Show that the cost of QR is approximately 2mn2 flops where A is an m x n matrix. [Note: This is a...
Show that the cost of QR is approximately 2mn2 flops where A is an m x n matrix.
[Note: This is a numerical linear algebra problem].
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Show that the cost of QR is approximately 2mn2 flops where A is an m x n matrix. [Note: This is a...
4. Consider solving the linear system Ax = b, where A is an rn x n matrix with m < n (under- determined case), b...
4. Consider solving the linear system Ax = b, where A is an rn x n matrix with m < n (under- determined case), by minimizing lle subject to Ar-b. (a) Show that if A Rmxn is full (row) rank, where m n, then AA is invertible. Then show that r.-A7(AAT)-ibis a solution to Ax = b. (b) Along with part (a) and the solution aAT(AA)-b, show that l thus, z is the optimal solution to the minimization problem. and...
Consider the n × n matrix M = In-Z(Z,Z)-1Z', where Z is n × K. i. Show that M is idempotent and find its rank. ii....
Consider the n × n matrix M = In-Z(Z,Z)-1Z', where Z is n × K. i. Show that M is idempotent and find its rank. ii. In case Z is just the n x 1 unit vector, i.e. Z- (1,....1)', what form does the vector Mz take? Note that x is any n- dimensional column vector
Consider the n × n matrix M = In-Z(Z,Z)-1Z', where Z is n × K. i. Show that M is idempotent and find its...
(a) Suppose A is an n x n real matrix. Show that A can be written...
(a) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any le R, we can write A = XI + (A - XI) (b) Suppose V is a proper subspace of Mn,n(R). That is to say, V is a subspace, and V + Mn.n(R) (there is some Me Mn,n(R) such that M&V). Show that there exists an invertible matrix M e Mn,n(R) such that M&V....
(a) Suppose we want to solve the linear vector-matrix equation Ax b for the vector x. Show that the Gauss elimination algorithm may be written bAbm,B where m 1, This process produces a matrix equa...
(a) Suppose we want to solve the linear vector-matrix equation Ax b for the vector x. Show that the Gauss elimination algorithm may be written bAbm,B where m 1, This process produces a matrix equation of the form Ux = g , in which matrix U is an upper-triangular matrix. Show that the solution vector x may be obtained by a back-substitution algorithm, in the form Jekel (b) Iterative methods for solving Ax-b work by splitting matrix A into two...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i)...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i) Show that M is symmetric and idempotent. (ii) Prove that m, the diagonals of the matrix M, satisfy 0 sm s 1 for t = 1, 2, ..., n. (iii) Consider the linear model y = XB + u satisfies the Gauss-Markov Assumptions. Let û be the vector of OLS residuals. Show that Eſûù' x) = oʻM (iv) Conclude that while the errors {u:...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i)...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i) Show that M is symmetric and idempotent. (ii) Prove that m, the diagonals of the matrix M, satisfy 0 sm s 1 for t = 1, 2, ..., n. (iii) Consider the linear model y = XB + u satisfies the Gauss-Markov Assumptions. Let û be the vector of OLS residuals. Show that Eſûù' x) = oʻM (iv) Conclude that while the errors {u:...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any l ER, we can write A = \I + (A – XI) (b) (10 marks) Suppose V is a proper subspace of Mn,n(R). That is to say, V is a subspace, and V + Mn,n(R) (there is some Me Mn,n(R) such that M&V). Show that there exists an invertible matrix M...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any l ER, we can write A = \I + (A – XI) (b) (10 marks) Suppose V is a proper subspace of Mn,n(R). That is to say, V is a subspace, and V + Mn,n(R) (there is some Me Mn,n(R) such that M&V). Show that there exists an invertible matrix M...
Help on this question of Linear Algebra, thanks. Prove that an n x n matrix A...
Help on this question of Linear Algebra, thanks.
Prove that an n x n matrix A is diagonalizable if and only if A has n L.I. eigenvectors.
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any XER, we can write A= XI + (A - XI) (b) (10 marks) Suppose V is a proper subspace of Mn.n(R). That is to say, V is a subspace, and V #Mnn(R) (there is some Me M.,n(R) such that M&V). Show that there exists an invertible matrix M e Mn.n(R) such...
4. Consider solving the linear system Ax = b, where A is an rn x n matrix with m < n (under- determined case), by minimizing lle subject to Ar-b. (a) Show that if A Rmxn is full (row) rank, where m n, then AA is invertible. Then show that r.-A7(AAT)-ibis a solution to Ax = b. (b) Along with part (a) and the solution aAT(AA)-b, show that l thus, z is the optimal solution to the minimization problem. and...
Consider the n × n matrix M = In-Z(Z,Z)-1Z', where Z is n × K. i. Show that M is idempotent and find its rank. ii. In case Z is just the n x 1 unit vector, i.e. Z- (1,....1)', what form does the vector Mz take? Note that x is any n- dimensional column vector
Consider the n × n matrix M = In-Z(Z,Z)-1Z', where Z is n × K. i. Show that M is idempotent and find its...
(a) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any le R, we can write A = XI + (A - XI) (b) Suppose V is a proper subspace of Mn,n(R). That is to say, V is a subspace, and V + Mn.n(R) (there is some Me Mn,n(R) such that M&V). Show that there exists an invertible matrix M e Mn,n(R) such that M&V....
(a) Suppose we want to solve the linear vector-matrix equation Ax b for the vector x. Show that the Gauss elimination algorithm may be written bAbm,B where m 1, This process produces a matrix equation of the form Ux = g , in which matrix U is an upper-triangular matrix. Show that the solution vector x may be obtained by a back-substitution algorithm, in the form Jekel (b) Iterative methods for solving Ax-b work by splitting matrix A into two...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i) Show that M is symmetric and idempotent. (ii) Prove that m, the diagonals of the matrix M, satisfy 0 sm s 1 for t = 1, 2, ..., n. (iii) Consider the linear model y = XB + u satisfies the Gauss-Markov Assumptions. Let û be the vector of OLS residuals. Show that Eſûù' x) = oʻM (iv) Conclude that while the errors {u:...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i) Show that M is symmetric and idempotent. (ii) Prove that m, the diagonals of the matrix M, satisfy 0 sm s 1 for t = 1, 2, ..., n. (iii) Consider the linear model y = XB + u satisfies the Gauss-Markov Assumptions. Let û be the vector of OLS residuals. Show that Eſûù' x) = oʻM (iv) Conclude that while the errors {u:...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any l ER, we can write A = \I + (A – XI) (b) (10 marks) Suppose V is a proper subspace of Mn,n(R). That is to say, V is a subspace, and V + Mn,n(R) (there is some Me Mn,n(R) such that M&V). Show that there exists an invertible matrix M...
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any l ER, we can write A = \I + (A – XI) (b) (10 marks) Suppose V is a proper subspace of Mn,n(R). That is to say, V is a subspace, and V + Mn,n(R) (there is some Me Mn,n(R) such that M&V). Show that there exists an invertible matrix M...
Help on this question of Linear Algebra, thanks.
Prove that an n x n matrix A is diagonalizable if and only if A has n L.I. eigenvectors.
2. (a) (10 marks) Suppose A is an n x n real matrix. Show that A can be written as a sum of two invertible matrices. HINT: for any XER, we can write A= XI + (A - XI) (b) (10 marks) Suppose V is a proper subspace of Mn.n(R). That is to say, V is a subspace, and V #Mnn(R) (there is some Me M.,n(R) such that M&V). Show that there exists an invertible matrix M e Mn.n(R) such...
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