2. Suppose that is symmetric, positive definite and A is the lower triangular matrix given by...
1. (All students!) For matrices with special properties, it is possible to create special versions of Gauss elimination. Suppose matrix A (nxn) is symmetric (which means that A-A). Suppose also that A is positive definite; this means that the scalar = xTAx is always 20 for every vector x , and J-0 only if x = 0 In this case it can be shown that the usual Gauss elimination process, which effectively creates the factorization A LU, can be simplified...
(a) Let S be a symmetric positive definite matrix and define a function | on R" by 1/2 xx Sx . Prove that this function defines a vector norm. Hint: Use the Cholesky decomposition. (b) Find an example of square matrices A an This shows that ρ(A) is not a norm. Note: there are very simple examples. d B such that ρ(A+B)>ρ(A) + ρ(8) (a) Let S be a symmetric positive definite matrix and define a function | on R"...
3.52 Let A be an mxm positive definite matrix and B be an mxm nonnegative definite matrix. 3.51 Show mal Il A IS à nonnegative definite matrix and a 0 for some z, then ai,-G3 = 0 for all j definite matrix. (a) Use the spectral decomposition of A to show that 3.52 Let A be an m x m positive definite matrix and B be an m × m nonnegative with equality if and only if B (0). (b)...
(MATLAB): Suppose that you are given a positive definite symmetric matrix A, a vector b, and a real number c. Write MATLAB code which finds the minimum of the function f() r A bc subject to the constraint rT =1 for some vector r and real number . Note: This is a Lagrange Multi pliers problem It turns out that the Lagrange multiplier algebra is simply matrix algebra, which you can easily do in MATLAB. It may be a In...
3. Answer the following questions regarding positive definite matrix. A symmetric real matrix M is said to be positive definite if the scalar 27 Mz is positive for every non-zero column vector z (a) Consider the matrix [9 6] A = 6 a so that the matrix A is positive definite? What should a satisfy (b) Suppose we know matrix B is positive definite. Show that B1 is also positive definite. Hint use the definition and the fact that every...
5. Recall that a symmetric matrix A is positive definite (SPD for short) if and only if T Ar > O for every nonzero vector 2. 5a. Find a 2-by-2 matrix A that (1) is symmetric, (2) is not singular, and (3) has all its elements greater than zero, but (1) is not SPD. Show a nonzero vector such that zAx < 0. 5b. Let B be a nonsingular matrix, of any size, not necessarily symmetric. Prove that the matrix...
ALTSIS AND NUMERICAL ANALYSIS 2. (a) Let A be the matrix 2 -115 8-4 Write down the 3 x 3 permutation matrix P such that PA interchanges the 1st and 3rd rows of A. Find the inverse of P Use Gaussian elimination with partial pivoting to find an upper triangular matix U, permutation matrices Pi and P2 and lower triangular matrices M and M2 of the form 1 0 0 0 1 1 0 0 0 bi 1 with land...
3.52 Let A be an mxm positive definite matrix and B be an mxm nonnegative definite matrix. 3.51 Show mal Il A IS à nonnegative definite matrix and a 0 for some z, then ai,-G3 = 0 for all j definite matrix. (a) Use the spectral decomposition of A to show that 3.52 Let A be an m x m positive definite matrix and B be an m × m nonnegative with equality if and only if B (0). (b)...
2. (a) Let A be the matrix A -4 21 8 -40 Write down the 3 x 3 permutation matrix P such that PA interchanges the 1st and 3rd rows of A. Find the inverse of P. Use Gaussian elimination with partial pivoting to find an upper triangular matrix U, permutation matrices Pi and P2 and lower triangular matrices Mi and M2 of the form 1 0 0 Mi-1A1 10 a2 0 1 M2 0 0 0 b1 with ail...
(a) Let A be a Hermitian matrix. DEFINE: A is positive definite. (b) Let A be an n × n Hermitian matrix. PROVE: If A is positive definite the n every eigenvalue of A is positiv e. (c) Let Abe an n X n Hermitian matrix. PROVE: If every eigenvalue of A is positive. Then A is positive definite. (a) Let A be a Hermitian matrix. DEFINE: A is positive definite. (b) Let A be an n × n Hermitian...