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Determine whether or not each of the five following matrices is orthogonal:

  1. \(\left( {\begin{align}{\bf{0}}&{\bf{1}}&{\bf{0}}\\{\bf{0}}&{\bf{0}}&{\bf{1}}\\{\bf{1}}&{\bf{0}}&{\bf{0}}\end{align}} \right)\)
  2. \(\left( {\begin{align}{{\bf{0}}{\bf{.8}}}&{\bf{0}}&{{\bf{0}}{\bf{.6}}}\\{{\bf{ - 0}}{\bf{.6}}}&{\bf{0}}&{{\bf{0}}{\bf{.8}}}\\{\bf{0}}&{{\bf{ - 1}}}&{\bf{0}}\end{align}} \right)\)
  3. \(\left( {\begin{align}{{\bf{0}}{\bf{.8}}}&{\bf{0}}&{{\bf{0}}{\bf{.6}}}\\{{\bf{ - 0}}{\bf{.6}}}&{\bf{0}}&{{\bf{0}}{\bf{.8}}}\\{\bf{0}}&{{\bf{0}}{\bf{.5}}}&{\bf{0}}\end{align}} \right)\)
  4. \(\left( {\begin{align}{}{{\bf{ - }}\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}&{\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}&{\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}\\{\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}&{{\bf{ - }}\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}&{\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}\\{\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}&{\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}&{{\bf{ - }}\frac{{\bf{1}}}{{\sqrt {\bf{3}} }}}\end{align}} \right)\)
  5. \(\left( {\begin{align}{}{\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}\\{{\bf{ - }}\frac{{\bf{1}}}{{\bf{2}}}}&{{\bf{ - }}\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}\\{{\bf{ - }}\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}&{{\bf{ - }}\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}\\{{\bf{ - }}\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}&{\frac{{\bf{1}}}{{\bf{2}}}}&{{\bf{ - }}\frac{{\bf{1}}}{{\bf{2}}}}\end{align}} \right)\)

Short Answer

Expert verified
  1. Is orthogonal
  2. Is orthogonal
  3. Is not orthogonal
  4. Is not orthogonal
  5. Is orthogonal

Step by step solution

01

Given information

The five matrices are there. Four of them are a 3*3 matrix and the rest one is a 4*4 matrix.

02

Determine the orthogonality condition

A square matrix is said to be orthogonal if and only if the transpose of the matrix is equal to its inverse matrix. i.e If A is a square matrix, then A is called orthogonal if and only if \({{\bf{A}}^{\bf{T}}}{\bf{ = }}{{\bf{A}}^{{\bf{ - 1}}}}\). i.e, \({\bf{A}}{{\bf{A}}^{\bf{T}}}{\bf{ = I}}\) So, there can be concluded that, if the product of the matrix and its transpose matrix is equal to its identity matrix then the matrix is orthogonal.

03

Check the orthogonality

a.

Let us consider the first matrix\(A = \left( {\begin{align}{}0&1&0\\0&0&1\\1&0&0\end{align}} \right)\)

So, the transpose of the matrix is \({A^T} = \left( {\begin{align}{}0&0&1\\1&0&0\\0&1&0\end{align}} \right)\)

Now,

\(\begin{array}{c}A{A^T} = \left[ {\begin{array}{}0&1&0\\0&0&1\\1&0&0\end{array}} \right] \times \left[ {\begin{array}{}0&0&1\\1&0&0\\0&1&0\end{array}} \right]\\ = \left[ {\begin{array}{}1&0&0\\0&1&0\\0&0&1\end{array}} \right]\\ = I\end{array}\)

Thus, the product of the matrix and its transpose matrix is equal to identity matrix. So, it is orthogonal.

b.

Let us consider the first matrix\(B = \left( {\begin{align}{}{0.8}&0&{0.6}\\{ - 0.6}&0&{0.8}\\0&{ - 1}&0\end{align}} \right)\)

So, the transpose of the matrix is \({B^T} = \left( {\begin{align}{}{0.8}&{0.6}&0\\0&0&{ - 1}\\{0.6}&{0.8}&0\end{align}} \right)\)

Now,

\(\begin{array}{c}A{A^T} = \left[ {\begin{array}{}{0.8}&0&{0.6}\\{ - 0.6}&0&{0.8}\\0&{ - 1}&0\end{array}} \right] \times \left[ {\begin{array}{}{0.8}&{0.6}&0\\0&0&{ - 1}\\{0.6}&{0.8}&0\end{array}} \right]\\ = \left[ {\begin{array}{}1&0&0\\0&1&0\\0&0&1\end{array}} \right]\\ = I\end{array}\)

Thus, the product of the matrix and its transpose matrix is equal to identity matrix. So, it is orthogonal.

c.

