Chapter 7: Q7.4-14E (page 395)
Question: In Exercise 7, find a unit vector x at which Ax has maximum length.
Short Answer
The unit vector is, \(\left( {\begin{array}{*{20}{c}}{\frac{2}{{\sqrt 5 }}}\\{\frac{1}{{\sqrt 5 }}}\end{array}} \right)\).
Chapter 7: Q7.4-14E (page 395)
Question: In Exercise 7, find a unit vector x at which Ax has maximum length.
The unit vector is, \(\left( {\begin{array}{*{20}{c}}{\frac{2}{{\sqrt 5 }}}\\{\frac{1}{{\sqrt 5 }}}\end{array}} \right)\).
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Get started for freeFind the matrix of the quadratic form. Assume x is in \({\mathbb{R}^{\bf{3}}}\).
a. \(3x_1^2 - 2x_2^2 + 5x_3^2 + 4{x_1}{x_2} - 6{x_1}{x_3}\)
b. \(4x_3^2 - 2{x_1}{x_2} + 4{x_2}{x_3}\)
Question: Find the principal components of the data for Exercise 2.
In Exercises 1 and 2,find the change of variable \({\rm{x}} = P{\rm{y}}\) that transforms the quadratic form \({{\rm{x}}^T}A{\rm{x}}\) into \({{\rm{y}}^T}D{\rm{y}}\) as shown.
2. \(3x_1^2 + 3x_2^2 + 5x_3^2 + 6x_1^{}x_2^{} + 2x_1^{}x_3^{} + 2x_2^{}x_3^{} = 7y_1^2 + 4y_2^2\).
Question: 2. Let \(\left\{ {{{\bf{u}}_1},{{\bf{u}}_2},....,{{\bf{u}}_n}} \right\}\) be an orthonormal basis for \({\mathbb{R}_n}\) , and let \({\lambda _1},....{\lambda _n}\) be any real scalars. Define
\(A = {\lambda _1}{{\bf{u}}_1}{\bf{u}}_1^T + ..... + {\lambda _n}{\bf{u}}_n^T\)
a. Show that A is symmetric.
b. Show that \({\lambda _1},....{\lambda _n}\) are the eigenvalues of A
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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