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Exercise 1.4.61 This Exercise generalizes Propositions 1.4.51 and 1.4.53. Let A be an nxn positive definite...
(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...
Ok = (6) Let n be a positive integer. For every integer k, define the 2 x 2 matrix cos(27k/n) - sin(2nk/n) sin(2tk/n) cos(27 k/n) (a) Prove that go = I, that ok + oe for 0 < k < l< n - 1, and that Ok = Okun for all integers k. (b) Let o = 01. Prove that ok ok for all integers k. (c) Prove that {1,0,0%,...,ON-1} is a finite abelian group of order n.
Prove the following lemma. Let B be an n ✕ n matrix and let E be an n ✕ n elementary matrix. Then det(EB) = det(E) det(B) 1. Write the proof and submit as a free response. (Submit a file with a maximum size of 1 MB.) 2. Which of the following could begin a direct proof of the statement? If E interchanges two rows, then det(E) = 1 by Theorem 4.4. Also, EB is the same as B but...
(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"...
Let A EL(R") be Hermitian and positive definite, let vE R, and let cE R Define g R" R by (a) Show that g is polynomial function of (..,In) and in particular it has continuous partial derivatives of all orders. (b) Show that oo. Hint: Use Ezercise Ic. (c) Prove that g(x) achieves a global minimum (d) Compute ▽g(x). Show that g has a unique critical point, and hence argue that the minimum must be achieved at this point. (e)...
Let A E(R") be Hermitian and positive definite, let v Define g R" R by R", and let cE R (a) Show that g is polynomial function of (... ,En) and in particular it has continuous partial derivatives of all orders. (b) Show that oo. Hint: Use Ezercise Ic. (c) Prove that g(x) achieves a global minimum d) Compute Vg(x). Show that g has a unique critical point, and hence argue that the minimum must be achieved at this point....
Exercise 425 Let k and n be positive integers, let v eR”, and let A € Mkxn(R). Show that Av = 0 if and only if A? Av= 0.
6.2.3 Let U be a complex vector space with a positive definite scalar product and S, T e L(U) self-adjoint and commutative, so T-T o S. (i) Prove the identity 11(S iT)(u)ll-llS(11 )11 2 + llT(11)112, 11 e U. (6.2.10) (ii) Show that S ± iT is invertible if either S or T is so. However, the converse is not true. (This is an extended version of Exercise 4.3.4.) 6.2.3 Let U be a complex vector space with a positive...
Problem 3, Let X ~ Mn(Dß, σ2V) for sonne known positive definite dispersion matrix V, some known n x m matrix D of full rank m, some unknown vector BE Rm and some unknown positive number σ. Find a sufficient statistic.
Let A be a diagonalizable n x n matrix and let P be an invertible n x n matrix such that B = p-1AP is the diagonal form of A. Prove that A* = Pokp-1, where k is a positive integer. Use the result above to find the indicated power of A. 10 18 A = -6 -11 18].46 A = 11