Classify the quadratic forms in Exercises 9–18. Then make a change of variable, \({\bf{x}} = P{\bf{y}}\), that transforms the quadratic form into one with no cross-product term. Write the new quadratic form. Construct \(P\) using the methods of Section 7.1.

16. \({\bf{4}}x_{\bf{1}}^{\bf{2}}{\bf{ + 4}}x_{\bf{2}}^{\bf{2}}{\bf{ + 4}}x_{\bf{3}}^{\bf{2}}{\bf{ + 4}}x_{\bf{4}}^{\bf{2}}{\bf{ + 8}}{x_{\bf{1}}}{x_{\bf{2}}}{\bf{ + 8}}{x_{\bf{3}}}{x_{\bf{4}}}{\bf{ - 6}}{x_{\bf{1}}}{x_{\bf{4}}}{\bf{ + 6}}{x_{\bf{2}}}{x_{\bf{3}}}\)

Short Answer

Expert verified

The new quadratic form is \(Q\left( {\rm{y}} \right) = 9y_1^2 + 9y_2^2 - y_3^2 - y_4^2\).

Step by step solution

01

Step 1: Find the coefficient matrix of the quadratic form

Consider \(4x_1^2 + 4x_2^2 + 4x_3^2 + 4x_4^2 + 8{x_1}{x_2} + 8{x_3}{x_4} - 6{x_1}{x_4} + 6{x_2}{x_3}\).

As the quadratic form is:

\({{\rm{x}}^T}A{\rm{x}} = \left( {\begin{aligned}{{}}{{x_1}}&{{x_2}}&{{x_3}}&{{x_4}}\end{aligned}} \right)\left( {\begin{aligned}{{}}4&4&0&{ - 3}\\4&4&3&0\\0&3&4&4\\{ - 3}&0&4&4\end{aligned}} \right)\left( {\begin{aligned}{{}}{{x_1}}\\{{x_2}}\\{{x_3}}\\{{x_4}}\end{aligned}} \right)\)

Therefore, the coefficient matrix of the quadratic form is \(A = \left( {\begin{aligned}{{}}4&4&0&{ - 3}\\4&4&3&0\\0&3&4&4\\{ - 3}&0&4&4\end{aligned}} \right)\).

02

Find the eigenvalues

Using the MATLAB command\({\rm{eigs}}\left( A \right)\), the eigenvalues are as:

\(\begin{aligned}{}{\lambda _1} = 9,\\{\lambda _2} = 9,\\{\lambda _3} = - 1,\\{\lambda _4} = - 1\end{aligned}\)

The eigenvectors are:

\({{\rm{v}}_1} = \left( {\begin{aligned}{{}}4\\5\\3\\0\end{aligned}} \right)\), \({{\rm{v}}_2} = \left( {\begin{aligned}{{}}{ - 5}\\{ - 4}\\0\\3\end{aligned}} \right)\), \({{\rm{v}}_3} = \left( {\begin{aligned}{{}}4\\{ - 5}\\3\\0\end{aligned}} \right)\), \({{\rm{v}}_4} = \left( {\begin{aligned}{{}}5\\{ - 4}\\0\\3\end{aligned}} \right)\)

03

Find the matrix \(P\) and \(D\)

Write the normalization of the vectors.

\({{\bf{u}}_1} = \left( {\begin{aligned}{{}}{\frac{{2\sqrt 2 }}{5}}\\{\frac{{\sqrt 2 }}{2}}\\{\frac{{3\sqrt 2 }}{{10}}}\\0\end{aligned}} \right)\),\({{\bf{u}}_2} = \left( {\begin{aligned}{{}}{ - \frac{{3\sqrt 2 }}{{10}}}\\0\\{\frac{{2\sqrt 2 }}{5}}\\{\frac{{\sqrt 2 }}{2}}\end{aligned}} \right)\),\({{\bf{u}}_3} = \left( {\begin{aligned}{{}}{\frac{{2\sqrt 2 }}{5}}\\{\frac{{ - \sqrt 2 }}{2}}\\{\frac{{3\sqrt 2 }}{{10}}}\\0\end{aligned}} \right)\),\({{\bf{u}}_4} = \left( {\begin{aligned}{{}}{\frac{{3\sqrt 2 }}{{10}}}\\0\\{ - \frac{{2\sqrt 2 }}{5}}\\{\frac{{\sqrt 2 }}{2}}\end{aligned}} \right)\)

