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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...
I need help with a, b, and c. 7.Let A be ann x n real symmetric invertible matrix, let B Rt and C E R. Define f:R R by 2 a. Give f (a) c. Give f"(x) d. Prove that if A is positive definite and u is the critical point of f, then f(u) < f(x) for all x E Rn where x Prove that if A is negative definite and u is the critical point of f, then...
a through e is considered one question. 7.Let A be ann x n real symmetric invertible matrix, let B Rt and C E R. Define f:R R by 2 a. Give f (a) c. Give f"(x) d. Prove that if A is positive definite and u is the critical point of f, then f(u) < f(x) for all x E Rn where x Prove that if A is negative definite and u is the critical point of f, then f(u)...
Let a continuously differentiable function f: Rn → R and a point x E Rn be given. For d E Rn we define Prove the following statements: (i) If f is convex and gd has a local minimum at t-0 for every d E R", then x is a minimiser of f. (ii) In general, the statement in (i) does not hold without assuming f to be convex. Hint: For) consider the function f: R2-»R given by Let a continuously...
*14. Let A be an n x n matrix. Define f:R" R by f(x) = Ax.x = x'AX. (a) Show that f is differentiable and Df (a)h = Aah + Ah a. (b) Deduce that when A is symmetric, Df(a)h = 2Aa . h. 15. Let a € R", 8 >0, and suppose f: B(a, 8) - R is differentiable at a. Suppose f(a) f(x)
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
A square matrix E∈Mn×n(R) is idempotent if E2=E. It is symmetric if E = tE. (a) Let V⊆Rn be a subspace of Rn, and consider the orthogonal projection projV:Rn→Rn onto V. Show that the representing matrix E = [projV]EE of proj V relative to the standard basis E of Rn is both idempotent and symmetric. (b) Let E∈Mn×n(R) be a matrix that is both idempotent and symmetric. Show that there is a subspace V⊆Rn such that E= [projV]EE. [Hint: What...
Let A be an n x p matrix with n p. (a) Show that r(AA) = r(A). (b) Show that I - A(ATA) AT is idempotent. (c) Show that r(1-A(ATAYA") = n-r(A) Let A be an n x p matrix with n p. (a) Show that r(AA) = r(A). (b) Show that I - A(ATA) AT is idempotent. (c) Show that r(1-A(ATAYA") = n-r(A)
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 positive. Show that a quadratic function f(x) -xPx is a convex function if and only P is positive-definite. A function f : Rn λε [0,1] R is strictly convex if for all x, y є Rn and all fax +...
Let A be an m × n matrix, let x Rn and let 0 be the zero vector in Rm. (a) Let u, v є Rn be any two solutions of Ax 0, and let c E R. Use the properties of matrix-vector multiplication to show that u+v and cu are also solutions of Ax O. (b) Extend the result of (a) to show that the linear combination cu + dv is a solution of Ax 0 for any c,d...
(3) Let (2,A, /i) be a measure space. Let f : N > R* be a nonnegative measurable function. Define the sequence fn(x) = min{f(x), n}, n E N. Prove that for any A E A f du lim fn du A 4 (You must show that the integrals exist.) (3) Let (2,A, /i) be a measure space. Let f : N > R* be a nonnegative measurable function. Define the sequence fn(x) = min{f(x), n}, n E N. Prove...