v

1. (order)
(element)

7 5 9 6

4 6 3 2
8 4 1 5
6 3 7 8

8 0

4
Y = 8
54
6

5 9 6

6 3 2
4 1 5
3 7 8

8 0 9

2.
(1). (square matrix)
2

5
A =
4 4 3
7

4
3
5
6

7
4
3
3

9
4
1

(2). (transpose matrix)

1
B =
2 3 4

B = 2
6
3 2 3

2 3
5

5
6

(3). (symmetric matrix)

1

S = 2

2 3

2 3

5 4

4 S = 2

6
3

(4). (diagonal matrix)

6

D = 0

0 0

4 0 = diag [6, 4, 5]
0 5

4 6

(5). (identity matrix)

1

I 3 = 0

0 0

1 0
0 1

(6). (triangular matrix)

2

3
T=
4
6

0
5
2
1

0
0
3
9

0 2
(0)

0 3 5

0 4 2 3

7 6 1 9 7

(7). (vector)
1

2
V = V = [1
3
4

2 3 4]

3.
(1). ()
3

A = 0

2 B = 1

1
2

- 2
5

A + B = 0

5 2
4 5 9

2 + 1 - 2 = 1 0
1 2
5 9 6

A - B = 0

5 2
4 1
1

2 - 1 - 2 = - 1
4
1 2
5 5 - 4

(2).
[1]. (scalar)
3

C=3 , A = 0

7
3

CA = 3 0

5 9 15

2 = 0 6
1 21 3

[2].
a 11

A B = a 21
32 23

a 31

a 12

b11

b12 b13

b 21
a 32

b 22 b 23

a 22

a11b11 + a12b21

= a 21b11 + a 22b21

a 31b11 + a 32b21
1

A B = 9
32 23

3
14 37

= 18 45

21 55

2
0
3
5

23

63
41

a11b12 + a12b 22

a 11b13 + a 12b 23

a 21b12 + a 22b 22 a 21b13 + a 22b 23

a 31b12 + a 32b 22 a 31b13 + a 32b 23

2 + 12
5 7
= 18 + 0
8 4
6 + 15

5 + 32

7 + 16

45 + 0

63 + 0

15 + 40 21 + 20

[3].
2 7
X = 9 8

4 3
2 7
2 9
XX = 9 8
7 8

4 3
2
2 9 4
X X =
9
7 8 3 4

53
4
= 74
3
29
7
101
8 =

98
3

74 29
145 60

60 25
98
122

[4].
2
X = 3

1

2
4 6 2
XX = 3[2 3 1] = 6 9 6

1
2 3 1
2
X X = [2 3 1] 3 = 14

1
[5].
1 2 3 1 6
4 5 6 1 = 15

7 8 9 1 24
1 2 3 12
[1 1 1]4 5 6 = 15
7 8 9 18
(3).

4. (determinant)
2 6 3
2 6 3

A = 5 1 7 A = 5 1 7 = 64

8 4 9
8 4 9

a
A =a
a

a
a
a

11
21
31

a
a
a

12
22
32

13
23
33

= a11a 22a 33 + a12a 23a 31 + a13a 21a 32 - a13a 22 a 31 - a12 a 21a 33 - a11a 23a 32

5.

-1

C
A

6 3 7
A = 1 4 0
5 2 8

A = -1

C =

-1

4
2
3
2
3
4

3 7
2 8
0
8
7
8
7
0

+4
1
5
6
5
6
1
-

6 7
5 8
0
8
7
8
7
0

-0

1
5
6
5
6
1

6 3
5 2

= -10 + 52 + 0 = 42

2
32 - 8 - 18
3
= - 10 13
3

2
- 28
7
21
3
4

.7619 - .2381 - .6667

32 - 10 - 28
1

= - .1905
= -8
13
7
.3095
.1667

42

.0714
.5000
3
21
- 18
- .4286

6.
(1). k yi
A
(2). l=max(k'Ak)
(3). F= k'Akl( k'k1)
(4). k 0
Ak=lk (AlI)k=0
(5). k 0

(6). | AlI | = 0
3 5
(7). A =

1 7
3 5

1 0

3- l

[1]. A - lI =
=0
- l 0 1 = 1
7-l
1 7

[2]. (3l)(7l)(5)(1)=0
2
[3]. l 10l+16=0
[4]. l1=8l2=2
[5]. (4)
[6].
l2=2
l1=8
5
3 - 8
k=0
1
7 - 8

