Linear Algebra Solutions 1
|
|
- Alice Cox
- 5 years ago
- Views:
Transcription
1 Math Camp 1 Do the following: Linear Algebra Solutions 1 1. Let A = and B = A B = A + B = AB = BA = 1 4 ( 1 3. Let v = and u = 5 uv = 13 u v = 13 v u = 13 Math Camp 1 ( Find A B, A + B, AB, and BA.. Find u v, u v and v u. 3. Prove that the multiplication of any matrix with its transpose yields a symmetric matrix The i, j th element of AA T, where A is m n = n k=1 = n k=1 (a ika jk = n k=1 (a jka ik The j, i th element of AA T is n k=1 = n k=1 (a jka T ki = n k=1 (a jka ik Therefore (AA T i,j = (AA T j,i, therefore A is symmetric. QED. 4. Prove that A only has an inverse if it is a square matrix. Suppose, by contradiction that A is m n and there exists A 1, where m n. If B is an inverse of A, then AB = I m m therefore B has to have m rows. But also it would be the case that BA = I n n therefore B has to have n columns, contradiction. 5. Prove the first four properties of transpose matrices above. The definition of the transpose of a matrix is given by A is a matrix such that for each element of A, a i,j = a j,i (a (A = A. Let B = A, we want to prove that B = A. By the definition of the transpose we have that b i,j = a j,i. Using the definition of the transpose again we have that B, b i,j = b j,i = a i,j. QED. 1 If you find any typo please me: Maria_Jose_Boccardi@Brown.edu
2 Linear Algebra Solutions (b (A + B = A + B. The element i, j th of the matrix A + B is given by a i,j + b i,j, therefore the element i, j th of (A + B is given by a i,j + b i,j = a j,i + b j,i where a j,i and b j,i are the elements i, j th of the matrices A and N respectively. (c (αa = αa. Let B = αa, by the definition of the transpose we know that (αa = (b i,j = b j,i = αa j,i = α(a i,j (d (AB = B A. (AB i,j = (AB j,i = n a jk b ki = k=1 n a kjb ik = k=1 n b ika kj = (B A ij 6. In econometrics, we deal with a matrix called the projections matrix: A = I X (X X 1 X. Must A be square? Must X X be square? Must X be square? A has to be square, X X has to be square, X does not have to be square. 7. Show that the projection matrix in 6 is idempotent. We need to show that AA = A and A T = A. k=1 AA = (I X (X X 1 X (I X (X X 1 X = I X (X X 1 X X (X X 1 X + X (X X 1 X X (X X 1 X = I X (X X 1 X = A A = (I X (X X 1 X = I (X (X X 1 X = I X (X (X X 1 ( = I X (X X 1 X = I X (X X 1 X 8. Calculate the determinants of the following matrices: 1 (a = (b = (c = 4 6
3 Math Camp 3 (d (e (f (g 4 = = = =65 9. Evaluate the following determinants: (a = (b = Find the inverse of the matrix Therefore A 1 = Prove that for a 3 3 matrix, one may find the determinant by a cofactor expansion along any row or column in the matrix. Just do the calculations and prove that all the formulas are the same. 1. Determine the ranks of the matrices below. How many linearly independent rows are in each? Which have inverses? 1 (a 1 1 Rank = and it is invertible since the determinant is different from zero. 3 4 (b 4 5 Rank = and it is invertible since the determinant is different from zero. 3 4 (c 4 6 Rank = and it is invertible since the determinant is different from zero.
