Let \(A = \left( {\begin{aligned}{{}}{\,\,\,4}&{ - 1}&{ - 1}\\{ - 1}&{\,\,\,4}&{ - 1}\\{ - 1}&{ - 1}&{\,\,\,4}\end{aligned}} \right)\), and\({\rm{v}} = \left( {\begin{aligned}{{}}1\\1\\1\end{aligned}} \right)\). Verify that 5 is an eigenvalue of \(A\) and \({\rm{v}}\)is an eigenvector. Then orthogonally diagonalize \(A\).

Short Answer

Expert verified

It is verified that 5 is an eigenvalue of\(A\)and\({\rm{v}}\)is an eigenvector.

The orthogonal diagonalization is \(\left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)\left( {\begin{aligned}{{}}2&0&0\\0&5&0\\0&0&5\end{aligned}} \right){\left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)^{ - 1}}\).

Step by step solution

01

Find eigenvalue and verify the eigenvector

In the given matrix\(A\), each row sums to 2.So, \(\lambda = 2\)must be one of the Eigenvalues of the matrix\(A\). The basis for the Eigenspace is obtained by solving the system of equations\(\left( {A - 2I} \right){\bf{x}} = 0\).

On solving, the corresponding Eigenvectorsare obtained as\(\left( \begin{aligned}{}1\\1\\1\end{aligned} \right)\). So,\(\left( \begin{aligned}{}1\\1\\1\end{aligned} \right)\)is one of the Eigenvectors of the matrix\(A\). It can also be verified by the equation\(A{\bf{x}} = \lambda \), as follows:

\(\left( {\begin{aligned}{{}}{\,\,\,4}&{ - 1}&{ - 1}\\{ - 1}&4&{ - 1}\\{ - 1}&{ - 1}&4\end{aligned}} \right)\left( \begin{aligned}{}1\\1\\1\end{aligned} \right) = \left( \begin{aligned}{}2\\2\\2\end{aligned} \right)\)

02

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

A matrix \(A\) is diagonalized as \(A = PD{P^{ - 1}}\), where \(P\) is orthogonal matrix of normalized Eigen vectors of matrix \(A\)and \(D\) is a diagonal matrix having Eigen values of matrix \(A\) on its principle diagonal.

As the trace of matrix\(A\)is 12. So, it must have the Eigen value\(\lambda = 5\)with the multiplicity of 2. So, the basis for its Eigenspace is obtained by solving the system of equations\(\left( {A - 5I} \right){\bf{x}} = 0\). On solving, two Eigen vectorsare obtained as\(\left\{ {\left( \begin{aligned}{} - 1\\\,\,\,1\\\,\,\,0\end{aligned} \right),\left( \begin{aligned}{} - 1\\\,\,\,0\\\,\,\,1\end{aligned} \right)} \right\}\).This set of vectors is converted to an orthogonal basis via orthogonal projection to obtain it as\(\left\{ {\left( \begin{aligned}{} - 1\\\,\,\,1\\\,\,\,0\end{aligned} \right),\left( \begin{aligned}{} - 1\\\,\,\,1\\\,\,\,2\end{aligned} \right)} \right\}\).

The normalized vectors are\({{\bf{u}}_1} = \left( \begin{aligned}{}1/\sqrt 3 \\1/\sqrt 3 \\1/\sqrt 3 \end{aligned} \right)\), and\({{\bf{u}}_2} = \left( \begin{aligned}{} - 1/\sqrt 2 \\\,\,\,1/\sqrt 2 \\\,\,\,\,\,\,\,0\end{aligned} \right)\), and\({{\bf{u}}_2} = \left( \begin{aligned}{} - 1/\sqrt 6 \\\,\,\,1/\sqrt 6 \\\,\,\,\,2/\sqrt 6 \end{aligned} \right)\).So, the normalized matrix\(P\)is given as;

\(\begin{aligned}{}P &= \left( {{{\bf{u}}_1}\,\,{{\bf{u}}_2}\,{{\bf{u}}_3}} \right)\\ &= \left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)\end{aligned}\)

Here, the matrix \(D\) is obtained as \(D = \left( {\begin{aligned}{{}}2&0&0\\0&5&0\\0&0&5\end{aligned}} \right)\).

