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Question: 6. Let A be an \(n \times n\) symmetric matrix. Use Exercise 5 and an eigenvector basis for \({\mathbb{R}^n}\) to give a second proof of the decomposition in Exercise 4(b).

Short Answer

Expert verified

It is proved that \(y = \hat y + z\) Where \(\hat y \in {\rm{Col}}A\) and \(z \in {\rm{Nul}}A\).

Step by step solution

01

Apply Decomposition theorem

BecauseA is symmetric, there is an orthonormal eigenvector basis\(\left\{ {{u_1},{u_2},....{u_n}} \right\}\)for\({R^n}\).

Let r be rank of matrix A, if r becomes 0, then rank of A is 0.

The decomposition as given in exercise 4(b) is\(y = \hat y + z\).

When \(r = n\), then the decomposition becomes \(y = y + 0\).

02

The condition for solving matrix

Let\({u_1},{u_2},....,{u_r}\)are the eigenvector corresponding to the r nonzero eigenvalues.

Then\({u_1},{u_2},....,{u_r}\)are in Col A and\({u_{r + 1}},{u_{r + 2}},...{u_n}\)are vector in Nul A.

The vector y in\({R^n}\)can be written as:

\(\begin{array}{l}y = {c_1}{u_1} + {c_2}{u_2} + ... + {c_r}{u_r} + {c_{r + 1}}{u_{r + 1}} + {c_{r + 2}}{u_{r + 2}} + .... + {c_n}{u_n}\\y = \hat y + z\end{array}\)

Hence,\(y = \hat y + z\).

Here, \(\hat y \in {\rm{Col}}A\), and \(z \in {\rm{Nul}}A\).

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Most popular questions from this chapter

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

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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.

24. Using the notation of Exercise 23, show that \({A^T}{u_j} = {\sigma _j}{v_j}\) for \({\bf{1}} \le {\bf{j}} \le {\bf{r}} = {\bf{rank}}\;{\bf{A}}\)

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.)

Let \(A = PD{P^{ - {\bf{1}}}}\), where P is orthogonal and D is diagonal, and let \(\lambda \) be an eigenvalue of A of multiplicity k. Then \(\lambda \) appears k times on the diagonal of D.Explain why the dimension of the eigenspace for \(\lambda \) is k.

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