c + \frac{\sqrt{5-\sqrt{5}}}{2\sqrt5}d. Minimum: ( a b c d ) = 1 2 ( 0 0 1 1 ) ; \left(\begin{array}{c} a \\ b \\ c \\ d \end{array}\right) = \frac{1}{\sqrt 2} \left(\begin{array}{c} 0 \\ 0 \\ -1 \\ 1 \end{array}\right); maximum: ( a b c d ) = 1 2 5 ( 5 + 5 5 + 5 5 5 5 5 ) . \left(\begin{array}{c} a \\ b \\ c \\ d \end{array}\right) = \frac{1}{2\sqrt5}\left(\begin{array}{c} \sqrt{5+\sqrt{5}} \\ \sqrt{5+\sqrt{5}} \\ \sqrt{5-\sqrt{5}} \\ \sqrt{5-\sqrt{5}} \end{array}\right).

Arjen Vreugdenhil - 4 years, 1 month ago

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