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2
3
,
1
]
1
10
1
,
1
]
1
5
4
ii)
1
1
1
]
1
1
0
1
,
1
1
1
]
1
1
1
0
,
1
1
1
]
1
0
1
1
iii)
1
1
1
]
1
4
1
2
,
1
1
1
]
1
7
2
4
.
b) Decide whether or not the set W is a subspace of
22
M
, when W is the set of all
matrices of the form
1
]
1
d
b a
0
.
EXERCISE $ (10p)
iven the polynomials
( ) t t p + 1
1
, ( )
2
2
3t t t p , ( )
2
3
3 1 t t t p +
!how that these polynomials form a basis for
2
P
consisting of polynomials of degree
at most 2.
EXERCISE % (20p)
"he vector space
[ ] 1 1, C V
consists of all continuous functions on the interval
[ ] 1 1,
.
#t is given that
( ) ( )
q , p dx x q x p q , p ,
1
1
[ ] 1 1, C
defines an inner product on V .
$et W be a subspace of V spanned by the functions
( ) 1
0
x p
, ( ) x x p
1
.
a) %ind the value of 1 0
p , p
and conclude what this means.
b) %ind the best appro&imation to ( )
5
x x q by functions in W .
'hat is the distance from ( )
5
x x q to the plane W (
EXERCISE 4 (20p)
%ind the !ingular )alue Decomposition (!)D) of the matri&
1
1
1
]
1
1 0
0 1
1 1
A
EXERCISE 5 (1*p)
%ind a +ordan form for each of the matrices
1
1
1
]
1
6 0 0
0 4 0
0 0 1
A
and
1
]
1
1 1
1 1
B
.
EXERCISE 6 (1*p)
$et
3 3
: R R T be a linear transformation given by
( ) ( )
3 1 3 2 1
0 x , , x x , x , x T
i.e. the transformation that pro,ects each vector in
3
R
onto the 3 1
x x
-plane.
a) %ind the matri& that implements.represents the mapping given by T .
b) !how that T is a linear transformation
END OF EXERCISES
A33.+2*48 "./.1#.2 #&.o'5
B-"*"
{ }
n
v v v S , , ,
2 1
is a basis for a vector space V if the following properties are satisfied:
S is linearly independent
SpanS V
S7"3-1.
V H is a subspace if the following properties are satisfied:
H 0
H v u H v u + ,
R c , H u H u c
I++.' ('o21# S3-1.
$et V be a vector space. /n inner product on V is a function
R V V : ,
such that
1.
u v v u , ,
2.
w v w u w v u , , , + +
0.
v u c v u c , ,
, R c
1.
0 , u u
and
0 0 , u u u
/ vector space with an inner product is called an inner product space.
2&les of particular inner products:
( ) v u v u v , u
T
(2uclid)
2
0
dt ) t ( g ) t ( f g , f (%ourier)
G'-,9S1&,*2# ('o1.""
$et { }
n
x x x , , ,
2 1
be a basis of vector space V .
#) /n orthogonal basis of V is given by
1.
1 1
x v ,
2. 1
2
1
1 2
2 2
,
v
v
v x
x v
,
0. 2
2
2
2 3
1
2
1
1 3
3 3
, ,
v
v
v x
v
v
v x
x v
,
etc.
"hen { }
n
v v v , , ,
2 1
is an orthogonal basis of V .
##) /n orthonormal basis of V is given by
'
n
n
v
v
, ,
v
v
,
v
v
2
2
1
1
L.-"# S:-'." ('o7/.,": !olve an unsolvable problem b x A .
Method 1, using !3:
%ind an orthonormal basis { }
n
u u , ,
1
of the vector space W spanned by columns in
A
.
n n W
u u b u u b b proj p , ,
1 1
+ +
4 best approximation to b in W .
p x
A
is solvable and x
~
is the least squares solution.
Method 2, using formulas:
p x A
~
, both x
and
p
are un5nown .
( ) b A A A x
T T
1
~
A p
T T
1
4 best approximation to b in W .
T53." of M-#'*1."
/ssume n&n-matri&
A
is real:
A
is symmetric
T
A A
A
is skew-symmetric
T
A A
A
is orthogonal
T
A A
1
, thus
! A A AA
T T
.
A
is similar to an n&n-matri&
B
if there is an invertible matri&
P
such that
B AP P
1
.
/ssume matrices
nxn
A A ,
nxn
" " and
nx#
$ $ are comple&:
A
is hermitian
H
T
A A A
" is unitary
H
T
" " "
1
, , thus
! " " ""
T T
.
$ is normal
$ $ $$
H H
%
%
%
%
%
%
&
0 0 0 0
1 0 0 0
0 0 0 0
0 0 1 0
0 0 0 1
,
%
is the eigenvalue of the +ordan bloc5.
/ Jordan matrix is a matri& with ' +ordan bloc5s
1
1
1
]
1
'
&
&
AM M &
1
1
S*+!/-' V-/. D.1o,3o"*#*o+
iven
#xn
A A . $et r be the number of singular values 0
% %
of the symmetric matri&
A A
T
. "hen there e&ists a matri&
1
1
1
1
]
1
0 0 0
0 0 0
0 0
(
#xn
in which
rxr
( ( is a diagonal
matri& with 0
2 1
>
r
as diagonal entries, and there e&ist orthogonal matrices
#x#
" "
and
nxn
V V such that
T
V " A .
"his is the singular value decomposition of
A
.
#f
r
" consists of the r first columns of " ,
r
V consists of the r first columns of V , the
reduced singular value decomposition of
A
is
T
r r
(V " A .
"he pseudoinverse of
A
is
T
r r
" ( V A
1 +
.
L*+.-' T'-+"fo',-#*o+
$et V and W be vector spaces. / function W V ) T is a linear transformation if for any V v , u
and R c
i) ( ) ( ) ( ) v T u T v u T + +
ii) ( ) ( ) u cT u c T
"his leads easily to the facts that
i) ( ) 0 0 T
ii) ( ) ( ) u T u T
iii) ( ) ( ) ( ) v T u T v u T
K.'+./ -+2 R-+!.
$et W V ) T be a linear transformation.
"he kernel of
T
is ( ) ( ) { } 0 v T ) V v T *+r . ( ) T *+r is a part of V .
"he range of
T
is ( ) ( ) { } V v , v T w ) W w T R some . ( ) T R is a part of W .
O+.9#o9O+. -+2 O+#o
$et W V ) T be a linear transformation.
T
is one-to-one (1-1) if the image of two different vectors in V are two different vectors in W :
( ) ( )
2 1 2 1
v T v T v v ,
2 1
v , v is in V .
T
is onto if every W b is the image of at least one V x :
( ) b x T has at least one solution x .
END OF SET