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Orthogonally diagonalize the matrices in Exercises 13–22, giving an orthogonal matrix \(P\) and a diagonal matrix \(D\). To save you time, the eigenvalues in Exercises 17–22 are: (17) \( - {\bf{4}}\), 4, 7; (18) \( - {\bf{3}}\), \( - {\bf{6}}\), 9; (19) \( - {\bf{2}}\), 7; (20) \( - {\bf{3}}\), 15; (21) 1, 5, 9; (22) 3, 5.

16. \(\left( {\begin{aligned}{{}}{\,6}&{ - 2}\\{ - 2}&{\,\,\,9}\end{aligned}} \right)\)

Short Answer

Expert verified

The orthogonal diagonalization is \(\left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)\left( {\begin{aligned}{{}}5&{\,\,0}\\0&{10}\end{aligned}} \right){\left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)^{ - 1}}\).

Step by step solution

01

Find the characteristic polynomial

Ifis an\(n \times n\)matrix, then\(det\left( {A - \lambda I} \right)\), iscalled the characteristic polynomial of matrix\(A\).

Let\(A = \left( {\begin{aligned}{{}}{\,6}&{ - 2}\\{ - 2}&9\end{aligned}} \right)\)and\(I = \left( {\begin{aligned}{{}}1&0\\0&1\end{aligned}} \right)\)is identity matrix. Find the matrix\(\left( {A - \lambda I} \right)\)as shown below:

\(\begin{aligned}{}A - \lambda I &= \left( {\begin{aligned}{{}}{\,6}&{ - 2}\\{ - 2}&9\end{aligned}} \right) - \lambda \left( {\begin{aligned}{{}}1&0\\0&1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{6 - \lambda }&{ - 2}\\{ - 2}&{9 - \lambda }\end{aligned}} \right)\end{aligned}\)

Now, calculate the determinant of the matrix\(\left( {A - \lambda I} \right)\)as shown below:

\(\begin{aligned}{}det\left( {A - \lambda I} \right) &= det\left( {\begin{aligned}{{}}{6 - \lambda }&{ - 2}\\{ - 2}&{9 - \lambda }\end{aligned}} \right)\\ &= \left( {6 - \lambda } \right)\left( {9 - \lambda } \right) - 4\\ &= {\lambda ^2} - 15\lambda + 50\end{aligned}\)

So, the characteristic polynomial of matrix \(A\)is\({\lambda ^2} - 15\lambda + 50\).

02

Find the Eigen values

Thus, the eigenvalues of\(A\)are the solutions of the characteristic equation\(\det \left( {A - \lambda I} \right) = 0\). So, solve the characteristic equation\({\lambda ^2} - 15\lambda + 50 = 0\), as follows:

For the quadratic equation, \(a{x^2} + bx + c = 0\) , the general solution is given as\(x = \frac{{ - b \pm \sqrt {{b^2} - 4ac} \;\;}}{{2a}}\).

Thus, the solution of the characteristic equation\({\lambda ^2} - 15\lambda + 50 = 0\)is obtained as follows:

\(\begin{aligned}{}{\lambda ^2} - 15\lambda + 50 &= 0\\\lambda &= \frac{{ - \left( { - 15} \right) \pm \sqrt {{{\left( { - 15} \right)}^2} - 4\left( {50} \right)} }}{2}\\ &= \frac{{15 \pm \sqrt {25} }}{2}\\ &= 10,\,\,5\end{aligned}\)

The eigenvalues of \(A\)are \(\lambda = 10\) and \(\lambda = 5\) .

03

Find the matrix \(P\) and \(D\)

A matrix \(A\) is diagonalized as \(A = PD{P^{ - 1}}\), where \(P\) is orthogonal matrix of normalized Eigen vectors of matrix \(A\)and \(D\) is a diagonal matrix having Eigen values of matrix \(A\) on its principle diagonal.

For the Eigen value\(\lambda = 10\), the basis for Eigenspace is obtained by solving the system of equations\(\left( {A - 10I} \right){\bf{x}} = 0\). On solving it is obtained as\(\left( \begin{aligned}{}2\\1\end{aligned} \right)\).

Similarly, for the Eigen value\(\lambda = 5\), the basis for Eigenspace is obtained by solving the system of equations\(\left( {A - 5I} \right){\bf{x}} = 0\). On solving it is obtained as\(\left( \begin{aligned}{} - 1\\\,\,\,2\end{aligned} \right)\).

