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.

17. \({\bf{11}}x_{\bf{1}}^{\bf{2}}{\bf{ + 11}}x_{\bf{2}}^{\bf{2}}{\bf{ + 11}}x_{\bf{3}}^{\bf{2}}{\bf{ + 11}}x_{\bf{4}}^{\bf{2}}{\bf{ + 16}}{x_{\bf{1}}}{x_{\bf{2}}}{\bf{ - 12}}{x_{\bf{1}}}{x_{\bf{4}}}{\bf{ + 12}}{x_{\bf{2}}}{x_{\bf{3}}}{\bf{ + 16}}{x_{\bf{3}}}{x_{\bf{4}}}\)

Short Answer

Expert verified

The new quadratic form is \(Q\left( {\rm{y}} \right) = 21y_1^2 + 21y_2^2 + y_3^2 + y_4^2\).

Step by step solution

01

Step 1: Find the coefficient matrix of the quadratic form

Consider \(11x_1^2 + 11x_2^2 + 11x_3^2 + 11x_4^2 + 16{x_1}{x_2} - 12{x_1}{x_4} + 12{x_2}{x_3} + 16{x_3}{x_4}\).

As the quadratic form is:

\({{\rm{x}}^T}A{\rm{x}} = \left( {\begin{aligned}{{}}{{x_1}}&{{x_2}}&{{x_3}}&{{x_4}}\end{aligned}} \right)\left( {\begin{aligned}{{}}{11}&8&0&{ - 6}\\8&{11}&6&0\\0&6&{11}&8\\{ - 6}&0&8&{11}\end{aligned}} \right)\left( {\begin{aligned}{{}}{{x_1}}\\{{x_2}}\\{{x_3}}\\{{x_4}}\end{aligned}} \right)\)

Therefore, the coefficient matrix of the quadratic form is \(A = \left( {\begin{aligned}{{}}{11}&8&0&{ - 6}\\8&{11}&6&0\\0&6&{11}&8\\{ - 6}&0&8&{11}\end{aligned}} \right)\).

02

Find the eigen values

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

\(\begin{aligned}{}{\lambda _1} = 21,\\{\lambda _2} = 21,\\{\lambda _3} = 1,\\{\lambda _4} = 1\end{aligned}\)

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\(D = \left( {\begin{aligned}{{}}{21}&0&0&0\\0&{21}&0&0\\0&0&1&0\\0&0&0&1\end{aligned}} \right)\)

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

\(\begin{aligned}{}Q\left( {\rm{y}} \right) &= {{\rm{y}}^T}D{\rm{y}}\\ & = \left( {\begin{aligned}{{}}{{y_1}}&{{y_2}}&{{y_3}}&{{y_4}}\end{aligned}} \right)\left( {\begin{aligned}{{}}{21}&0&0&0\\0&{21}&0&0\\0&0&1&0\\0&0&0&1\end{aligned}} \right)\left( {\begin{aligned}{{}}{{y_1}}\\{{y_2}}\\{{y_3}}\\{{y_4}}\end{aligned}} \right)\\ & = 21y_1^2 + 21y_2^2 + y_3^2 + y_4^2\end{aligned}\)

Thus, the new quadratic form is \(Q\left( {\rm{y}} \right) = 21y_1^2 + 21y_2^2 + y_3^2 + y_4^2\).

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Most popular questions from this chapter

Question: In Exercises 1 and 2, convert the matrix of observations to mean deviation form, and construct the sample covariance matrix.

\(1.\,\,\left( {\begin{array}{*{20}{c}}{19}&{22}&6&3&2&{20}\\{12}&6&9&{15}&{13}&5\end{array}} \right)\)

Determine which of the matrices in Exercises 1–6 are symmetric.

1. \(\left[ {\begin{aligned}{{}}3&{\,\,\,5}\\5&{ - 7}\end{aligned}} \right]\)

(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.

27. \(A{\bf{ = }}\left( {\begin{array}{*{20}{c}}{\bf{6}}&{ - {\bf{8}}}&{ - {\bf{4}}}&{\bf{5}}&{ - {\bf{4}}}\\{\bf{2}}&{\bf{7}}&{ - {\bf{5}}}&{ - {\bf{6}}}&{\bf{4}}\\{\bf{0}}&{ - {\bf{1}}}&{ - {\bf{8}}}&{\bf{2}}&{\bf{2}}\\{ - {\bf{1}}}&{ - {\bf{2}}}&{\bf{4}}&{\bf{4}}&{ - {\bf{8}}}\end{array}} \right)\)

Question 11: Prove that any \(n \times n\) matrix A admits a polar decomposition of the form \(A = PQ\), where P is a \(n \times n\) positive semidefinite matrix with the same rank as A and where Q is an \(n \times n\) orthogonal matrix. (Hint: Use a singular value decomposition, \(A = U\sum {V^T}\), and observe that \(A = \left( {U\sum {U^T}} \right)\left( {U{V^T}} \right)\).) This decomposition is used, for instance, in mechanical engineering to model the deformation of a material. The matrix P describe the stretching or compression of the material (in the directions of the eigenvectors of P), and Q describes the rotation of the material in space.

Question: 5. Show that if v is an eigenvector of an \(n \times n\) matrix A and v corresponds to a nonzero eigenvalue of A, then v is in Col A. (Hint: Use the definition of an eigenvector.)

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