[M] In Exercise 14-17, follow the instructions given for Exercise 3-6.

14. \(3{{\bf{x}}_1}{{\bf{x}}_2} + 5{{\bf{x}}_1}{{\bf{x}}_3} + 7{{\bf{x}}_1}{{\bf{x}}_4} + 7{{\bf{x}}_2}{{\bf{x}}_3} + 5{{\bf{x}}_2}{{\bf{x}}_4} + 3{{\bf{x}}_3}{{\bf{x}}_4}\)

Short Answer

Expert verified
  1. \({\lambda _1} = \frac{{15}}{2}\).is the maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint \({{\bf{x}}^T}A{\bf{x}} = 1\).
  2. The unit vector in which the maximum is attained is \({\bf{u}} = \pm \left[ {\begin{array}{*{20}{c}}{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{array}} \right]\).
  3. \({\lambda _2} = - \frac{1}{2}\) is the maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint \({{\bf{x}}^T}{\bf{x}} = 1\) and \({{\bf{x}}^T}{\bf{u}} = 0\).

Step by step solution

01

Determine the eigenvalues of the matrix

Obtain the quadratic form of the matrix as shown below:

\(A = \left[ {\begin{array}{*{20}{c}}0&{\frac{3}{2}}&{\frac{5}{2}}&{\frac{7}{2}}\\{\frac{3}{2}}&0&{\frac{7}{2}}&{\frac{5}{2}}\\{\frac{5}{2}}&{\frac{7}{2}}&0&{\frac{3}{2}}\\{\frac{7}{2}}&{\frac{5}{2}}&{\frac{3}{2}}&0\end{array}} \right]\)

Use MATLAB code to obtain the eigenvalues of the matrix as shown below:

\(\begin{array}{l} > > {\mathop{\rm A}\nolimits} = \left[ {0\,\,\,\frac{3}{2}\,\,\,\,\,\frac{5}{2}\,\,\,\,\frac{7}{2};\,\frac{3}{2}\,\,\,\,0\,\,\,\,\frac{7}{2}\,\,\,\,\,\frac{5}{2};\,\frac{5}{2}\,\,\,\,\frac{7}{2}\,\,\,\,0\,\,\,\frac{3}{2};\,\frac{7}{2}\,\,\,\frac{5}{2}\,\,\,\,\frac{3}{2}\,\,\,\,\,0} \right];\\ > > {\mathop{\rm E}\nolimits} = {\mathop{\rm eig}\nolimits} \left( {\mathop{\rm A}\nolimits} \right);\end{array}\)

\({\mathop{\rm E}\nolimits} = \left[ {\begin{array}{*{20}{c}}{\frac{{15}}{2}}\\{ - \frac{1}{2}}\\{ - \frac{5}{2}}\\{ - \frac{5}{2}}\end{array}} \right]\)

Therefore, the eigenvalues of the matrix \(A\) are \({\lambda _1} = \frac{{15}}{2},{\lambda _2} = - \frac{1}{2},{\lambda _3} = - \frac{5}{2},\) and \({\lambda _4} = - \frac{9}{2}\).

02

Determine the maximum value of \(Q\left( x \right)\) subject to the constraint \({{\bf{x}}^T}{\mathop{\rm x}\nolimits}  = 1\) 

Theorem 6states that consider \(A\) as a symmetric matrixand \(m = \min \left\{ {{{\bf{x}}^T}A{\bf{x}}:\left\| {\bf{x}} \right\| = 1} \right\},M = \max \left\{ {{{\bf{x}}^T}A{\bf{x}}:\left\| {\bf{x}} \right\| = 1} \right\}\). Then the greatest eigenvalue \({\lambda _1}\) of A is \(M\) and the least eigenvalue of \(A\) is \(m\). \(M\) is the value of \({{\bf{x}}^T}A{\bf{x}}\) if the unit eigenvalue of \({{\bf{u}}_1}\) is \({\bf{x}}\) that corresponds to \(M\). \(m\) is the value of \({{\bf{x}}^T}A{\bf{x}}\) if the unit eigenvalue of \({{\bf{u}}_1}\) is \({\bf{x}}\) that corresponds to \(m\).

It is observed that the greatest eigenvalue of \(A\) is \({\lambda _1} = \frac{{15}}{2}\).

According to theorem 6, the greatest eigenvalues \({\lambda _1} = \frac{{15}}{2}\) is the maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint \({{\bf{x}}^T}A{\bf{x}} = 1\).

03

Determine a unit vector u where this maximum is attained

According to theorem 6, the maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint \({{\bf{x}}^T}A{\bf{x}} = 1\) happens at a unit eigenvector that corresponds to the greatest eigenvalue \({\lambda _1}\).

