/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q-7.3-8E Let \(Q\left( x \right) = 7x_1^2... [FREE SOLUTION] | 91影视

91影视

Let \(Q\left( x \right) = 7x_1^2 + x_2^2 + 7x_3^2 - 8x_1^{}x_2^{} - 4x_1^{}x_3^{} - 8x_2^{}x_3^{}\). Find a unit vector \(x{\rm{ in }}{\mathbb{R}^3}\) at which \(Q\left( x \right)\) is maximized, subject to \({x^T}x = 1\).

[Hint: The eigenvalues of the matrix of the quadratic form \(Q\) are \(9,{\rm{ and }} - 3\).]

Short Answer

Expert verified

A unit vector \({\rm{x}}\) in \({\mathbb{R}^3}\) at which \(Q\left( {\rm{x}} \right)\) is maximized, subject to \({{\rm{x}}^T}{\rm{x}} = 1\) is \({\rm{u}} = \pm \left[ {\begin{array}{*{20}{c}}1\\2\\1\end{array}} \right]\).

Step by step solution

01

Find the eigenvalues 

As per the question, we have:

\(Q\left( {\rm{x}} \right) = 7x_1^2 + x_2^2 + 7x_3^2 - 8x_1^{}x_2^{} - 4x_1^{}x_3^{} - 8x_2^{}x_3^{}\)

And the eigenvalues as:

\(\begin{array}{l}{\lambda _1} = 9\\{\lambda _2} = - 3\end{array}\)

The maximum value of the given function subjected to constraints\({{\rm{x}}^T}{\rm{x}} = 1\)will be the greatest eigenvalue.

So, we have:

\({\lambda _1} = 9\)

02

Find the vector for this greatest eigenvalue 

Apply the theorem which states that the value of\({{\rm{x}}^T}A{\rm{x}}\) is maximum when \({\rm{x}}\) is a unit eigenvector \({{\rm{u}}_1}\) corresponding to the greatest eigenvalue \({\lambda _1}\).

The eigenvector corresponding to \({\lambda _1} = 9\)are a linear combination of\(\left[ {\begin{array}{*{20}{c}}{ - 1}\\0\\1\end{array}} \right]\)and \(\left[ {\begin{array}{*{20}{c}}{ - 2}\\1\\0\end{array}} \right]\)

The unit eigenvector that corresponds to the eigenvalue\({\lambda _1} = 9\)is:

\({\rm{u}} = \pm \left[ {\begin{array}{*{20}{c}}1\\2\\1\end{array}} \right]\).

Hence, aunit vector \({\rm{x}}\) in \({\mathbb{R}^3}\) at which \(Q\left( {\rm{x}} \right)\) is maximized, subject to \({{\rm{x}}^T}{\rm{x}} = 1\) is \({\rm{u}} = \pm \left[ {\begin{array}{*{20}{c}}1\\2\\1\end{array}} \right]\).

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91影视!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

In Exercises 17鈥24, \(A\) is an \(m \times n\) matrix with a singular value decomposition \(A = U\Sigma {V^T}\) ,

\(\)

where \(U\) is an \(m \times m\) orthogonal matrix, \({\bf{\Sigma }}\) is an \(m \times n\) 鈥渄iagonal鈥 matrix with \(r\) positive entries and no negative entries, and \(V\) is an \(n \times n\) orthogonal matrix. Justify each answer.

18. Suppose \(A\) is square and invertible. Find a singular value decomposition of \({A^{ - 1}}\)

Orthogonally diagonalize the matrices in Exercises 13鈥22, giving an orthogonal matrix \(P\) and a diagonal matrix \(D\). To save you time, the eigenvalues in Exercises 17鈥22 are: (17) \( - {\bf{4}}\), 4, 7; (18) \( - {\bf{3}}\), \( - {\bf{6}}\), 9; (19) \( - {\bf{2}}\), 7; (20) \( - {\bf{3}}\), 15; (21) 1, 5, 9; (22) 3, 5.

21. \(\left( {\begin{aligned}{{}}4&3&1&1\\3&4&1&1\\1&1&4&3\\1&1&3&4\end{aligned}} \right)\)

Question: 14. Exercises 12鈥14 concern an \(m \times n\) matrix \(A\) with a reduced singular value decomposition, \(A = {U_r}D{V_r}^T\), and the pseudoinverse \({A^ + } = {U_r}{D^{ - 1}}{V_r}^T\).

Given any \({\rm{b}}\) in \({\mathbb{R}^m}\), adapt Exercise 13 to show that \({A^ + }{\rm{b}}\) is the least-squares solution of minimum length. [Hint: Consider the equation \(A{\rm{x}} = {\rm{b}}\), where \(\mathop {\rm{b}}\limits^\^ \) is the orthogonal projection of \({\rm{b}}\) onto Col \(A\).

Question: 2. Let \(\left\{ {{{\bf{u}}_1},{{\bf{u}}_2},....,{{\bf{u}}_n}} \right\}\) be an orthonormal basis for \({\mathbb{R}_n}\) , and let \({\lambda _1},....{\lambda _n}\) be any real scalars. Define

\(A = {\lambda _1}{{\bf{u}}_1}{\bf{u}}_1^T + ..... + {\lambda _n}{\bf{u}}_n^T\)

a. Show that A is symmetric.

b. Show that \({\lambda _1},....{\lambda _n}\) are the eigenvalues of A

Classify the quadratic forms in Exercises 9-18. Then make a change of variable, \({\bf{x}} = P{\bf{y}}\), that transforms the quadratic form into one with no cross-product term. Write the new quadratic form. Construct P using the methods of Section 7.1.

10. \({\bf{2}}x_{\bf{1}}^{\bf{2}} + {\bf{6}}{x_{\bf{1}}}{x_{\bf{2}}} - {\bf{6}}x_{\bf{2}}^{\bf{2}}\)

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.