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Orhtogonally diagonalize the matrices in Exercises 37-40. To practice the methods of this section, do not use an eigenvector routine from your matrix program. Instead, use the program to find the eigenvalues, and for each eigenvalue \(\lambda \), find an orthogonal basis for \({\bf{Nul}}\left( {A - \lambda I} \right)\), as in Examples 2 and 3.

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

Short Answer

Expert verified

\(P = \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}&1&{ - 1}&1\\1&1&{ - 1}&{ - 1}\\{ - 1}&1&1&{ - 1}\\1&1&1&1\end{aligned}} \right)\), \(D = \left( {\begin{aligned}{{}}{19}&0&0&0\\0&{11}&0&0\\0&0&5&0\\0&0&0&{ - 11}\end{aligned}} \right)\)

Step by step solution

01

Step 1:Find the eigenvalues of the matrix

Use the following MATLAB code to find the eigenvalues of the given matrix:

\(\begin{aligned}{} > > A = \left( {\begin{aligned}{{}}6&2&9&{ - 6}\end{aligned};\,\begin{aligned}{{}}2&6&{ - 6}&9\end{aligned};\,\begin{aligned}{{}}9&{ - 6}&6&2\end{aligned};\,\begin{aligned}{{}}{ - 6}&9&2&6\end{aligned}} \right);\\ > > \left( {\begin{aligned}{{}}{\rm{E}}&{\rm{V}}\end{aligned}} \right) = {\rm{eigs}}\left( A \right);\end{aligned}\)

So, the eigenvalues are\(E = \left( {\begin{aligned}{{}}{19}\\{11}\\5\\{ - 11}\end{aligned}} \right)\).

02

Find the eigenvectors of the matrix

Use the following MATLAB code to find eigenvectors.

\( > > {v_i} = {\rm{nullbasis}}\left( {A - E\left( i \right)*{\rm{eye}}\left( 4 \right)} \right)\)

Following are the eigenvectors of A.

\({v_1} = \left( {\begin{aligned}{{}}{ - 1}\\1\\{ - 1}\\1\end{aligned}} \right)\), \({v_2} = \left( {\begin{aligned}{{}}1\\1\\1\\1\end{aligned}} \right)\), \({v_3} = \left( {\begin{aligned}{{}}{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right)\), and \({v_4} = \left( {\begin{aligned}{{}}1\\{ - 1}\\{ - 1}\\1\end{aligned}} \right)\)

03

Find the orthogonal projection

The orthogonal projections can be calculated as follows:

\(\begin{aligned}{}{{\bf{u}}_1} &= \frac{1}{{\left\| {{v_1}} \right\|}}{v_1}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}\\1\\{ - 1}\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{ - \frac{1}{2}}\\{\frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{u}}_2} &= \frac{1}{{\left\| {{v_2}} \right\|}}{v_2}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}1\\1\\1\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{u}}_3} &= \frac{1}{{\left\| {{v_3}} \right\|}}{v_3}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{ - \frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{u}}_4} &= \frac{1}{{\left\| {{v_4}} \right\|}}{v_4}\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}1\\{ - 1}\\{ - 1}\\1\end{aligned}} \right)\\ &= \left( {\begin{aligned}{{}}{\frac{1}{2}}\\{ - \frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right)\end{aligned}\)

04

Find the matrix P and D

The matrix P can be written using orthogonal projections:

\(\begin{aligned}{}P &= \left( {\begin{aligned}{{}}{ - \frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{ - \frac{1}{2}}\\{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\end{aligned}} \right)\\ &= \frac{1}{2}\left( {\begin{aligned}{{}}{ - 1}&1&{ - 1}&1\\1&1&{ - 1}&{ - 1}\\{ - 1}&1&1&{ - 1}\\1&1&1&1\end{aligned}} \right)\end{aligned}\)

The diagonalized matrix can be written as\(D = \left( {\begin{aligned}{{}}{19}&0&0&0\\0&{11}&0&0\\0&0&5&0\\0&0&0&{ - 11}\end{aligned}} \right)\).

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Most popular questions from this chapter

Question: 13. The sample covariance matrix is a generalization of a formula for the variance of a sample of \(N\) scalar measurements, say \({t_1},................,{t_N}\). If \(m\) is the average of \({t_1},................,{t_N}\), then the sample variance is given by

\(\frac{1}{{N - 1}}\sum\limits_{k = 1}^n {{{\left( {{t_k} - m} \right)}^2}} \)

Show how the sample covariance matrix, \(S\), defined prior to Example 3, may be written in a form similar to (1). (Hint: Use partitioned matrix multiplication to write \(S\) as \(\frac{1}{{N - 1}}\) times the sum of \(N\) matrices of size \(p \times p\). For \(1 \le k \le N\), write \({X_k} - M\) in place of \({\hat X_k}\).)

Question: In Exercises 15 and 16, construct the pseudo-inverse of \(A\). Begin by using a matrix program to produce the SVD of \(A\), or, if that is not available, begin with an orthogonal diagonalization of \({A^T}A\). Use the pseudo-inverse to solve \(A{\rm{x}} = {\rm{b}}\), for \({\rm{b}} = \left( {6, - 1, - 4,6} \right)\) and let \(\mathop {\rm{x}}\limits^\^ \)be the solution. Make a calculation to verify that \(\mathop {\rm{x}}\limits^\^ \) is in Row \(A\). Find a nonzero vector \({\rm{u}}\) in Nul\(A\), and verify that \(\left\| {\mathop {\rm{x}}\limits^\^ } \right\| < \left\| {\mathop {\rm{x}}\limits^\^ + {\rm{u}}} \right\|\), which must be true by Exercise 13(c).

15. \(A = \left[ {\begin{array}{*{20}{c}}{ - 3}&{ - 3}&{ - 6}&6&{\,\,1}\\{ - 1}&{ - 1}&{ - 1}&1&{ - 2}\\{\,\,\,0}&{\,\,0}&{ - 1}&1&{ - 1}\\{\,\,\,0}&{\,\,0}&{ - 1}&1&{ - 1}\end{array}} \right]\)

Orthogonally diagonalize the matrices in Exercises 13โ€“22, giving an orthogonal matrix \(P\) and a diagonal matrix \(D\). To save you time, the eigenvalues in Exercises 17โ€“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.

21. \(\left( {\begin{aligned}{{}}4&3&1&1\\3&4&1&1\\1&1&4&3\\1&1&3&4\end{aligned}} \right)\)

Determine which of the matrices in Exercises 1โ€“6 are symmetric.

1. \(\left[ {\begin{aligned}{{}}3&{\,\,\,5}\\5&{ - 7}\end{aligned}} \right]\)

Question: Find the principal components of the data for Exercise 2.

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