Linear algebra
Linear algebra
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SAMPLE ANSWER Question 14
A1 S>0, 5×7-62 = -1,
So, not positive definite
A2 -1<0, so not positive definite.
A3 1>1, 1×100-10×10 = 0,
So, not positive definite
A4 1>, 1×101-10×10 = 1
So, it is positive definite
If x1 = 1, x2=-1, then this product is 0.
Question 18
Solutions:
K=ATA is symmetric positive definite if and only if A has independent columns
For, columns of A are independent. So ATA will be positive definite.
For, columns of A are independent. So ATA will be positive definite.
For, columns of A are independent. So ATA will not be positive definite.
Question 7
Since a matrix is positive-definite if and only if all its eigenvalues are positive, and since the eigenvalues of A−1 are simply the inverses of the, eigenvalues of A, A−1 is also positive definite (the inverse of a positive number is positive).
Question 14
- Positive
- Negative definite
- Indefinite
- Negative definite
Question 15
- False
- False
- True
- True
Question 32
Question 41
On the one hand, Ax =λMx is the same as CTACy =λy (writing M = RTR for C = R−1, and putting Rx = y). Then yTBy/yTy has its minimum value at λ1(B=CTAC), the least eigenvalue for the generalized eigenvector problem. On the other hand, this quotient is equal to xTAx/xTMx, which sometimes equals a 11/m11, e.g., when x equals the standard unit vector e1.
Problem Set 6.3
Question 2
Question 5
As ?=0 corresponds with , does not enter the picture
References
Bretscher, O. (2004). Linear Algebra with Applications, (3rd ed.). New York, NY: Prentice Hall.
Farin, G., & Hansford, D. (2004). Practical Linear Algebra: A Geometry Toolbox. London: AK Peters.
Friedberg, S. H., Insel, A. J., & Spence, L. E. (2002). Linear Algebra, (4th ed.). New York, NY: Prentice Hall.
Leon, S. J. (2006). Linear Algebra with Applications, (7th ed.). New York, NY: Pearson Prentice Hall.
McMahon, D. (2005). Linear Algebra Demystified. New York, NY: McGraw–Hill Professional.
Zhang, F. (2009). Linear Algebra: Challenging Problems for Students. Baltimore, MA: The Johns Hopkins University Press.
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