4 4 Linear Algebra Solutions (d ( Rank =1 and it is not invertible since the determinant is zero. (e Rank =3 and it is invertible since the determinant is different from zero. 1 1 (f 1 1 (g Quadratic forms Rank = and it is not invertible since the determinant is zero. LD Rank =4 and it is invertible since the determinant is different from zero. (Column and 3 are 1. Express the quadratic form as a matrix product involving a symmetric coefficient matrix. (a Q = 8x 1 x x 1 31x ( (b Q = 3x 1 x 1 x + 4x 1 x 3 + 5x + 4x 3 x x List all the principal minors of the 4 4 matrix A = a 11 a 1 a 13 a 14 a 1 a a 3 a 4 a 31 a 3 a 33 a 34 a 41 a 4 a 43 a 44 First order principal minors: a 11, a, a 33 and a 44. Second order principal minors: a11 a 1 a 1 a a33 a 34 a 43 a 44 a a 4 a 4 a 44
5 Math Camp 5 The third order principal minors are: The fourth order principal minor is A 3. Prove that: a11 a 14 a 41 a 44 ( a a 3 a 3 a 33 a11 a 13 a 31 a 33 a a 3 a 4 a 3 a 33 a 34 a 4 a 43 a 44 a 11 a 13 a 14 a 31 a 33 a 34 a 41 a 43 a 44 a 11 a 1 a 14 a 1 a a 4 a 41 a 4 a 44 a 11 a 1 a 13 a 1 a a 3 a 31 a 3 a 33 (a Every diagonal matrix whose diagonal elements are all positive is positive definite. If every element in the diagonal in a diagonal matrix are positive then we have that for all x x Ax = n a ii x i > (b Every diagonal matrix whose diagonal elements are all negative is negative definite. Same argument as before i=1 (c Every diagonal matrix whose diagonal elements are all positive or zero is positive semidefinite. Same argument as before (d Every diagonal matrix whose diagonal elements are all negative or zero is negative semidefinite. Same argument as before. (e All other diagonal matrices are indefinite. 4. Determine the definiteness of the following matrices:
6 6 Linear Algebra Solutions (a ( Positive definite 3 4 (b 4 5 Indefinite 3 4 (c 4 6 negative definite 4 (d 4 8 Positive semidefinite 1 (e indefinite 1 1 (f 1 1 (g negative semidefinite indefinite 1. Find the eigenvalues and the corresponding eigenvectors for the following matrices: (a ( λ 1 = 1 and the associated eigenvector is v 1 = (, 1 (b (c λ = 3 and the associated eigenvector is v = (3, λ 1 = 4 and the associated eigenvector is v 1 = ( 3, λ 1 = 3 and the associated eigenvector is v 1 = ( 1 3, 1 λ = 3 and the associated eigenvector is v = ( 1 3, 1 7 (d 1 It has not real eigenvalues, the complex are: λ 1, = ± 3i
7 Math Camp 7 (e (f ( λ 1 = and the associated eigenvectors are v 1 = (1, and v = (, λ 1 = 1 and the associated eigenvectors are v 1 = (1, and v = (, 1. Determine whether the following matrices are diagonalizable: (a 1 NO 3 (b 1 1 NO (if we are considering matrices with only real entries 3 (c 1 NO 1 1 (d (e NO (if we are considering matrices with only real entries NO 3. Diagonalize the following matrices, if possible: 14 1 (a 17 ( 4 3 P = P 1 = 16 1 Λ = 1 (b P = P 1 = 3 1 Λ = 1
8 8 Linear Algebra Solutions (c (d P = P 1 = 1 Λ = P = P 1 Λ = (midterm exam You have the following transition probability matrix of a discrete state Markov chain: What is the probability that the system is in state at time n + given that it was in state 3 at time n? We want to find P rob(s n+ = S n = 3 that is P rob(s n+ = S n = 3 = P rob(s n+ = S n+1 = 1P rob(s n+1 = 1 S n = 3 + P rob(s n+ = S n+1 = P rob(s n+1 = S n = 3 + P rob(s n+ = S n+1 = 3P rob(s n+1 = 3 S n = 3 + P rob(s n+ = S n+1 = 4P rob(s n+1 = 4 S n = 3 = = (Homework problem Suppose that the weather can be sunny or cloudy and the weather conditions on succesive mornings form a Markov chain with stationary transition probabilities. Suppose that the transition matrix is as follows (
9 Math Camp 9 where sunny is state 1 and cloudy is state. If it is cloudy on a given day, what is the probability that it will also be cloudy the next day? P rob(s t+1 = S t = =.4 6. (Homework problem Suppose that three boys 1,, and 3 are throwing the ball to one another. Whenever 1 has the ball, he throws it to with a probability of.. Whenever has the ball, he will throw it to 1 with probability.6. Whenever 3 has the ball, he is equally likely to throw it to 1 or. (a Construct the transition probability matrix..8 P = (b If each of the boys is equally likely to have the ball at a certain time n, which boy is most likely to have the ball at time n +? x n = ( 1 3, 1 3, 1 3 therefore we have that x n+ = xp P = ( P = ( therefore Boy 3 is most likely to have the ball at time n+
Linear Algebra: Linear Systems and Matrices - Quadratic Forms and Deniteness - Eigenvalues and Markov Chains
Linear Algebra: Linear Systems and Matrices - Quadratic Forms and Deniteness - Eigenvalues and Markov Chains Joshua Wilde, revised by Isabel Tecu, Takeshi Suzuki and María José Boccardi August 3, 3 Systems
More informationLinear Algebra review Powers of a diagonalizable matrix Spectral decomposition
Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Prof. Tesler Math 283 Fall 2016 Also see the separate version of this with Matlab and R commands. Prof. Tesler Diagonalizing
More informationMath Camp Notes: Linear Algebra II
Math Camp Notes: Linear Algebra II Eigenvalues Let A be a square matrix. An eigenvalue is a number λ which when subtracted from the diagonal elements of the matrix A creates a singular matrix. In other
More informationLinear Algebra review Powers of a diagonalizable matrix Spectral decomposition
Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Prof. Tesler Math 283 Fall 2018 Also see the separate version of this with Matlab and R commands. Prof. Tesler Diagonalizing
More informationLinear Algebra Practice Final
. Let (a) First, Linear Algebra Practice Final Summer 3 3 A = 5 3 3 rref([a ) = 5 so if we let x 5 = t, then x 4 = t, x 3 =, x = t, and x = t, so that t t x = t = t t whence ker A = span(,,,, ) and a basis
More information3 (Maths) Linear Algebra
3 (Maths) Linear Algebra References: Simon and Blume, chapters 6 to 11, 16 and 23; Pemberton and Rau, chapters 11 to 13 and 25; Sundaram, sections 1.3 and 1.5. The methods and concepts of linear algebra
More informationCS 246 Review of Linear Algebra 01/17/19
1 Linear algebra In this section we will discuss vectors and matrices. We denote the (i, j)th entry of a matrix A as A ij, and the ith entry of a vector as v i. 1.1 Vectors and vector operations A vector
More informationElementary maths for GMT
Elementary maths for GMT Linear Algebra Part 2: Matrices, Elimination and Determinant m n matrices The system of m linear equations in n variables x 1, x 2,, x n a 11 x 1 + a 12 x 2 + + a 1n x n = b 1
More informationMATH 315 Linear Algebra Homework #1 Assigned: August 20, 2018
Homework #1 Assigned: August 20, 2018 Review the following subjects involving systems of equations and matrices from Calculus II. Linear systems of equations Converting systems to matrix form Pivot entry
More informationMath Matrix Algebra
Math 44 - Matrix Algebra Review notes - (Alberto Bressan, Spring 7) sec: Orthogonal diagonalization of symmetric matrices When we seek to diagonalize a general n n matrix A, two difficulties may arise:
More informationReview problems for MA 54, Fall 2004.
Review problems for MA 54, Fall 2004. Below are the review problems for the final. They are mostly homework problems, or very similar. If you are comfortable doing these problems, you should be fine on
More informationFundamentals of Engineering Analysis (650163)
Philadelphia University Faculty of Engineering Communications and Electronics Engineering Fundamentals of Engineering Analysis (6563) Part Dr. Omar R Daoud Matrices: Introduction DEFINITION A matrix is
More informationHW2 - Due 01/30. Each answer must be mathematically justified. Don t forget your name.
HW2 - Due 0/30 Each answer must be mathematically justified. Don t forget your name. Problem. Use the row reduction algorithm to find the inverse of the matrix 0 0, 2 3 5 if it exists. Double check your
More informationMath Linear Algebra Final Exam Review Sheet
Math 15-1 Linear Algebra Final Exam Review Sheet Vector Operations Vector addition is a component-wise operation. Two vectors v and w may be added together as long as they contain the same number n of
More informationMath Camp Notes: Linear Algebra I
Math Camp Notes: Linear Algebra I Basic Matrix Operations and Properties Consider two n m matrices: a a m A = a n a nm Then the basic matrix operations are as follows: a + b a m + b m A + B = a n + b n
More informationspring, math 204 (mitchell) list of theorems 1 Linear Systems Linear Transformations Matrix Algebra
spring, 2016. math 204 (mitchell) list of theorems 1 Linear Systems THEOREM 1.0.1 (Theorem 1.1). Uniqueness of Reduced Row-Echelon Form THEOREM 1.0.2 (Theorem 1.2). Existence and Uniqueness Theorem THEOREM
More informationMATH 31 - ADDITIONAL PRACTICE PROBLEMS FOR FINAL
MATH 3 - ADDITIONAL PRACTICE PROBLEMS FOR FINAL MAIN TOPICS FOR THE FINAL EXAM:. Vectors. Dot product. Cross product. Geometric applications. 2. Row reduction. Null space, column space, row space, left
More informationMATH 1553-C MIDTERM EXAMINATION 3
MATH 553-C MIDTERM EXAMINATION 3 Name GT Email @gatech.edu Please read all instructions carefully before beginning. Please leave your GT ID card on your desk until your TA scans your exam. Each problem
More informationMATH 1553, C. JANKOWSKI MIDTERM 3
MATH 1553, C JANKOWSKI MIDTERM 3 Name GT Email @gatechedu Write your section number (E6-E9) here: Please read all instructions carefully before beginning Please leave your GT ID card on your desk until
More informationTopic 15 Notes Jeremy Orloff
Topic 5 Notes Jeremy Orloff 5 Transpose, Inverse, Determinant 5. Goals. Know the definition and be able to compute the inverse of any square matrix using row operations. 2. Know the properties of inverses.