Let us consider the first matrix\(C = \left( {\begin{align}{}{0.8}&0&{0.6}\\{ - 0.6}&0&{0.8}\\0&{0.5}&0\end{align}} \right)\)

So, the transpose of the matrix is \({C^T} = \left( {\begin{align}{}{0.8}&{0.6}&0\\0&0&{0.5}\\{0.6}&{0.8}&0\end{align}} \right)\)

Now,

\(\begin{array}A{A^T} = \left[ {\begin{array}{}{0.8}&0&{0.6}\\{ - 0.6}&0&{0.8}\\0&{0.5}&0\end{array}} \right] \times \left[ {\begin{array}{}{0.8}&{0.6}&0\\0&0&{0.5}\\{0.6}&{0.8}&0\end{array}} \right]\\ = \left[ {\begin{array}{}1&0&0\\0&1&0\\0&0&{0.25}\end{array}} \right]\\ \ne I\end{array}\)

Thus, the product of the matrix and its transpose matrix is not equal to identity matrix. So, it is not orthogonal.

d).

Let us consider the first matrix\(D = \left( {\begin{align}{}{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}\end{align}} \right)\)

So, the transpose of the matrix is \({D^T} = \left( {\begin{align}{}{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}\end{align}} \right)\)

Now,

\(\begin{array}{c}A{A^T} = \left[ {\begin{array}{}{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}\end{array}} \right] \times \left[ {\begin{array}{}{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}\\{\frac{1}{{\sqrt 3 }}}&{\frac{1}{{\sqrt 3 }}}&{ - \frac{1}{{\sqrt 3 }}}\end{array}} \right]\\ = \left[ {\begin{array}{}1&{ - \frac{1}{3}}&{ - \frac{1}{3}}\\{ - \frac{1}{3}}&1&{ - \frac{1}{3}}\\{ - \frac{1}{3}}&{ - \frac{1}{3}}&1\end{array}} \right]\\ \ne I\end{array}\)

Thus, the product of the matrix and its transpose matrix is not equal to identity matrix. So, it is not orthogonal.

e).

Let us consider the first matrix\(E = \left( {\begin{align}{}{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\\{ - \frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\\{ - \frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}\\{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}\end{align}} \right)\)

So, the transpose of the matrix is \({E^T} = \left( {\begin{align}{}{\frac{1}{2}}&{ - \frac{1}{2}}&{ - \frac{1}{2}}&{ - \frac{1}{2}}\\{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}\end{align}} \right)\)

Now,

\(\begin{array}{c}A{A^T} = \left[ {\begin{array}{}{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\\{ - \frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\\{ - \frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}\\{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}\end{array}} \right] \times \left[ {\begin{array}{}{\frac{1}{2}}&{ - \frac{1}{2}}&{ - \frac{1}{2}}&{ - \frac{1}{2}}\\{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&{\frac{1}{2}}&{\frac{1}{2}}&{ - \frac{1}{2}}\end{array}} \right]\\ = \left[ {\begin{array}{}1&0&0&0\\0&1&0&0\\0&0&1&0\\0&0&0&1\end{array}} \right]\\ = I\end{array}\)

Thus, the product of the matrix and its transpose matrix is equal to identity matrix. So, it is orthogonal.

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Most popular questions from this chapter

In the situation of Exercise 9, suppose that a prior distribution is used forฮธwith p.d.f.ฮพ(ฮธ)=0.1 exp(โˆ’0.1ฮธ)forฮธ >0. (This is the exponential distribution with parameter 0.1.)