03

Diagonalize matrix \(A\)

The matrix\(A\)is diagonalized as\(A = PD{P^{ - 1}}\). Thus, the orthogonal diagonalization is as follows:

\(\begin{aligned}{}A &= PD{P^{ - 1}}\\ &= \left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)\left( {\begin{aligned}{{}}2&0&0\\0&5&0\\0&0&5\end{aligned}} \right){\left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)^{ - 1}}\end{aligned}\)

It is verified that 5 is an eigenvalue of\(A\)and\({\rm{v}}\)is an eigenvector.

The orthogonal diagonalization is \(\left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)\left( {\begin{aligned}{{}}2&0&0\\0&5&0\\0&0&5\end{aligned}} \right){\left( {\begin{aligned}{{}}{1/\sqrt 3 }&{ - 1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,1/\sqrt 2 }&{ - 1/\sqrt 6 }\\{1/\sqrt 3 }&{\,\,\,\,0}&{\,\,\,2/\sqrt 6 }\end{aligned}} \right)^{ - 1}}\).

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with Vaia!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

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 1–6 are symmetric.

2. \(\left( {\begin{aligned}{{}}3&{\,\, - 5}\\{ - 5}&{ - 3}\end{aligned}} \right)\)

Compute the quadratic form \({x^T}Ax\), when \(A = \left( {\begin{aligned}{{}}3&2&0\\2&2&1\\0&1&0\end{aligned}} \right)\) and

a. \(x = \left( {\begin{aligned}{{}}{{x_1}}\\{{x_2}}\\{{x_3}}\end{aligned}} \right)\)

b. \(x = \left( {\begin{aligned}{{}}{ - 2}\\{ - 1}\\5\end{aligned}} \right)\)

c. \(x = \left( {\begin{aligned}{{}}{\frac{1}{{\sqrt 2 }}}\\{\frac{1}{{\sqrt 2 }}}\\{\frac{1}{{\sqrt 2 }}}\end{aligned}} \right)\)

Question: In Exercises 15 and 16, construct the pseudo-inverse of \(A\). Begin by using a matrix program to produce the SVD of \(A\), or, if that is not available, begin with an orthogonal diagonalization of \({A^T}A\). Use the pseudo-inverse to solve \(A{\rm{x}} = {\rm{b}}\), for \({\rm{b}} = \left( {6, - 1, - 4,6} \right)\) and let \(\mathop {\rm{x}}\limits^\^ \)be the solution. Make a calculation to verify that \(\mathop {\rm{x}}\limits^\^ \) is in Row \(A\). Find a nonzero vector \({\rm{u}}\) in Nul\(A\), and verify that \(\left\| {\mathop {\rm{x}}\limits^\^ } \right\| < \left\| {\mathop {\rm{x}}\limits^\^ + {\rm{u}}} \right\|\), which must be true by Exercise 13(c).

15. \(A = \left[ {\begin{array}{*{20}{c}}{ - 3}&{ - 3}&{ - 6}&6&{\,\,1}\\{ - 1}&{ - 1}&{ - 1}&1&{ - 2}\\{\,\,\,0}&{\,\,0}&{ - 1}&1&{ - 1}\\{\,\,\,0}&{\,\,0}&{ - 1}&1&{ - 1}\end{array}} \right]\)

Find the matrix of the quadratic form. Assume x is in \({\mathbb{R}^2}\).

a. \(5x_1^2 + 16{x_1}{x_2} - 5x_2^2\)

b. \(2{x_1}{x_2}\)

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.

Sign-up for free