The normalized vectors are\({{\bf{u}}_1} = \left( \begin{aligned}{}2/\sqrt 5 \\1/\sqrt 5 \end{aligned} \right)\)and\({{\bf{u}}_2} = \left( \begin{aligned}{} - 1/\sqrt 5 \\\,\,\,2/\sqrt 5 \end{aligned} \right)\). So, the normalized matrix\(P\)is given as;

\(\begin{aligned}{}P &= \left( {{{\bf{u}}_1}\,\,{{\bf{u}}_2}} \right)\\ &= \left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)\end{aligned}\)

Here, the matrix \(D\) is obtained as \(D = \left( {\begin{aligned}{{}}{10}&0\\0&5\end{aligned}} \right)\).

04

Diagonalize matrix \(A\)

The matrix\(A\)is diagonalized as\(A = PD{P^{ - 1}}\). Thus, the orthogonal diagonalization is as follows:

\(\begin{aligned}{}A & = PD{P^{ - 1}}\\ & = \left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)\left( {\begin{aligned}{{}}{10}&{\,\,0}\\0&5\end{aligned}} \right){\left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)^{ - 1}}\end{aligned}\)

The orthogonal diagonalization is \(\left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)\left( {\begin{aligned}{{}}5&{\,\,0}\\0&{10}\end{aligned}} \right){\left( {\begin{aligned}{{}}{2/\sqrt 5 }&{ - 1/\sqrt 5 }\\{1/\sqrt 5 }&{\,\,\,\,2/\sqrt 5 }\end{aligned}} \right)^{ - 1}}\).

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Most popular questions from this chapter

In Exercises 3-6, find (a) the maximum value of \(Q\left( {\rm{x}} \right)\) subject to the constraint \({{\rm{x}}^T}{\rm{x}} = 1\), (b) a unit vector \({\rm{u}}\) where this maximum is attained, and (c) the maximum of \(Q\left( {\rm{x}} \right)\) subject to the constraints \({{\rm{x}}^T}{\rm{x}} = 1{\rm{ and }}{{\rm{x}}^T}{\rm{u}} = 0\).

5. \(Q\left( x \right) = x_1^2 + x_2^2 - 10x_1^{}x_2^{}\).

Classify the quadratic forms in Exercises 9–18. Then make a change of variable, \({\bf{x}} = P{\bf{y}}\), that transforms the quadratic form into one with no cross-product term. Write the new quadratic form. Construct \(P\) using the methods of Section 7.1.

14. \({\bf{3}}x_{\bf{1}}^{\bf{2}} + {\bf{4}}{x_{\bf{1}}}{x_{\bf{2}}}\)

In Exercises 1 and 2,find the change of variable \({\rm{x}} = P{\rm{y}}\) that transforms the quadratic form \({{\rm{x}}^T}A{\rm{x}}\) into \({{\rm{y}}^T}D{\rm{y}}\) as shown.

2. \(3x_1^2 + 3x_2^2 + 5x_3^2 + 6x_1^{}x_2^{} + 2x_1^{}x_3^{} + 2x_2^{}x_3^{} = 7y_1^2 + 4y_2^2\).

Let \(A = \left( {\begin{aligned}{{}}{\,\,\,2}&{ - 1}&{ - 1}\\{ - 1}&{\,\,\,2}&{ - 1}\\{ - 1}&{ - 1} &{\,\,\,2}\end{aligned}} \right)\),\({{\rm{v}}_1} = \left( {\begin{aligned}{{}}{ - 1}\\{\,\,\,0}\\{\,\,1}\end{aligned}} \right)\) and and\({{\rm{v}}_2} = \left( {\begin{aligned}{{}}{\,\,\,1}\\{\, - 1}\\{\,\,\,\,1}\end{aligned}} \right)\). Verify that\({{\rm{v}}_1}\), \({{\rm{v}}_2}\) an eigenvector of \(A\). Then orthogonally diagonalize \(A\).

In Exercises 17–24, \(A\) is an \(m \times n\) matrix with a singular value decomposition \(A = U\Sigma {V^T}\) , where \(U\) is an \(m \times m\) orthogonal matrix, \({\bf{\Sigma }}\) is an \(m \times n\) “diagonal” matrix with \(r\) positive entries and no negative entries, and \(V\) is an \(n \times n\) orthogonal matrix. Justify each answer.

20. Show that if\(A\)is an orthogonal\(m \times m\)matrix, then \(PA\) has the same singular values as \(A\).

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