  1. Prove that the posterior p.d.f. ofฮธgiven the data observed in Exercise 9 is

\({\bf{\xi }}\left( {{\bf{\theta }}\left| {\bf{x}} \right.} \right){\bf{ = }}\left\{ \begin{align}{l}{\bf{4}}{\bf{.122exp}}\left( {{\bf{ - 0}}{\bf{.1\theta }}} \right)\;{\bf{if}}\;{\bf{4}}{\bf{.8 < \theta < 5}}{\bf{.2}}\\{\bf{0}}\;{\bf{otherwise}}\end{align} \right.\)

  1. Calculate the posterior probability \(\left| {{\bf{\theta - }}{{{\bf{\bar X}}}_{\bf{2}}}} \right|{\bf{ < 0}}{\bf{.1}}\), which \({{\bf{\bar X}}_{\bf{2}}}\)is the observed average of the datavalues.
  2. Calculate the posterior probability thatฮธis in the confidence interval found in part (a) of Exercise 9.
  3. Can you explain why the answer to part (b) is so close to the answer to part (e) of Exercise 9? Hint:Compare the posterior p.d.f. in part (a) to the function in Eq. (8.5.15).

By using the table of the t distribution given in the back of this book, determine the value of the integral

\(\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} \)

Suppose that \({X_1},...,{X_n}\) are i.i.d. having the normal distribution with mean ฮผ and precision \(\tau \) given (ฮผ, \(\tau \) ). Let (ฮผ, \(\tau \) ) have the usual improper prior. Let \({\sigma '^{2}} = \frac{{s_n^2}}{{n - 1}}\) . Prove that the posterior distribution of \(V = \left( {n - 1} \right){\sigma '^{2}}\tau \) is the ฯ‡2 distribution with n โˆ’ 1 degrees of freedom.

Suppose that\({{\bf{X}}_{\bf{1}}},{\bf{ \ldots }},{{\bf{X}}_{\bf{n}}}\)form a random sample from the normal distribution with unknown meanฮผand known variance\({{\bf{\sigma }}^{\bf{2}}}\). Let\({\bf{\Phi }}\)stand for the c.d.f. of the standard normal distribution, and let\({{\bf{\Phi }}^{{\bf{ - 1}}}}\)be its inverse. Show that

the following interval is a coefficient\(\gamma \)confidence interval forฮผif\({{\bf{\bar X}}_{\bf{n}}}\)is the observed average of the data values:

\(\left( {{{{\bf{\bar X}}}_{\bf{n}}}{\bf{ - }}{{\bf{\Phi }}^{{\bf{ - 1}}}}\left( {\frac{{{\bf{1 + }}\gamma }}{{\bf{2}}}} \right)\frac{{\bf{\sigma }}}{{{{\bf{n}}^{\frac{{\bf{1}}}{{\bf{2}}}}}}}{\bf{,}}{{{\bf{\bar X}}}_{\bf{n}}}{\bf{ + }}{{\bf{\Phi }}^{{\bf{ - 1}}}}\left( {\frac{{{\bf{1 + }}\gamma }}{{\bf{2}}}} \right)\frac{{\bf{\sigma }}}{{{{\bf{n}}^{\frac{{\bf{1}}}{{\bf{2}}}}}}}} \right)\)

Question:Suppose that\({{\bf{X}}_{\bf{1}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}\)form a random sample from a distribution for which the p.d.f. or the p.f. is f (x|ฮธ ), where the value of the parameter ฮธ is unknown. Let\({\bf{X = }}\left( {{{\bf{X}}_{\bf{1}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}} \right)\)and let T be a statistic. Assuming that ฮด(X) is an unbiased estimator of ฮธ, it does not depend on ฮธ. (If T is a sufficient statistic defined in Sec. 7.7, then this will be true for every estimator ฮด. The condition also holds in other examples.) Let\({{\bf{\delta }}_{\bf{0}}}\left( {\bf{T}} \right)\)denote the conditional mean of ฮด(X) given T.

a. Show that\({{\bf{\delta }}_{\bf{0}}}\left( {\bf{T}} \right)\)is also an unbiased estimator of ฮธ.

b. Show that\({\bf{Va}}{{\bf{r}}_{\bf{\theta }}}\left( {{{\bf{\delta }}_{\bf{0}}}} \right) \le {\bf{Va}}{{\bf{r}}_{\bf{\theta }}}\left( {\bf{\delta }} \right)\)for every possible value of ฮธ. Hint: Use the result of Exercise 11 in Sec. 4.7.

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