1. What are orthogonal and positive definite matrices?

Sol:
- A square matrix with real numbers or elements is said to be an orthogonal matrix
if its transpose is equal to its inverse matrix.
e.g: in Rn: Cac vector doi mot truc giao va do dai moi vector = 1. (dac biet: neu
(1,0,0,0),(0,1,0,0),(0,0,1,0),…  goi la chuan tac)
- Positive definite matrices are matrices where its determines (det1, det2, det3,… all
are > 0) correct!

2. Consider with the mapping defined for all x and y in .

a. Determine whether the mapping is an inner product.

Sol: correct!
(i) No. The matrix is not symmetric. Furthermore, its determine is not positive.
(ii) Yes. The matrix is symmetric and its determine is positive.
(iii) No. The matrix is symmetric but its determine is not positive.

b. Compute using for

Sol:

3. Compute the distance and angle between using

a.
Sol:
b. , where
Sol:

4. Find the projection matrix P of the orthogonal projection on the subspace S of

a.

b.
Sol:

a)
b) Apply the formula:

5. Consider with the mapping .

a. Compute the norm of the vector using this mapping if it is an inner product.
Sol:

b. Compute , where
Sol:

6. Let . Find m such that the matrix A is not invertible.

Sol:

A is not invertible

7. Determine whether the following is an eigenvector of matrix

Đã sửa!
Sol: Lấy A nhân với v, xem kết quả có bằng k.v hay không
a) Có,
b) Có.

8. Let matrix . Find the product of all eigenvalues of .

Sol: = det(A) = 24
Đã sửa: muốn kiểm tra 3 có phải eigenvalue hay không, kiểm tra kq sau có bằng 0
hay ko: (B là ma trận đơn vị)

9. Suppose that the characteristic polynomial of A is .

Find
Sol:

The solution of the characteristic polynomial are: .

So, det(A) = the product of all eigenvalues = 4*-4*3*3*-2*-2 = -576
And, tr(A) = the sum of all eigenvalues = 4+-4+3+3+-2+-2 = 6+-4=2

10. Consider the matrix . Find an orthogonal matrix P such that is

diagonal.
Sol:

 .
11. Determine the all singular values of the matrix .
Sol:
Singular values = căn bậc 2 của các eigenvalues?? YES

A := AT.A = .

 Singular values are: , 1.

12. Given that the SVD of matrix A is .

a/ Find the rank-1 and rank-2 approximation of A

b/ Find the value of OK! ĐÚNG!!

Sol:
a)

b) . Tìm sao cho || A – .I || = 0.

 max 9.6684  .

13. Suppose the Taylor series of the function is defined as

. Determine the value of ĐÚNG!!

Sol: Nhìn f(x,y) thấy đây là khai triển Taylor tại x = 0; y = 1.

We have: là hệ số của .

. Tính đạo hàm:

Vậy: hệ số của là = .

14. Consider the function , where . Find the derivative of

f with respect to t at the point t = 0.
Sol:
15.1. Find the Jacobian of f

a/

b/
Sol:

a/ Suppose and be a vector in .

Then,

b) ĐÁP SỐ:

15.2. Let

a/ Find the first order Taylor polynomial of at

b/ Determine the size of the Hessian matrix

Sol:
Tổng quát: Taylor

a/ .
To find a00, thay (x,y) = (1,2) vào f, ta được:
a00 = f(1,2) = 2.1.2 + 23 = 4+8 = 12.

To find a10, tính đạo hàm: .

To find a11, tính đ ạo hàm: .

Vậy, the first order Taylor polynomial of at is:

b) .
Size: 2x2

16. A continuous random variable X that has a density function given by

for .
a/ Find c

b/ Calculate
17. Given the joint density function

Find c and
18. Suppose that X and Y have the following joint probability distribution:
f(x,y) x
1 2
1 0.1 0.1
y 2 0.2 0.1
3 0.3 0.2
Find mean(X),

19. Let
Find the mean and covariance matrix
20. Consider the bivariate Gaussian distribution

, where

Find
21. Consider the bivariate Gaussian distribution

, where
What is the mean and variance of X1 given X2 = -1?
22. Which of the following set is convex?

23. Which of the following functions are convex?

24. Use gradient descent algorithm to find the minimum value of f(x,y) = x2 + xy2.
Given the starting point (x0, y0) = (-1, 1) and step-size (learning rate) is 0.1.
Find the value of x1+y1

25. Let . Solve the constrained optimization problem

subject to
26. Consider the function:

Find