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[ ]
5
13
Q=
12
13
12
13
5
13
Is an orthogonal matrix.
Solution:
[ ]
5
13
Since
Q=
12
13
5 12
QT =[ 13 13 ]
12
5
13 13
12
13
5
13
[ ][ ][
5
T
13
Q Q=
12
13
12
5
13
13
5
12
13
13
5
5 12
12
12
+
13 13
13
13
13
=
5
12 5 5
12
+
13
13 13 13
13
( )( )
( )
( )
2.6 Let
A= 9 2
2 6
(a) Is A symmetric?
(b) Show that A is positive definite.
Solution:
A is symmetric because numbers are symmetric of the diagonal line.
Since | A|=9 6(2 ) (2 ) =58>0
A is positive definite.
A=[ 1 2 ]
2 2
][
5 12 12
5
+
13 13
13
13
1 0
=
0 1
12 12 5
5
+
13 13 13 13
1
2 =0
2 2
( 1 ) (2 ) 4=0
So 1=2, 2=3
For 1=2
(12 22 )( xx )=2( xx )
1
e1=(0.8944 )
0.4472
For 2=3
(12 22 )( xx )=3( xx )
1
e1=(0.4472)
0.8944
'
A=2 0.8944 0.8944 3(0.4472 )(0.4472) .
0.4472 0.4472
0.8944
0.8944
)(
0.3333
0.3333 =0
0.3333
0.1667
( 1 ) (2 ) 4=0
So 1=0.5, 2=0.3333
For 1=0.5
(0.3333
0.3333
0.3333 x1 =0.5 x1
0.1667 x2
x2
)( ) ( )
e1=(0.8944 )
0.4472
For 2=0.3333
(0.3333
0.3333
0.3333 x1 =0.3333 x 1
0.1667 x2
x2
e1=( 0.4472 )
0.8944
)( )
()
A1 .
A ,
'
'
A1=0.5 0.8944 0.8944 0.3333( 0.4472 )( 0.4472 )
0.4472 0.4472
0.8944 0.8944
)(
4.001 ] and B [ 4
4.001 ]
A=[ 4
4.001 4.002
4.001 4.002001
These matrices are identical except for a small difference in the (2,2) position.
Moreover, the columns of A (and B) are nearly linearly dependent. Show that
1
1
A (3) B . Consequently, small changes---perhaps caused by
rounding---can give substantially different inverses.
Solution:
4.001 ] and B [ 4
4.001 ]
A=[ 4
4.001 4.002
4.001 4.002001
1
4002000 4001000
Then A =
4001000 4000000
B1=[ 1334000 1333667 ]
1333667 1333333
1
1
Thus,
A (3 ) B , which means small changes can give substantially
Since
different inverses.
2.11 Show that the determinant of the p p diagonal matrix A={aij }
with aij =0, i j, is given by the product of the diagonal elements; thus,
| A|=a11 a 22 a pp .
Hint: By Definition 2A.24, | A|=a11 A11 + 0++ 0 . Repeat for the submatrix
A 11 obtained by deleting the first row and first column of A.
Proof:
k
Since
| A|= a1 j A1 j (1)1 + j
if k>1,
j=1
| A|= i
i=1
Proof:
Since A is symmetric matrix, we can write
i=1
i=1
i=1
| A|=| ||I |= i 1= i
|Q|=+ 11
|Q Q'|= I
Hint:
if Q is a
Also,
since
from
p p orthogonal matrix.
2
Q .
Result
2A.11,
Thus,
|Q||Q'|=
Proof:
Since Q is a p p
So |Q Q'|=|I | ,be
orthogonal matrix.
And because
Then
Thus,
2.14 Show that Q ' A Q and A have the same eigenvalues if Q is orthogonal.
Hint: Let be an eigenvalue of A. Then 0= AI . By Exercise 2.13
and Result 2A.11(e), we can write
0=|Q '|| A I ||Q|=|Q' AQ I| , since
'
Q Q=I .
Proof:
Since let
be an eigenvalue of A.
| AI |=0
Q' A Q
x' A x
Solution:
Since a quadratic from
x A x= x i aij x j
'
i=1 j=1
So
( )
x1
x2
()
A= a b
c d
2
2
2
2
a x 1 + ( b+ c ) x 1 x 2 +d x 2=3 x 1 +3 x2 2 x 1 x 2
Let