Chapter 7: Q2E (page 395)
Determine which of the matrices in Exercises 1–6 are symmetric.
2. \(\left( {\begin{aligned}{{}}3&{\,\, - 5}\\{ - 5}&{ - 3}\end{aligned}} \right)\)
Short Answer
The given matrix is symmetric.
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Chapter 7: Q2E (page 395)
Determine which of the matrices in Exercises 1–6 are symmetric.
2. \(\left( {\begin{aligned}{{}}3&{\,\, - 5}\\{ - 5}&{ - 3}\end{aligned}} \right)\)
The given matrix is symmetric.
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Question: In Exercises 1 and 2, convert the matrix of observations to mean deviation form, and construct the sample covariance matrix.
\(1.\,\,\left( {\begin{array}{*{20}{c}}{19}&{22}&6&3&2&{20}\\{12}&6&9&{15}&{13}&5\end{array}} \right)\)
Question:Find the principal components of the data for Exercise 1.
Question 8: Use Exercise 7 to show that if A is positive definite, then A has a LU factorization, \(A = LU\), where U has positive pivots on its diagonal. (The converse is true, too).
Question: In Exercises 1 and 2, convert the matrix of observations to mean deviation form, and construct the sample covariance matrix.
\(2.\,\,\left( {\begin{array}{*{20}{c}}1&5&2&6&7&3\\3&{11}&6&8&{15}&{11}\end{array}} \right)\)
Question: [M] A Landsat image with three spectral components was made of Homestead Air Force Base in Florida (after the base was hit by Hurricane Andrew in 1992). The covariance matrix of the data is shown below. Find the first principal component of the data, and compute the percentage of the total variance that is contained in this component.
\[S = \left[ {\begin{array}{*{20}{c}}{164.12}&{32.73}&{81.04}\\{32.73}&{539.44}&{249.13}\\{81.04}&{246.13}&{189.11}\end{array}} \right]\]
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