Chapter 7: Q6E (page 395)
Determine which of the matrices in Exercises 1–6 are symmetric.
\(\left( {\begin{array}{{}{}}1&2&2&1\\2&2&2&1\\2&2&1&2\end{array}} \right)\)
Short Answer
The given matrix is not symmetric.
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Chapter 7: Q6E (page 395)
Determine which of the matrices in Exercises 1–6 are symmetric.
\(\left( {\begin{array}{{}{}}1&2&2&1\\2&2&2&1\\2&2&1&2\end{array}} \right)\)
The given matrix is not symmetric.
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Question: 11. Given multivariate data \({X_1},................,{X_N}\) (in \({\mathbb{R}^p}\)) in mean deviation form, let \(P\) be a \(p \times p\) matrix, and define \({Y_k} = {P^T}{X_k}{\rm{ for }}k = 1,......,N\).
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.
12.\({\bf{ - }}x_{\bf{1}}^{\bf{2}}{\bf{ - 2}}{x_{\bf{1}}}{x_{\bf{2}}} - x_{\bf{2}}^{\bf{2}}\)
Question: Let \({\bf{X}}\) denote a vector that varies over the columns of a \(p \times N\) matrix of observations, and let \(P\) be a \(p \times p\) orthogonal matrix. Show that the change of variable \({\bf{X}} = P{\bf{Y}}\) does not change the total variance of the data. (Hint: By Exercise 11, it suffices to show that \(tr\left( {{P^T}SP} \right) = tr\left( S \right)\). Use a property of the trace mentioned in Exercise 25 in Section 5.4.)
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.
21. \(\left( {\begin{aligned}{{}}4&3&1&1\\3&4&1&1\\1&1&4&3\\1&1&3&4\end{aligned}} \right)\)
Find the matrix of the quadratic form. Assume x is in \({\mathbb{R}^2}\) .
a. \(3x_1^2 - 4{x_1}{x_2} + 5x_2^2\) b. \(3x_1^2 + 2{x_1}{x_2}\)
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