A function f : Rn λε [0,1] R is strictly convex if for all x, y є Rn and all fax + (1-λ)y) < λ/(x) + (1-1)f(y) A symmetric matrix P-AT +A is called positive-definite if all its eigenvalues are pos...
linear optimization Assume that f : D → R is twice continuously differentiable for all x D, where the domain D off is an open, convex subset of Rn. Sh ▽2f(x), is symmetric positive-semi-definite for all x E D if and only if f is a convex function on D Moreover, if its Hessian matrix. ▽2 (x), is symmetric positive-definite for all x E D, then f is a strictly convex function on D Show that the converse of this...
(f) Let A be symmetric square matrix of order n. Show that there exists an orthogonal matrix P such that PT AP is a diagonal matrix Hint : UseLO and Problem EK〗 (g) Let A be a square matrix and Rn × Rn → Rn is defined by: UCTION E AND MES FOR THE la(x, y) = хтАУ (i) Show that I is symmetric, ie, 14(x,y) = 1a(y, x), if a d Only if. A is symmetric (ii) Show that...
Monotone mappings. A function u : Rn Rn is called monotone if for all x, y є dom v, Note that monotone' as defined here is not the same as the definition given in 83.6.1. Both definitions are widely used.) Suppose f R"- R is a differentiable convex function. Show that its gradient ▽f is monotone. Is the converse true. i.e., 1s every monotone mapping the gradient of a convex function? Monotone mappings. A function u : Rn Rn is...
1. Let U с Rn be open, f : U-> Rm be a function, a є U and 0 exists. Show that DAwf(a) exists for every 0メλ R, and DAwf(a) Rn such that Duf(a) λDuf(a). 3 marks 1. Let U с Rn be open, f : U-> Rm be a function, a є U and 0 exists. Show that DAwf(a) exists for every 0メλ R, and DAwf(a) Rn such that Duf(a) λDuf(a). 3 marks
Let A be n × n with AT-A. (The matrix A is syrnmetric.) Let B be 1 × n and let c E R. Define f : Rn → R by f(x) = 2.7, A . x + B . x + c. Show that The function f is a quadratic function Let A be n × n with AT-A. (The matrix A is syrnmetric.) Let B be 1 × n and let c E R. Define f : Rn...
(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 f : Rn × Rn → R be the inner product function: f(r,y)-(2,3) 1. Using the definition of multivariable derivative, calculate D fab and the Jacobian matrix f'(a, b) 2. If f, g : Rn → R are differentiable and h : R → R is defined by h(t)-(f(t), g(t)), show that 3. If f : R → Rn is differentiable and Ilf(t)ll = 1 for all t, show that(f,(t)T,f(t))-0
(2) Let f : Rn → R be a C2 function. Suppose a sequence (zk) converges to x*, where the Hessian Hf(z.) is positive definite. Let ▽ := ▽f(xk)メ0, Hfk := H f(zk), dkー-Bİigfe, and :=-[Hfel-ı▽fk for each k, where each matrix Bk is ll(Be-Hfe)del = 0 if and only if ei adtive lim lidt dall =0. (11 points) (2) Let f : Rn → R be a C2 function. Suppose a sequence (zk) converges to x*, where the Hessian...
Use R programming to solve Q2. A matrix operator H(G; k) on a pxp symmetric matrix G (iy)- with a positive integer parameter k (k < p) yields another p×p symmetric matrix H = (hij 1 with i=k,j = k; (a) Use one single loop to construct the function H(G; k) in R (b) Generate a random matrix X of dimension 7x5, each element of which is id from N(0,1). Use the function H(G; k constructed in (a) to compute...
Please show all work in READ-ABLE way. Thank you so much in advance. Problem 2.2 n and let X ε Rnxp be a full-rank matrix, and Assume p Note that H is a square n × n matrix. This problem is devoted to understanding the properties H Any matrix that satisfies conditions in (a) is an orthogonal projection matriz. In this problem, we will verify this directly for the H given in (1). Let V - Im(X). (b) Show that...