More informationThis operation is - associative A + (B + C) = (A + B) + C; - commutative A + B = B + A; - has a neutral element O + A = A, here O is the null matrix
1 Matrix Algebra Reading [SB] 81-85, pp 153-180 11 Matrix Operations 1 Addition a 11 a 12 a 1n a 21 a 22 a 2n a m1 a m2 a mn + b 11 b 12 b 1n b 21 b 22 b 2n b m1 b m2 b mn a 11 + b 11 a 12 + b 12 a 1n
More informationFunctions of Several Variables
Functions of Several Variables The Unconstrained Minimization Problem where In n dimensions the unconstrained problem is stated as f() x variables. minimize f()x x, is a scalar objective function of vector
More information1 Multiply Eq. E i by λ 0: (λe i ) (E i ) 2 Multiply Eq. E j by λ and add to Eq. E i : (E i + λe j ) (E i )
Direct Methods for Linear Systems Chapter Direct Methods for Solving Linear Systems Per-Olof Persson persson@berkeleyedu Department of Mathematics University of California, Berkeley Math 18A Numerical
More informationLinear Algebra Review. Vectors
Linear Algebra Review 9/4/7 Linear Algebra Review By Tim K. Marks UCSD Borrows heavily from: Jana Kosecka http://cs.gmu.edu/~kosecka/cs682.html Virginia de Sa (UCSD) Cogsci 8F Linear Algebra review Vectors
More informationLinear Algebra Primer
Introduction Linear Algebra Primer Daniel S. Stutts, Ph.D. Original Edition: 2/99 Current Edition: 4//4 This primer was written to provide a brief overview of the main concepts and methods in elementary
More informationMATH 323 Linear Algebra Lecture 6: Matrix algebra (continued). Determinants.
MATH 323 Linear Algebra Lecture 6: Matrix algebra (continued). Determinants. Elementary matrices Theorem 1 Any elementary row operation σ on matrices with n rows can be simulated as left multiplication
More informationChapter 3. Determinants and Eigenvalues
Chapter 3. Determinants and Eigenvalues 3.1. Determinants With each square matrix we can associate a real number called the determinant of the matrix. Determinants have important applications to the theory
More informationMath 2J Lecture 16-11/02/12
Math 2J Lecture 16-11/02/12 William Holmes Markov Chain Recap The population of a town is 100000. Each person is either independent, democrat, or republican. In any given year, each person can choose to
More informationMATH 1553 PRACTICE MIDTERM 3 (VERSION B)
MATH 1553 PRACTICE MIDTERM 3 (VERSION B) Name Section 1 2 3 4 5 Total Please read all instructions carefully before beginning. Each problem is worth 10 points. The maximum score on this exam is 50 points.
More informationCheck that your exam contains 30 multiple-choice questions, numbered sequentially.
MATH EXAM SPRING VERSION A NAME STUDENT NUMBER INSTRUCTOR SECTION NUMBER On your scantron, write and bubble your PSU ID, Section Number, and Test Version. Failure to correctly code these items may result
More informationA A x i x j i j (i, j) (j, i) Let. Compute the value of for and
7.2 - Quadratic Forms quadratic form on is a function defined on whose value at a vector in can be computed by an expression of the form, where is an symmetric matrix. The matrix R n Q R n x R n Q(x) =
More informationAppendix A: Matrices
Appendix A: Matrices A matrix is a rectangular array of numbers Such arrays have rows and columns The numbers of rows and columns are referred to as the dimensions of a matrix A matrix with, say, 5 rows
More informationEK102 Linear Algebra PRACTICE PROBLEMS for Final Exam Spring 2016
EK102 Linear Algebra PRACTICE PROBLEMS for Final Exam Spring 2016 Answer the questions in the spaces provided on the question sheets. You must show your work to get credit for your answers. There will
More informationMath Camp Lecture 4: Linear Algebra. Xiao Yu Wang. Aug 2010 MIT. Xiao Yu Wang (MIT) Math Camp /10 1 / 88
Math Camp 2010 Lecture 4: Linear Algebra Xiao Yu Wang MIT Aug 2010 Xiao Yu Wang (MIT) Math Camp 2010 08/10 1 / 88 Linear Algebra Game Plan Vector Spaces Linear Transformations and Matrices Determinant
More informationII. Determinant Functions
Supplemental Materials for EE203001 Students II Determinant Functions Chung-Chin Lu Department of Electrical Engineering National Tsing Hua University May 22, 2003 1 Three Axioms for a Determinant Function
More informationChapter 4 - MATRIX ALGEBRA. ... a 2j... a 2n. a i1 a i2... a ij... a in
Chapter 4 - MATRIX ALGEBRA 4.1. Matrix Operations A a 11 a 12... a 1j... a 1n a 21. a 22.... a 2j... a 2n. a i1 a i2... a ij... a in... a m1 a m2... a mj... a mn The entry in the ith row and the jth column
More informationIntroduction to Quantitative Techniques for MSc Programmes SCHOOL OF ECONOMICS, MATHEMATICS AND STATISTICS MALET STREET LONDON WC1E 7HX
