Orhtogonally diagonalize the matrices in Exercises 37-40. To practice the methods of this section, do not use an eigenvector routine from your matrix program. Instead, use the program to find the eigenvalues, and for each eigenvalue \(\lambda \), find an orthogonal basis for \({\bf{Nul}}\left( {A - \lambda I} \right)\), as in Examples 2 and 3.

37. \(\left( {\begin{aligned}{{}}{\bf{6}}&{\bf{2}}&{\bf{9}}&{ - {\bf{6}}}\\{\bf{2}}&{\bf{6}}&{ - {\bf{6}}}&{\bf{9}}\\{\bf{9}}&{ - {\bf{6}}}&{\bf{6}}&{\bf{2}}\\{\bf{6}}&{\bf{9}}&{\bf{2}}&{\bf{6}}\end{aligned}} \right)\)

Short Answer

Expert verified

\(P = \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}&1&{ - 1}&1\\1&1&{ - 1}&{ - 1}\\{ - 1}&1&1&{ - 1}\\1&1&1&1\end{aligned}} \right)\), \(D = \left( {\begin{aligned}{{}}{19}&0&0&0\\0&{11}&0&0\\0&0&5&0\\0&0&0&{ - 11}\end{aligned}} \right)\)

Step by step solution

01

Step 1:Find the eigenvalues of the matrix

Use the following MATLAB code to find the eigenvalues of the given matrix:

\(\begin{aligned}{} > > A = \left( {\begin{aligned}{{}}6&2&9&{ - 6}\end{aligned};\,\begin{aligned}{{}}2&6&{ - 6}&9\end{aligned};\,\begin{aligned}{{}}9&{ - 6}&6&2\end{aligned};\,\begin{aligned}{{}}{ - 6}&9&2&6\end{aligned}} \right);\\ > > \left( {\begin{aligned}{{}}{\rm{E}}&{\rm{V}}\end{aligned}} \right) = {\rm{eigs}}\left( A \right);\end{aligned}\)

So, the eigenvalues are\(E = \left( {\begin{aligned}{{}}{19}\\{11}\\5\\{ - 11}\end{aligned}} \right)\).

02

Find the eigenvectors of the matrix

Use the following MATLAB code to find eigenvectors.

\( > > {v_i} = {\rm{nullbasis}}\left( {A - E\left( i \right)*{\rm{eye}}\left( 4 \right)} \right)\)

Following are the eigenvectors of A.

\({v_1} = \left( {\begin{aligned}{{}}{ - 1}\\1\\{ - 1}\\1\end{aligned}} \right)\), \({v_2} = \left( {\begin{aligned}{{}}1\\1\\1\\1\end{aligned}} \right)\), \({v_3} = \left( {\begin{aligned}{{}}{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right)\), and \({v_4} = \left( {\begin{aligned}{{}}1\\{ - 1}\\{ - 1}\\1\end{aligned}} \right)\)

03

Find the orthogonal projection

The orthogonal projections can be calculated as follows:

\(\begin{aligned}{}{{\bf{u}}_1} &= \frac{1}{{\left\| {{v_1}} \right\|}}{v_1}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}\\1\\{ - 1}\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{ - \frac{1}{2}}\\{\frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{u}}_2} &= \frac{1}{{\left\| {{v_2}} \right\|}}{v_2}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}1\\1\\1\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{u}}_3} &= \frac{1}{{\left\| {{v_3}} \right\|}}{v_3}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{ - \frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{u}}_4} &= \frac{1}{{\left\| {{v_4}} \right\|}}{v_4}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}1\\{ - 1}\\{ - 1}\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{\frac{1}{2}}\\{ - \frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

04

Find the matrix P and D

The matrix P can be written using orthogonal projections:

\(\begin{aligned}{}P &= \left( {\begin{aligned}{{}}{ - \frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{ - \frac{1}{2}}\\{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\end{aligned}} \right)\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}&1&{ - 1}&1\\1&1&{ - 1}&{ - 1}\\{ - 1}&1&1&{ - 1}\\1&1&1&1\end{aligned}} \right)\end{aligned}\)

The diagonalized matrix can be written as\(D = \left( {\begin{aligned}{{}}{19}&0&0&0\\0&{11}&0&0\\0&0&5&0\\0&0&0&{ - 11}\end{aligned}} \right)\).

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Most popular questions from this chapter

Orthogonally diagonalize the matrices in Exercises 13–22, giving an orthogonal matrix\(P\)and a diagonal matrix\(D\). To save you time, the eigenvalues in Exercises 17–22 are: (17)\( - {\bf{4}}\), 4, 7; (18)\( - {\bf{3}}\),\( - {\bf{6}}\), 9; (19)\( - {\bf{2}}\), 7; (20)\( - {\bf{3}}\), 15; (21) 1, 5, 9; (22) 3, 5.

17. \(\left( {\begin{aligned}{{}}1&{ - 6}&4\\{ - 6}&2&{ - 2}\\4&{ - 2}&{ - 3}\end{aligned}} \right)\)

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 \({P^T}SP\).

In Exercises 25 and 26, mark each statement True or False. Justify each answer.

26.

  1. There are symmetric matrices that are not orthogonally diagonizable.
  2. b. If \(B = PD{P^T}\), where \({P^T} = {P^{ - {\bf{1}}}}\) and D is a diagonal matrix, then B is a symmetric matrix.
  3. c. An orthogonal matrix is orthogonally diagonizable.
  4. d. The dimension of an eigenspace of a symmetric matrix is sometimes less than the multiplicity of the corresponding eigenvalue.

Question 7: Prove that an \(n \times n\) A is positive definite if and only if A admits a Cholesky factorization, namely, \(A = {R^T}R\) for some invertible upper triangular matrix R whose diagonal entries are all positive. (Hint; Use a QR factorization and Exercise 26 in Section 7.2.)

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