Chapter 7: Q20E (page 395)
What is the largest value of the quadratic form \({\bf{5}}x_{\bf{1}}^{\bf{2}}{\bf{ - 3}}x_{\bf{2}}^{\bf{2}}\) if \({{\bf{x}}^T}{\bf{x = 1}}\)?
Short Answer
The largest possible value of the given quadratic form is \(5\).
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Chapter 7: Q20E (page 395)
What is the largest value of the quadratic form \({\bf{5}}x_{\bf{1}}^{\bf{2}}{\bf{ - 3}}x_{\bf{2}}^{\bf{2}}\) if \({{\bf{x}}^T}{\bf{x = 1}}\)?
The largest possible value of the given quadratic form is \(5\).
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Orthogonally diagonalize the matrices in Exercises 13–22, giving an orthogonal matrix \(P\) and a diagonal matrix \(D\). To save you time, the eigenvalues in Exercises 17–22 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.
15. \(\left( {\begin{aligned}{{}}{\,3}&4\\4&9\end{aligned}} \right)\)
Question: If A is \(m \times n\), then the matrix \(G = {A^T}A\) is called the Gram matrix of A. In this case, the entries of G are the inner products of the columns of A. (See Exercises 9 and 10).
10. Show that if an \(n \times n\) matrix G is positive semidefinite and has rank r, then G is the Gram matrix of some \(r \times n\) matrix A. This is called a rank-revealing factorization of G. (Hint: Consider the spectral decomposition of G, and first write G as \(B{B^T}\) for an \(n \times r\) matrix B.)
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.
9. \({\bf{4}}x_{\bf{1}}^{\bf{2}} - {\bf{4}}{x_{\bf{1}}}{x_{\bf{2}}} + {\bf{4}}x_{\bf{2}}^{\bf{2}}\)
Suppose A is a symmetric \(n \times n\) matrix and B is any \(n \times m\) matrix. Show that \({B^T}AB\), \({B^T}B\), and \(B{B^T}\) are symmetric matrices.
Question: 3. Let A be an \(n \times n\) symmetric matrix of rank r. Explain why the spectral decomposition of A represents A as the sum of r rank 1 matrices.
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