Chapter 8: Q18E (page 412)
Consider the matrix
Use the result of Exercise 17 to find the least-squares solution of the linear system
where
Work with paper and pencil.
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Chapter 8: Q18E (page 412)
Consider the matrix
Use the result of Exercise 17 to find the least-squares solution of the linear system
where
Work with paper and pencil.
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Let A be a matrix and a unit vector in. Show that
where are the singular values of A. Illustrate this inequality with a sketch, and justify it algebraically.
Matrix is negative definite.
A Cholesky factorization of a symmetric matrix A is a factorization of the formwhere L is lower triangular with positive diagonal entries.
Show that for a symmetricmatrix A, the following are equivalent:
(i) A is positive definite.
(ii) All principal submatricesrole="math" localid="1659673584599" of A are positive definite. See
Theorem 8.2.5.
(iii)
(iv) A has a Cholesky factorization
Hint: Show that (i) implies (ii), (ii) implies (iii), (iii) implies (iv), and (iv) implies (i). The hardest step is the implication from (iii) to (iv): Arguing by induction on n, you may assume that ) has a Cholesky factorization . Now show that there exist a vector and a scalar t such that
Explain why the scalar t is positive. Therefore, we have the Cholesky factorization
This reasoning also shows that the Cholesky factorization of A is unique. Alternatively, you can use the LDLT factorization of A to show that (iii) implies (iv).See Exercise 5.3.63.
To show that (i) implies (ii), consider a nonzero vector, and define
role="math" localid="1659674275565"
In (fill in n 鈭 m zeros). Then
role="math" localid="1659674437541"
For the quadratic form , find an orthogonal basis of such that . Use your answer to sketch the level curve . Compare with Example 4 and Figure 4 in this section. Exercise 63 is helpful.
Sketch the curves defined in Exercises 15 through 20. In each case, draw and label the principal axes, label the intercepts of the curve with the principal axes, and give the formula of the curve in the coordinate system defined by the principal axes.
18.
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