Introduction to Quantitative Techniques for MSc Programmes SCHOOL OF ECONOMICS, MATHEMATICS AND STATISTICS MALET STREET LONDON WC1E 7HX September 2007 MSc Sep Intro QT 1 Who are these course for? The September
More informationMATH 2030: EIGENVALUES AND EIGENVECTORS
MATH 2030: EIGENVALUES AND EIGENVECTORS Determinants Although we are introducing determinants in the context of matrices, the theory of determinants predates matrices by at least two hundred years Their
More informationI = i 0,
Special Types of Matrices Certain matrices, such as the identity matrix 0 0 0 0 0 0 I = 0 0 0, 0 0 0 have a special shape, which endows the matrix with helpful properties The identity matrix is an example
More informationMath 18, Linear Algebra, Lecture C00, Spring 2017 Review and Practice Problems for Final Exam
Math 8, Linear Algebra, Lecture C, Spring 7 Review and Practice Problems for Final Exam. The augmentedmatrix of a linear system has been transformed by row operations into 5 4 8. Determine if the system
More informationTopic 1: Matrix diagonalization
Topic : Matrix diagonalization Review of Matrices and Determinants Definition A matrix is a rectangular array of real numbers a a a m a A = a a m a n a n a nm The matrix is said to be of order n m if it
More informationLinear Algebra. Matrices Operations. Consider, for example, a system of equations such as x + 2y z + 4w = 0, 3x 4y + 2z 6w = 0, x 3y 2z + w = 0.
Matrices Operations Linear Algebra Consider, for example, a system of equations such as x + 2y z + 4w = 0, 3x 4y + 2z 6w = 0, x 3y 2z + w = 0 The rectangular array 1 2 1 4 3 4 2 6 1 3 2 1 in which the
More informationProblem # Max points possible Actual score Total 120
FINAL EXAMINATION - MATH 2121, FALL 2017. Name: ID#: Email: Lecture & Tutorial: Problem # Max points possible Actual score 1 15 2 15 3 10 4 15 5 15 6 15 7 10 8 10 9 15 Total 120 You have 180 minutes to
More information= main diagonal, in the order in which their corresponding eigenvectors appear as columns of E.
3.3 Diagonalization Let A = 4. Then and are eigenvectors of A, with corresponding eigenvalues 2 and 6 respectively (check). This means 4 = 2, 4 = 6. 2 2 2 2 Thus 4 = 2 2 6 2 = 2 6 4 2 We have 4 = 2 0 0
More informationLinear Algebra Practice Problems
Math 7, Professor Ramras Linear Algebra Practice Problems () Consider the following system of linear equations in the variables x, y, and z, in which the constants a and b are real numbers. x y + z = a
More informationLinear Algebra 1 Exam 1 Solutions 6/12/3
Linear Algebra 1 Exam 1 Solutions 6/12/3 Question 1 Consider the linear system in the variables (x, y, z, t, u), given by the following matrix, in echelon form: 1 2 1 3 1 2 0 1 1 3 1 4 0 0 0 1 2 3 Reduce
More informationReview of Basic Concepts in Linear Algebra
Review of Basic Concepts in Linear Algebra Grady B Wright Department of Mathematics Boise State University September 7, 2017 Math 565 Linear Algebra Review September 7, 2017 1 / 40 Numerical Linear Algebra
More informationMath 1553, Introduction to Linear Algebra
Learning goals articulate what students are expected to be able to do in a course that can be measured. This course has course-level learning goals that pertain to the entire course, and section-level
More information1. What is the determinant of the following matrix? a 1 a 2 4a 3 2a 2 b 1 b 2 4b 3 2b c 1. = 4, then det
What is the determinant of the following matrix? 3 4 3 4 3 4 4 3 A 0 B 8 C 55 D 0 E 60 If det a a a 3 b b b 3 c c c 3 = 4, then det a a 4a 3 a b b 4b 3 b c c c 3 c = A 8 B 6 C 4 D E 3 Let A be an n n matrix
More informationMATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 1 x 2. x n 8 (4) 3 4 2
MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS SYSTEMS OF EQUATIONS AND MATRICES Representation of a linear system The general system of m equations in n unknowns can be written a x + a 2 x 2 + + a n x n b a
More information1 Determinants. 1.1 Determinant
1 Determinants [SB], Chapter 9, p.188-196. [SB], Chapter 26, p.719-739. Bellow w ll study the central question: which additional conditions must satisfy a quadratic matrix A to be invertible, that is to
More informationColumbus State Community College Mathematics Department Public Syllabus
Columbus State Community College Mathematics Department Public Syllabus Course and Number: MATH 2568 Elementary Linear Algebra Credits: 4 Class Hours Per Week: 4 Prerequisites: MATH 2153 with a C or higher
More informationLinear Algebra Primer
Linear Algebra Primer D.S. Stutts November 8, 995 Introduction This primer was written to provide a brief overview of the main concepts and methods in elementary linear algebra. It was not intended to
More information1. In this problem, if the statement is always true, circle T; otherwise, circle F.
