Euler's theorem on homogeneous functions
Cont'd from "Maxima, minima and saddle points of a multi-variable function"
If we have a function with multiple variables, its degree can be found by finding the sum of the powers of each term. For example, the function
Consider, for example, the multi-variable function (1) as follows:
f(x,y,z) = x2yz + 2xy2z + 2x3y
We can see that the function is of 4th degree.
Euler deduced the relationship that a homogenous function f(x,y,z) of kth degree will satisfy the equation
x∂f/∂x + y∂f/∂y + z∂f/∂x = k · f(x,y,z)
We'll call this equation (2), which can be proved using function (1) by finding the relvant partial derivatives, substituting into euler's theorem and multiplying out.
∂f/∂x = 2xyz + 2y2z + 6x2y
Substituting into equation (2), where we know k = 4 (discussed above),
4 f(x,y,z) = x (2xyz + 2y2z + 6x2y) + y (x2z + 4xyz + 2x3) + z (x2y + 2xy2)
= 2x2yz + 2xy2z + 6x3y + x2yz + 4xy2z + 2x3y + x2yz + 2xy2z
4 f(x,y,z) = 4x2yz + 8xy2z + 8x3y
If we factor out the 4, we see that
4x2yz + 8xy2z + 8x3y = 4 (x2yz + 2xy2z + 2x3y)
Since f(x,y,z) = x2yz + 2xy2z + 2x3y, it should be clear that
x∂f/∂x + y∂f/∂y + z∂f/∂x = 4f(x,y,z)
hence, confirming Euler's theorem on homogeneous functions.