grandes-ecoles 2025 Q24

grandes-ecoles · France · mines-ponts-maths2__mp Applied differentiation Partial derivatives and multivariable differentiation
We assume in this part that all roots of $p$ are stable and have multiplicity 1 and we denote by $h = Xp'$ (where $p'$ is the derivative polynomial of $p$) and $h_0$ the reciprocal polynomial of $h$. We recall that, according to question 3, there exists a real number $\lambda \in \{-1, 1\}$ such that $p = \lambda p_0$.
For every real number $r > 0$, we denote by $F(r) = J(p(rX))$.
Justify that the map $F : \mathbf{R}_+^* \rightarrow S_n(\mathbf{R})$ is differentiable and that $$F'(1) = 2n(p(S))^\top p(S) - 2S^\top (p'(S))^\top p(S) - 2(p(S))^\top p'(S) S.$$
We assume in this part that all roots of $p$ are stable and have multiplicity 1 and we denote by $h = Xp'$ (where $p'$ is the derivative polynomial of $p$) and $h_0$ the reciprocal polynomial of $h$. We recall that, according to question 3, there exists a real number $\lambda \in \{-1, 1\}$ such that $p = \lambda p_0$.

For every real number $r > 0$, we denote by $F(r) = J(p(rX))$.

Justify that the map $F : \mathbf{R}_+^* \rightarrow S_n(\mathbf{R})$ is differentiable and that
$$F'(1) = 2n(p(S))^\top p(S) - 2S^\top (p'(S))^\top p(S) - 2(p(S))^\top p'(S) S.$$