Math 1553, Extra Practice for Midterm 3 (sections 45-65) Solutions 1 In this problem, if the statement is always true, circle T; otherwise, circle F a) T F If A is a square matrix and the homogeneous equation
More informationMath 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008
Math 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008 Exam 2 will be held on Tuesday, April 8, 7-8pm in 117 MacMillan What will be covered The exam will cover material from the lectures
More information5.) For each of the given sets of vectors, determine whether or not the set spans R 3. Give reasons for your answers.
Linear Algebra - Test File - Spring Test # For problems - consider the following system of equations. x + y - z = x + y + 4z = x + y + 6z =.) Solve the system without using your calculator..) Find the
More informationLecture 1 Review: Linear models have the form (in matrix notation) Y = Xβ + ε,
2. REVIEW OF LINEAR ALGEBRA 1 Lecture 1 Review: Linear models have the form (in matrix notation) Y = Xβ + ε, where Y n 1 response vector and X n p is the model matrix (or design matrix ) with one row for
More information235 Final exam review questions
5 Final exam review questions Paul Hacking December 4, 0 () Let A be an n n matrix and T : R n R n, T (x) = Ax the linear transformation with matrix A. What does it mean to say that a vector v R n is an
More informationEcon 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms. 1 Diagonalization and Change of Basis
Econ 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms De La Fuente notes that, if an n n matrix has n distinct eigenvalues, it can be diagonalized. In this supplement, we will provide
More informationVectors and matrices: matrices (Version 2) This is a very brief summary of my lecture notes.
Vectors and matrices: matrices (Version 2) This is a very brief summary of my lecture notes Matrices and linear equations A matrix is an m-by-n array of numbers A = a 11 a 12 a 13 a 1n a 21 a 22 a 23 a
More informationMath113: Linear Algebra. Beifang Chen
Math3: Linear Algebra Beifang Chen Spring 26 Contents Systems of Linear Equations 3 Systems of Linear Equations 3 Linear Systems 3 2 Geometric Interpretation 3 3 Matrices of Linear Systems 4 4 Elementary
More informationMATH 240 Spring, Chapter 1: Linear Equations and Matrices
MATH 240 Spring, 2006 Chapter Summaries for Kolman / Hill, Elementary Linear Algebra, 8th Ed. Sections 1.1 1.6, 2.1 2.2, 3.2 3.8, 4.3 4.5, 5.1 5.3, 5.5, 6.1 6.5, 7.1 7.2, 7.4 DEFINITIONS Chapter 1: Linear
More informationMatrix Arithmetic. j=1
An m n matrix is an array A = Matrix Arithmetic a 11 a 12 a 1n a 21 a 22 a 2n a m1 a m2 a mn of real numbers a ij An m n matrix has m rows and n columns a ij is the entry in the i-th row and j-th column
More informationMatrices A brief introduction
Matrices A brief introduction Basilio Bona DAUIN Politecnico di Torino Semester 1, 2014-15 B. Bona (DAUIN) Matrices Semester 1, 2014-15 1 / 41 Definitions Definition A matrix is a set of N real or complex
More information18.06SC Final Exam Solutions
18.06SC Final Exam Solutions 1 (4+7=11 pts.) Suppose A is 3 by 4, and Ax = 0 has exactly 2 special solutions: 1 2 x 1 = 1 and x 2 = 1 1 0 0 1 (a) Remembering that A is 3 by 4, find its row reduced echelon
More informationMath 489AB Exercises for Chapter 1 Fall Section 1.0
Math 489AB Exercises for Chapter 1 Fall 2008 Section 1.0 1.0.2 We want to maximize x T Ax subject to the condition x T x = 1. We use the method of Lagrange multipliers. Let f(x) = x T Ax and g(x) = x T
More informationRecall : Eigenvalues and Eigenvectors
Recall : Eigenvalues and Eigenvectors Let A be an n n matrix. If a nonzero vector x in R n satisfies Ax λx for a scalar λ, then : The scalar λ is called an eigenvalue of A. The vector x is called an eigenvector
More informationMatrix Representation
Matrix Representation Matrix Rep. Same basics as introduced already. Convenient method of working with vectors. Superposition Complete set of vectors can be used to express any other vector. Complete set
More information22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices
m:33 Notes: 7. Diagonalization of Symmetric Matrices Dennis Roseman University of Iowa Iowa City, IA http://www.math.uiowa.edu/ roseman May 3, Symmetric matrices Definition. A symmetric matrix is a matrix
