PS4 studenthours 1615 17 30

Etraref130
 Reminder on definitness

verify Dr De D etc
f
minors
all Dido
if all
PositiveJefinite
iii Dit Negative Definite
if
else we compute arbitrary minors
order 1 diagonal term
if all D'Kyo possiblepositive definite Ps
if all D'a 4 3,0 possible NSD
order 2 cofactorof all diagonalterms
all s'y o possiblePSD
all il D'Kyo Possible NSD

order 3 Matrixdeterminant for 3 3 matrix

D possible PSD
o
IP Bs o possible NSD

all orders should converge to

result not matrix
the same
if
is indefinite
 MÜYÜEÏAAÜ
In matrix notation Q X AX

A
fi
Compute the minors Dr 370

Dr 270

B sco
II
D 0 D2 0 D LO S Not Positive nor negative
definite

arbitrary minors

Die3 DÛ 1 DE6 as allD'e 1 Lo cannotbe NSD

D Dz S 20 cannot be PSD

indefinite
 hI
1 IA KIL
2 t
2 1
i
K 2
a
ÉÉÇ
I I 3 L
t z 4 il
y
27k 2 t
1 3 1 3 t 1 4 z

4741 3 44 422 21 374 4 2 4 44

242_L 84 412 2 4 64 272
43 242 4 2
L1 4 2 4 1
Et 2 K l

eigenvectors A KI XEO
A Là X O

fait
p f
 ex stat o es take za

ÉTÉ ET eigenvectors

wifi Il
EE takgaïctor

ti il
y set ça
2 0 eigenvector

2 B AA

remember A K I X O AX KI XO
A L

Xi Axe Été a
B Xz LAA Xz ALAE AL E A E FAFE

Xz te 1 AXz XB AM Xz
Y
B Xz AAIX A AB AXz Xz
 X
f te 2 Ax 24

Bx LAA ALA4 A 2KFZANE44

Bx H
3 Cis st C Ctc

if L is aneigenvalue ther CX

CE CCCX C Xx exacte
K X
C C Ex C CAX 23 X
tex catageaual
III
Exe C C X
K A

if e Int exists det Into

det e l D In o E I cannot betrue

we haveshown that EXEL musthold

IP 1 1 K I cannot be an eigenvalue

Ctrn is invertible
1 Q EAX with x and A
H
2 det A KI n o

Ge 2 C EG a OE 3
SA GEO X
a ESAG O

Ko 2,3 2positive and 1 equaltoo

Thus Qis PSD

fortio
É À
Été
f ÏÏÉ
 E set 1
f
e
a

calculate the nom EI E

so Î HIE

fill
E
set c 1
f taff
E fit
e set en
T E
get
IIIÈ
we

A is nonsingular and symétrie

4
if we can use
spectraldecomposit
A êre
c
 with E CI à F and A diag ti ti 4
Ô isbydefinitionorthogonalthen Ê Et

Anémié
t
Amené
with N
Gin
ÇI
However
initially we said thatAshouldnotbe singular
Here l o IAKo we cannot apply

5 Using SD A ÊME EEE

Thus A Ê n'ê
as ê is orthonormal Ô é

However we cannot inverse 1

Goo
i
 1 det A XI 2 t 1 z
1 2 K z
z 2 S K
2 x 2 K z
t z 2 1 z
2 s g 2 S x 2 X z

2 x 2a s s 4 S K 4 2 2t4 21

2 a 6 7A x2 t 4 44 4

12 42 212 6 4 712 63 51 5
Et 9 2_IS L

C 7 Et 2 L H
K I'll 7
2 AX X ES LA I X O formula ofeigenvectorfor E 1

ai
bg2 giveus
la
II Ii tf
fôdfitktssigüécation
 Characteristic polynomial
C IT 4 7
Eisa rootofthis polynomial
The transformation isthusnotlinear
but we have a whole hyperplane

hyperplane

we are asked tochoose 2 vectors that are orthogonal

XTy O

haveshown that at xz 2
for 1 1 we 3 0 E Xz
XIe
Lets take andXz 1 obtain y 1
G
we

XI
normalizingvector ç

For we have again 293 OE

y y yz g Silja
remember that xt.ge
1 1
f ffff
s t se start
t taise E
9F 92 and93
GIF II
Thus g set
f git g
and 5
fifa
3 LA a KO

f 1 1 s z
È O

Ï E fi
set ai 1 we obtain x
E and Effi
4 SD D S A 5

in our case U S and N D

if D S A SES A S'D'S
in our case Sis orthonormale s S

A
 Find KS

M is idempotent
M M M

EKH KI II
Il 2K K I K

III r

I 2K KI JIK o

K K O

KE K K is idempotent

KE K