Chapter 4: Problem 86
Let \(A\) be an \(n \times n\) symmetric matrix, such that the quadratic form. \(Q_{A}(\vec{x})=\vec{x} \cdot A \vec{x}\) is positive definite. What is the volume of the region \(Q(\vec{x}) \leq 1 ?\)
Short Answer
Expert verified
\( \frac{\pi^{n/2}}{\Gamma(n/2 + 1) \sqrt{\text{det}(A)}} \)
Step by step solution
01
Understanding the Quadratic Form
The quadratic form is given by \( Q_{A}(oldsymbol{x}) = oldsymbol{x} oldsymbol{ extbf{A}} oldsymbol{x} \), where \( oldsymbol{ extbf{A}} \) is a symmetric \( n \times n \) matrix. We need to find the volume of the region where \( Q(oldsymbol{x}) \leq 1 \), which is a general ellipsoid in \( n \) dimensions.
02
Diagonalization of Matrix A
Since \( oldsymbol{ extbf{A}} \) is symmetric, it can be diagonalized. There exists an orthogonal matrix \( oldsymbol{ extbf{P}} \) such that \( oldsymbol{ extbf{P}}^{T} oldsymbol{ extbf{A}} oldsymbol{ extbf{P}} = oldsymbol{ extbf{D}} \) where \( oldsymbol{ extbf{D}} \) is a diagonal matrix with eigenvalues of \( oldsymbol{ extbf{A}} \).
03
Change of Variables
Let \( oldsymbol{y} = oldsymbol{ extbf{P}}^{T} oldsymbol{x} \). Then \( Q_{A}(oldsymbol{x}) = oldsymbol{x} oldsymbol{ extbf{A}} oldsymbol{x} = oldsymbol{y} oldsymbol{ extbf{D}} oldsymbol{y} \). In terms of \( oldsymbol{y} \), the ellipsoid \( Q_{A}(oldsymbol{x}) \leq 1 \) becomes \( oldsymbol{y} oldsymbol{ extbf{D}} oldsymbol{y} \leq 1 \).
04
Analyzing the Transformed Inequality
Since \( oldsymbol{ extbf{D}} \) is diagonal, \( oldsymbol{y} oldsymbol{ extbf{D}} oldsymbol{y} = rac{y_1^2}{rac{1}{ ext{eigenvalue } \lambda_1}} + rac{y_2^2}{rac{1}{ ext{eigenvalue } \lambda_2}} + ext{...}+ \frac{y_n^2}{rac{1}{ ext{eigenvalue } \lambda_n}} \leq 1 \). This represents an ellipsoid with axes scaled by square roots of eigenvalues.
05
Calculating the Volume of the Ellipsoid
The volume \( V \) of an ellipsoid defined by \( \sum_{i=1}^{n} \frac{y_i^2}{a_i^2} \leq 1 \) where each \( a_i = \sqrt{1/\lambda_i} \) is given by the formula \( \frac{\pi^{n/2}}{\Gamma(n/2 + 1)} \prod_{i=1}^{n} a_i \).
06
Relating Back to Original Variables
Substituting \( a_i = \sqrt{1/\lambda_i} \), the volume \( V = \frac{\pi^{n/2}}{\Gamma(n/2 + 1)} \prod_{i=1}^{n} \sqrt{1/\lambda_i} \). This is equivalent to \( V = \frac{\pi^{n/2}}{\Gamma(n/2 + 1) \sqrt{\text{det}(A)}} \)
07
Conclusion
The volume of the region defined by \( Q_{A}(oldsymbol{x}) \leq 1 \) is \( \frac{\pi^{n/2}}{\Gamma(n/2 + 1) \sqrt{\text{det}(A)}} \).
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Symmetric Matrix
A symmetric matrix is a square matrix that is equal to its transpose. This means if you flip the matrix over its diagonal, it looks the same. Symmetric matrices play a significant role in various mathematical areas, particularly linear algebra and geometry.
They are important because:
They are important because:
- They simplify many calculations, particularly with eigenvalues and eigenvectors.
- The quadratic forms associated with symmetric matrices can be easily analyzed.
- Spectral theorem: every symmetric matrix can be diagonalized using an orthogonal matrix, which simplifies complexity in matrix equations.
Quadratic Form
A quadratic form is a polynomial with terms that are all of degree two. In the context of matrices, a quadratic form in variables is expressed as \(Q(\vec{x}) = \vec{x}^T A \vec{x}\), where \(A\) is a symmetric matrix.
This form is essential in defining geometric figures, particularly ellipsoids and other multidimensional shapes. Quadratic forms are crucial for:
This form is essential in defining geometric figures, particularly ellipsoids and other multidimensional shapes. Quadratic forms are crucial for:
- Understanding properties of graphs related to curvature and surface analysis.
- Identifying the nature of conic sections and their high-dimensional analogs.
- Providing insights into stability within physics and optimizing multivariable systems.
Ellipsoid
An ellipsoid is the set of all points in a space where the sum of squared distances from each point to the center is constant. It generalizes the notion of an ellipse to higher dimensions. Mathematically, in a space of dimension \(n\), an ellipsoid is represented by \(\sum_{i=1}^{n} \frac{x_i^2}{a_i^2} = 1\), where all \(a_i\) are positive.
When talking about matrices, specifically symmetric ones, ellipsoids are represented by quadratic forms such as \(Q_A(\vec{x}) \leq 1\).
Ellipsoids are significant because they have:
When talking about matrices, specifically symmetric ones, ellipsoids are represented by quadratic forms such as \(Q_A(\vec{x}) \leq 1\).
Ellipsoids are significant because they have:
- Applications in optimization, as they can represent constraints or objective regions.
- Importance in statistics as multi-dimensional normal distribution can have ellipsoidal contours.
- Relevance in mechanics where they represent cross-sections of stress within materials.
Eigenvalues
Eigenvalues are scalars associated with a square matrix, indicating how a transformation represented by that matrix stretches or shrinks vectors. For a given square matrix \(A\), if \(\vec{v}\) is a non-zero vector, an eigenvalue \(\lambda\) satisfies the equation \(A\vec{v} = \lambda \vec{v}\).
In symmetric matrices, eigenvalues have special properties:
In symmetric matrices, eigenvalues have special properties:
- They are always real numbers, which simplifies analysis in real vector spaces.
- They can determine definiteness of a matrix, indicating if a quadratic form is positive definite.
- Associated eigenvectors of distinct eigenvalues are orthogonal, aiding in matrix diagonalization.
Orthogonal Matrix
An orthogonal matrix is a square matrix whose rows and columns are orthonormal vectors, meaning every vector is perpendicular to each other and has a unit length. A matrix \(P\) is orthogonal if its transpose equals its inverse, or \(P^T P = I\), where \(I\) is the identity matrix.
Orthogonal matrices have valuable properties:
Orthogonal matrices have valuable properties:
- Preserving lengths and angles, meaning they represent rigid transformations like rotations and reflections.
- Aiding matrix diagonalization, crucial for simplifying complex linear transformations.
- Possessing det(P) = \(\pm 1\), emphasizing non-distorting transformations in geometric interpretations.