Use the MATLAB code to compute the eigenvector of the matrix A as shown below:

\( > > \left[ {{\mathop{\rm V}\nolimits} \,\,{\mathop{\rm D}\nolimits} } \right] = {\mathop{\rm eigs}\nolimits} \left( A \right);\)

\({\mathop{\rm V}\nolimits} = \left[ {\begin{array}{*{20}{c}}1&1&{ - 1}&{ - 1}\\1&{ - 1}&1&{ - 1}\\1&{ - 1}&{ - 1}&1\\1&1&1&1\end{array}} \right]\)

Therefore, the eigenvector corresponds to the greatest eigenvalues \({\lambda _1} = \frac{{15}}{2}\) is \(\left[ {\begin{array}{*{20}{c}}1\\1\\1\\1\end{array}} \right]\).

Normalize the vector to obtain the unit vector as shown below:

\(\begin{array}{c}{\bf{u}} = \frac{1}{{\sqrt 4 }}\left[ {\begin{array}{*{20}{c}}1\\1\\1\\1\end{array}} \right]\\ = \pm \left[ {\begin{array}{*{20}{c}}{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{array}} \right]\end{array}\)

Thus, the unit vector in which the maximum is attained is \({\bf{u}} = \pm \left[ {\begin{array}{*{20}{c}}{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{array}} \right]\).

04

Determine a maximum value of \(Q\left( x \right)\) subject to the constraints \({{\bf{x}}^T}{\mathop{\rm x}\nolimits}  = 1\) and \({{\bf{x}}^T}{\bf{u}} = 0\)

Theorem 7states that consider that \(A,{\lambda _1}\), and \({{\bf{u}}_1}\) as in theorem 6. The maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint

\({{\bf{x}}^T}{\bf{x}} = 1\)and \({{\bf{x}}^T}{\bf{u}} = 0\)

Is equal to the second greatest eigenvalue, \({\lambda _2}\) and the maximum is attained if the eigenvector \({{\bf{u}}_2}\) that corresponds to \({\lambda _2}\) is x.

It is observed that the second greatest eigenvalue of A is \({\lambda _2} = - \frac{1}{2}\).

According to theorem 7, the second greatest eigenvalue \({\lambda _2} = - \frac{1}{2}\) isthe maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint \({{\bf{x}}^T}{\bf{x}} = 1\) and \({{\bf{x}}^T}{\bf{u}} = 0\).

Thus, \({\lambda _2} = - \frac{1}{2}\) is the maximum value of \({{\bf{x}}^T}A{\bf{x}}\) subject to the constraint \({{\bf{x}}^T}{\bf{x}} = 1\) and \({{\bf{x}}^T}{\bf{u}} = 0\).

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Most popular questions from this chapter

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.)

Determine which of the matrices in Exercises 7–12 are orthogonal. If orthogonal, find the inverse.

7. \(\left( {\begin{aligned}{{}{}}{.6}&{\,\,\,.8}\\{.8}&{ - .6}\end{aligned}} \right)\)

Question:(M) Compute the singular values of the \({\bf{5 \times 5}}\) matrix in Exercise 10 in Section 2.3, and compute the condition number \(\frac{{{\sigma _1}}}{{{\sigma _{\bf{5}}}}}\).

(M) Compute an SVD of each matrix in Exercises 26 and 27. Report the final matrix entries accurate to two decimal places. Use the method of Examples 3 and 4.

26. \(A{\bf{ = }}\left( {\begin{array}{*{20}{c}}{ - {\bf{18}}}&{{\bf{13}}}&{ - {\bf{4}}}&{\bf{4}}\\{\bf{2}}&{{\bf{19}}}&{ - {\bf{4}}}&{{\bf{12}}}\\{ - {\bf{14}}}&{{\bf{11}}}&{ - {\bf{12}}}&{\bf{8}}\\{ - {\bf{2}}}&{{\bf{21}}}&{\bf{4}}&{\bf{8}}\end{array}} \right)\)

Question: 12. Exercises 12–14 concern an \(m \times n\) matrix \(A\) with a reduced singular value decomposition, \(A = {U_r}D{V_r}^T\), and the pseudoinverse \({A^ + } = {U_r}{D^{ - 1}}{V_r}^T\).

Verify the properties of\({A^ + }\):

a. For each\({\rm{y}}\)in\({\mathbb{R}^m}\),\(A{A^ + }{\rm{y}}\)is the orthogonal projection of\({\rm{y}}\)onto\({\rm{Col}}\,A\).

b. For each\({\rm{x}}\)in\({\mathbb{R}^n}\),\({A^ + }A{\rm{x}}\)is the orthogonal projection of\({\rm{x}}\)onto\({\rm{Row}}\,A\).

c. \(A{A^ + }A = A\)and \({A^ + }A{A^ + } = {A^ + }\).

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