Then the matrix\(P\)and\(D\)is shown below:

\(P = \left( {\begin{aligned}{{}}{\frac{{2\sqrt 2 }}{5}}&{ - \frac{{3\sqrt 2 }}{{10}}}&{\frac{{2\sqrt 2 }}{5}}&{\frac{{3\sqrt 2 }}{{10}}}\\{\frac{{\sqrt 2 }}{2}}&0&{ - \frac{{\sqrt 2 }}{2}}&0\\{\frac{{3\sqrt 2 }}{{10}}}&{\frac{{2\sqrt 2 }}{5}}&{\frac{{3\sqrt 2 }}{{10}}}&{ - \frac{{2\sqrt 2 }}{5}}\\0&{\frac{{\sqrt 2 }}{2}}&0&{\frac{{\sqrt 2 }}{2}}\end{aligned}} \right)\)and\(D = \left( {\begin{aligned}{{}}9&0&0&0\\0&9&0&0\\0&0&{ - 1}&0\\0&0&0&{ - 1}\end{aligned}} \right)\)

Now write the new quadratic form by using the transformation\({\rm{x}} = P{\rm{y}}\).

\(\begin{aligned}{}Q\left( {\rm{y}} \right) &= {{\rm{y}}^T}D{\rm{y}}\\ &= \left( {\begin{aligned}{{}}{{y_1}}&{{y_2}}&{{y_3}}&{{y_4}}\end{aligned}} \right)\left( {\begin{aligned}{{}}9&0&0&0\\0&9&0&0\\0&0&{ - 1}&0\\0&0&0&{ - 1}\end{aligned}} \right)\left( {\begin{aligned}{{}}{{y_1}}\\{{y_2}}\\{{y_3}}\\{{y_4}}\end{aligned}} \right)\\ &= 9y_1^2 + 9y_2^2 - y_3^2 - y_4^2\end{aligned}\)

Thus, the new quadratic form is \(Q\left( {\rm{y}} \right) = 9y_1^2 + 9y_2^2 - y_3^2 - y_4^2\).

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Most popular questions from this chapter

In Exercises 17–24, \(A\) 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 \(m \times n\) “diagonal” matrix with \(r\) positive entries and no negative entries, and \(V\) is an \(n \times n\) orthogonal matrix. Justify each answer.

18. Suppose \(A\) is square and invertible. Find a singular value decomposition of \({A^{ - 1}}\)

Question: 11. Given multivariate data \({X_1},................,{X_N}\) (in \({\mathbb{R}^p}\)) in mean deviation form, let \(P\) be a \(p \times p\) matrix, and define \({Y_k} = {P^T}{X_k}{\rm{ for }}k = 1,......,N\).

  1. Show that \({Y_1},................,{Y_N}\) are in mean-deviation form. (Hint: Let \(w\) be the vector in \({\mathbb{R}^N}\) with a 1 in each entry. Then \(\left( {{X_1},................,{X_N}} \right)w = 0\) (the zero vector in \({\mathbb{R}^p}\)).)
  2. Show that if the covariance matrix of \({X_1},................,{X_N}\) is \(S\), then the covariance matrix of \({Y_1},................,{Y_N}\) is \({P^T}SP\).

Classify the quadratic forms in Exercises 9-18. Then make a change of variable, \({\bf{x}} = P{\bf{y}}\), that transforms the quadratic form into one with no cross-product term. Write the new quadratic form. Construct P using the methods of Section 7.1.

9. \({\bf{4}}x_{\bf{1}}^{\bf{2}} - {\bf{4}}{x_{\bf{1}}}{x_{\bf{2}}} + {\bf{4}}x_{\bf{2}}^{\bf{2}}\)

In Exercises 3-6, find (a) the maximum value of \(Q\left( {\rm{x}} \right)\) subject to the constraint \({{\rm{x}}^T}{\rm{x}} = 1\), (b) a unit vector \({\rm{u}}\) where this maximum is attained, and (c) the maximum of \(Q\left( {\rm{x}} \right)\) subject to the constraints \({{\rm{x}}^T}{\rm{x}} = 1{\rm{ and }}{{\rm{x}}^T}{\rm{u}} = 0\).

5. \(Q\left( x \right) = x_1^2 + x_2^2 - 10x_1^{}x_2^{}\).

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

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