More informationMath 315: Linear Algebra Solutions to Assignment 7
Math 5: Linear Algebra s to Assignment 7 # Find the eigenvalues of the following matrices. (a.) 4 0 0 0 (b.) 0 0 9 5 4. (a.) The characteristic polynomial det(λi A) = (λ )(λ )(λ ), so the eigenvalues are
More informationInvertible Matrices over Idempotent Semirings
Chamchuri Journal of Mathematics Volume 1(2009) Number 2, 55 61 http://www.math.sc.chula.ac.th/cjm Invertible Matrices over Idempotent Semirings W. Mora, A. Wasanawichit and Y. Kemprasit Received 28 Sep
More informationMath/CS 466/666: Homework Solutions for Chapter 3
Math/CS 466/666: Homework Solutions for Chapter 3 31 Can all matrices A R n n be factored A LU? Why or why not? Consider the matrix A ] 0 1 1 0 Claim that this matrix can not be factored A LU For contradiction,
More informationIntroduction to Matrix Algebra
Introduction to Matrix Algebra August 18, 2010 1 Vectors 1.1 Notations A p-dimensional vector is p numbers put together. Written as x 1 x =. x p. When p = 1, this represents a point in the line. When p
More informationLecture Notes in Linear Algebra
Lecture Notes in Linear Algebra Dr. Abdullah Al-Azemi Mathematics Department Kuwait University February 4, 2017 Contents 1 Linear Equations and Matrices 1 1.2 Matrices............................................
More informationKnowledge Discovery and Data Mining 1 (VO) ( )
Knowledge Discovery and Data Mining 1 (VO) (707.003) Review of Linear Algebra Denis Helic KTI, TU Graz Oct 9, 2014 Denis Helic (KTI, TU Graz) KDDM1 Oct 9, 2014 1 / 74 Big picture: KDDM Probability Theory
More informationMatrix Algebra. Matrix Algebra. Chapter 8 - S&B
Chapter 8 - S&B Algebraic operations Matrix: The size of a matrix is indicated by the number of its rows and the number of its columns. A matrix with k rows and n columns is called a k n matrix. The number
More informationLinear Algebra: Characteristic Value Problem
Linear Algebra: Characteristic Value Problem . The Characteristic Value Problem Let < be the set of real numbers and { be the set of complex numbers. Given an n n real matrix A; does there exist a number
More informationProperties of Matrices and Operations on Matrices
Properties of Matrices and Operations on Matrices A common data structure for statistical analysis is a rectangular array or matris. Rows represent individual observational units, or just observations,
More informationFormula for the inverse matrix. Cramer s rule. Review: 3 3 determinants can be computed expanding by any row or column
Math 20F Linear Algebra Lecture 18 1 Determinants, n n Review: The 3 3 case Slide 1 Determinants n n (Expansions by rows and columns Relation with Gauss elimination matrices: Properties) Formula for the
More informationMath 240 Calculus III
The Calculus III Summer 2015, Session II Wednesday, July 8, 2015 Agenda 1. of the determinant 2. determinants 3. of determinants What is the determinant? Yesterday: Ax = b has a unique solution when A
More informationFinal Exam Practice Problems Answers Math 24 Winter 2012
Final Exam Practice Problems Answers Math 4 Winter 0 () The Jordan product of two n n matrices is defined as A B = (AB + BA), where the products inside the parentheses are standard matrix product. Is the
More informationDiagonalization. MATH 322, Linear Algebra I. J. Robert Buchanan. Spring Department of Mathematics
Diagonalization MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Motivation Today we consider two fundamental questions: Given an n n matrix A, does there exist a basis
More information18.600: Lecture 32 Markov Chains
18.600: Lecture 32 Markov Chains Scott Sheffield MIT Outline Markov chains Examples Ergodicity and stationarity Outline Markov chains Examples Ergodicity and stationarity Markov chains Consider a sequence
More information1 Matrices and Systems of Linear Equations. a 1n a 2n
March 31, 2013 16-1 16. Systems of Linear Equations 1 Matrices and Systems of Linear Equations An m n matrix is an array A = (a ij ) of the form a 11 a 21 a m1 a 1n a 2n... a mn where each a ij is a real
More informationMath 1060 Linear Algebra Homework Exercises 1 1. Find the complete solutions (if any!) to each of the following systems of simultaneous equations:
