信息论与编码课程中拉格朗日乘子法的应用

The Application of Lagrange Multiplier Method in the Course of Information Theory and Coding

拉格朗日乘子法是数学中求解极值的一种重要方法,而信息论与编码理论中涉及到的许多理论都存在一个极值求解问题,文章将几个重要且典型的信息理论的极值问题分类列出,并且引入拉格朗日乘子法理论归类求解,将多元函数的极值问题大大简单化。

Lagrange multiplier method is an important one to solve the extreme values in Mathematics,and most of theoretical analysis in information theory and coding theory can be transformed to evaluate the extreme value problem.For this reason,some important and typical information theoretic extreme value problems are classified,and the Lagrange multiplier method is introduced to solve the corresponding solutions.As a result,the extreme value problems of multivariate functions are simplified greatly.