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The family of the equilevel hypersurfaces
E
TLS
(
x
)
=
γ
(4.47)
is introduced, where
plays the role of the family parameter. According to eq.
(4.46), these loci are coincident with the sets of vectors
x
solving the parametric
equation
γ
2
b
T
Ax
+
b
T
b
−
γ
1
+
x
T
x
=
Q
N
(
x
)
−
γ
Q
D
(
x
)
=
x
T
A
T
Ax
−
0
(4.48)
So the equilevel hypersurfaces constitute a family of hyperconics with
γ
as a
parameter, because any hypersurface is given by a quadratic form equal to zero.
Equation (4.48) is recast in the form
x
T
A
T
A
−
γ
I
n
x
−
2
b
T
Ax
+
b
T
b
−
γ
=
0
(4.49)
where
I
n
is the
n
×
n
identity matrix. In (4.49) the unknown vector
x
is substi-
tuted by
y
+
x
c
(translation), where
x
c
(γ )
=
A
T
A
−
γ
I
n
−
1
A
T
b
(4.50)
coincides with the center of the hyperconic with level
γ
. Then a parametric
n
follows without first-order terms,
y
T
A
T
A
−
γ
I
n
y
−
b
T
A
A
T
A
−
γ
I
n
−
1
A
T
b
+
b
T
b
−
γ
=
0
equation in
y
∈
(4.51)
Given the assumption of rank
(
A
)
=
n
, the right singular vectors of
A
are given
by the columns of the orthogonal matrix
V
∈
n
×
n
, given by the EVD of
A
T
A
:
A
T
A
=
V
V
T
(4.52)
[see eq. (1.2)], being
λ
n
<λ
n
−
1
≤
··· ≤
λ
1
(
λ
i
=
σ
i
,where
σ
i
is the
i
th singular value of
A
: see Section 1.3).
Replacing (4.52) into (4.51) yields
y
T
V
(
−
γ
I
n
)
V
T
y
−
b
T
AV
−
γ
I
n
−
1
V
T
A
T
b
+
b
T
b
−
γ
=
)
=
T
where
=
diag
(λ
1
,
λ
2
,
...
,
λ
n
0 (4.53)
A rotation
z
=
V
T
y
can be performed so that
z
T
−
γ
I
n
z
−
b
T
AV
−
γ
I
n
−
1
V
T
A
T
b
+
b
T
b
−
γ
=
0
(4.54)
By introducing
b
T
AV
−
γ
I
n
−
1
V
T
A
T
b
b
T
b
g
(γ )
=
−
+
γ
(4.55)
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