Homework Exercises 1 1 Find the complete solutions (if any!) to each of the following systems of simultaneous equations: (i) x 4y + 3z = 2 3x 11y + 13z = 3 2x 9y + 2z = 7 x 2y + 6z = 2 (ii) x 4y + 3z =
More information1 Last time: least-squares problems
MATH Linear algebra (Fall 07) Lecture Last time: least-squares problems Definition. If A is an m n matrix and b R m, then a least-squares solution to the linear system Ax = b is a vector x R n such that
More informationJUST THE MATHS UNIT NUMBER 9.8. MATRICES 8 (Characteristic properties) & (Similarity transformations) A.J.Hobson
JUST THE MATHS UNIT NUMBER 9.8 MATRICES 8 (Characteristic properties) & (Similarity transformations) by A.J.Hobson 9.8. Properties of eigenvalues and eigenvectors 9.8. Similar matrices 9.8.3 Exercises
More informationMath 314H Solutions to Homework # 3
Math 34H Solutions to Homework # 3 Complete the exercises from the second maple assignment which can be downloaded from my linear algebra course web page Attach printouts of your work on this problem to
More informationChapter 3 Transformations
Chapter 3 Transformations An Introduction to Optimization Spring, 2014 Wei-Ta Chu 1 Linear Transformations A function is called a linear transformation if 1. for every and 2. for every If we fix the bases
More informationMath Bootcamp An p-dimensional vector is p numbers put together. Written as. x 1 x =. x p
Math Bootcamp 2012 1 Review of matrix algebra 1.1 Vectors and rules of operations An p-dimensional vector is p numbers put together. Written as x 1 x =. x p. When p = 1, this represents a point in the
More informationSolution: a) Let us consider the matrix form of the system, focusing on the augmented matrix: 0 k k + 1. k 2 1 = 0. k = 1
Exercise. Given the system of equations 8 < : x + y + z x + y + z k x + k y + z k where k R. a) Study the system in terms of the values of k. b) Find the solutions when k, using the reduced row echelon
More information1 Inner Product and Orthogonality
CSCI 4/Fall 6/Vora/GWU/Orthogonality and Norms Inner Product and Orthogonality Definition : The inner product of two vectors x and y, x x x =.., y =. x n y y... y n is denoted x, y : Note that n x, y =
More informationc c c c c c c c c c a 3x3 matrix C= has a determinant determined by
Linear Algebra Determinants and Eigenvalues Introduction: Many important geometric and algebraic properties of square matrices are associated with a single real number revealed by what s known as the determinant.
More informationIn Class Peer Review Assignment 2
Name: Due Date: Tues. Dec. 5th In Class Peer Review Assignment 2 D.M. 1 : 7 (7pts) Short Answer 8 : 14 (32pts) T/F and Multiple Choice 15 : 30 (15pts) Total out of (54pts) Directions: Put only your answers
More informationLinear Algebra in Actuarial Science: Slides to the lecture
Linear Algebra in Actuarial Science: Slides to the lecture Fall Semester 2010/2011 Linear Algebra is a Tool-Box Linear Equation Systems Discretization of differential equations: solving linear equations
More informationReview of Vectors and Matrices
A P P E N D I X D Review of Vectors and Matrices D. VECTORS D.. Definition of a Vector Let p, p, Á, p n be any n real numbers and P an ordered set of these real numbers that is, P = p, p, Á, p n Then P
More informationLINEAR ALGEBRA 1, 2012-I PARTIAL EXAM 3 SOLUTIONS TO PRACTICE PROBLEMS
LINEAR ALGEBRA, -I PARTIAL EXAM SOLUTIONS TO PRACTICE PROBLEMS Problem (a) For each of the two matrices below, (i) determine whether it is diagonalizable, (ii) determine whether it is orthogonally diagonalizable,
More informationTMA Calculus 3. Lecture 21, April 3. Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013
TMA4115 - Calculus 3 Lecture 21, April 3 Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013 www.ntnu.no TMA4115 - Calculus 3, Lecture 21 Review of last week s lecture Last week
More informationMobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti
Mobile Robotics 1 A Compact Course on Linear Algebra Giorgio Grisetti SA-1 Vectors Arrays of numbers They represent a point in a n dimensional space 2 Vectors: Scalar Product Scalar-Vector Product Changes
More informationLinear Algebra and Matrix Inversion
Jim Lambers MAT 46/56 Spring Semester 29- Lecture 2 Notes These notes correspond to Section 63 in the text Linear Algebra and Matrix Inversion Vector Spaces and Linear Transformations Matrices are much
More information