5 k 1
- 5
= 0
1 - 1 k 2

- 5k 1 + 5k 2 = 0
k1 - k 2 = 0

5
3 - 2
k=0
1
7 - 2

1 5 k 1

= 0
1
5

k 2
{

k 1 + 5k 2 = 0
k 1 + 5k 2 = 0
5

k1 =
1

k2 =
-1

1
1

1 +1

.7071
=

.7071

5
- 1

5 + (-1)

[7].
7 0 1
A = 0 7 2

1 2 3

.9805
=

- .1961

7.
(1).
6 X 1 + 3 X 2 + 7 X 3 = 61
1X 1 + 4 X 2 + 0 X 3 = 23
5 X 1 + 2 X 2 + 8 X 3 = 57

(2).
A
X
6 3 7 X 1

1
5

y
61

4 0 X 2 = 23
2 8
X 57
3

(3).
1

X =A y
(4).

X 1 3
X 2 = 5
X 3 4

SAS/IML
PROC IML;
X={1 2 3, 4 5 6};
XT=X`;
PRINT XT;
A={3 5, 0 2, 7 1};
B={2 4, 1 -2, 2 5};
APB=A+B;
AMB=A-B;
PRINT APB, AMB;
C=3;
CA=C*A;
ADC=A/C;
PRINT CA, ADC;
D={1 4, 9 0, 3 5};
E={2 5 7, 3 8 4};
DE=D*E;
ED=E*D;
PRINT DE, ED;
F={2 7, 9 8, 4 3};
FFT=F*F`;
FTF=F`*F;
PRINT FFT, FTF;
G={2, 3, 1};
GGT=G*G`;
GTG=G`*G;
PRINT GGT, GTG;
H={1 2 3, 4 5 6, 7
I={1, 1, 1};
HI=H*I;
IH=I`*H;
PRINT HI, IH;
J={2 6 3, 5 1 7, 8
DJ=DET(J);
PRINT DJ;
K={6 3 7, 1 4 0, 5
IK=INV(K);
PRINT IK;
L={7 0 1, 0 7 2, 1
LEL=EIGVAL(L);
LEC=EIGVEC(L);
PRINT LEL, LEC;
M={6 3 7, 1 4 0, 5
Y={61, 23, 57};
SX=INV(M)*Y;
PRINT SX;
QUIT;
RUN;

9};

9};

8};

3};

8};

1. Mahalanobis d i2 = ( X i - X )' S -1 ( X i - X )
2. d i2
3.
1
3
5
2n - 1
c p2 ( ), c p2 ( ), c p2 ( ),K, c p2 (
)
2n
2n
2n
2n
2i - 1
4. d i2 c p2 (
)
2n
5.
6. SAS/IML
DATA
READ;
/* READ*/
INFILE
'D:\TEST.DAT';
/**/
INPUT
X1 X2 X3 X4 X5 X6 X7;
/**/
PROC IML;
/* IML*/
USE
READ;
/* READ */
READ ALL VAR {X1 X2 X3 X4 X5 X6 X7} INTO X;
N=NROW(X);
P=NCOL(X);
K=J(1,P,1);
DF=N-1;
ONE=J(N,1,1);
XBAR=X`*ONE/N;
XMEAN=ONE*XBAR`;
XD=X-XMEAN;
S=(XD`*XD)/DF;
D=XD*INV(S)*XD`;
DD=DIAG(D);
DSQ=DD*ONE;
/* d2 */
NAME1={DSQ};
CREATE D1 FROM DSQ (|COLNAME="DSQ"|);
APPEND FROM DSQ;
/* d2 D1 */
DO I=1 TO N;
CHI=CINV((2*I-1)/(2*N),P);
CHISQ=CHISQ//CHI;
/* 2 */
END;
CREATE D2 FROM CHISQ (|COLNAME="CHISQ");
APPEND FROM CHISQ;
/* 2 D2 */
PROC SORT
DATA=D1 OUT=D3;
BY DSQ;
/* d2 D3 */
DATA D4;
SET D3;
/* D3 D4 */
MERGE D2;
/* D2 D4 */
PROC PRINT DATA=D4;
/* D4 */
PROC GPLOT;
PLOT CHISQ*DSQ;
/* 2 d2 */
RUN;

10

Excel
25

20

Chi-sq

15

10

0
0

10

15
D-sq

SAS

20

25

30

11

Normal Q-Q Plot

Expected Normal Value

3
2
1
0
-1
-2
-3
20

30

40

50

60

70

80

90

Observed Value

Detrended Normal Q-Q Plot

.5

Deviation from Normal

.4
.3
.2
.1
0.0
-.1
-.2
20

30

40

50

60

Observed Value

70

80

90