《Matrix Methods in Data Analysis, Signal Processing, and Machine Learning》MIT Course Number:18.065课程习题答案
LEC4. Eigenvalues and Eigenvectors
Problems of Lecture 4 (from textbook Section I.6)
2 Compute the eigenvalues and eigenvectors of A and
A
−
1
A^{−1}
A−1. Check the trace !
A
=
[
0
2
1
1
]
a
n
d
A
−
1
=
[
−
1
/
2
1
1
/
2
0
]
.
A=\begin{bmatrix}0&2\\1&1\end{bmatrix}\ and\ A^{−1}=\begin{bmatrix}-1/2&1\\1/2&0\end{bmatrix}.
A=[0121] and A−1=[−1/21/210].
A
−
1
A^{−1}
A−1 has the
∗
∗
∗
∗
‾
\underline{****}
∗∗∗∗eigenvectors as A. When A has eigenvalues
λ
1
λ_1
λ1 and
λ
2
λ_2
λ2 , its inverse has eigenvalues
∗
∗
∗
∗
‾
\underline{****}
∗∗∗∗.
11 The eigenvalues of A equal the eigenvalues of A T A^T AT. This is because det(A − λI) equals det( A T A^T AT − λI). That is true because ∗ ∗ ∗ ∗ ‾ \underline{****} ∗∗∗∗ . Show by an example that the eigenvectors of A and A T A^T AT are not the same.
15 (a) Factor these two matrices into A =
X
Λ
X\Lambda
XΛ
X
−
1
X^{−1}
X−1 :
A
=
[
1
2
0
3
]
a
n
d
A
=
[
1
1
3
3
]
.
A=\begin{bmatrix}1&2\\0&3\end{bmatrix}\ and\ A=\begin{bmatrix}1&1\\3&3\end{bmatrix}.
A=[1023] and A=[1313].
(b) If A =
X
Λ
X\Lambda
XΛ
X
−
1
X^{−1}
X−1 then
A
3
A^3
A3 = ( )( )( ) and
A
−
1
A^{−1}
A−1 = ( )( )( ).
Solutions to Lecture 4
2 A − 1 A^{−1} A−1 has the s a m e ‾ \underline{same} same eigenvectors as A. When A has eigenvalues λ 1 = 2 λ_1=2 λ1=2 and λ 2 = − 1 λ_2=-1 λ2=−1 , its inverse has eigenvalues λ 1 − 1 = 1 / 2 a n d λ 2 − 1 = − 1 ‾ \underline{λ^{-1}_1=1/2\ and\ λ^{-1}_2=-1} λ1−1=1/2 and λ2−1=−1.
11 (A − λI) has the same determinant as (
A
T
A^T
AT − λI) which can be written as
(
A
−
λ
I
)
T
(A − λI)^T
(A−λI)T because every square matrix has det(M) = det(
M
T
M^T
MT) . That every square matrix has det(M) = det(
M
T
M^T
MT) is a basic fact because determinant is the sum of product of items that come from different columns and rows and if you transpose that matrix the result won’t change.
[
1
0
1
0
]
h
a
v
e
e
i
g
e
n
v
e
c
t
o
r
s
[
0
1
]
,
[
1
/
2
1
/
2
]
\begin{bmatrix}1&0\\1&0\end{bmatrix}\ have\ eigenvectors\ \begin{bmatrix}0\\1\end{bmatrix}\ ,\begin{bmatrix}1/\sqrt{2}\\1/\sqrt{2}\end{bmatrix}
[1100] have eigenvectors [01] ,[1/21/2]
[
1
1
0
0
]
h
a
v
e
e
i
g
e
n
v
e
c
t
o
r
s
[
−
1
/
2
1
/
2
]
,
[
1
0
]
\begin{bmatrix}1&1\\0&0\end{bmatrix} have\ eigenvectors\ \begin{bmatrix}-1/\sqrt{2}\\1/\sqrt{2}\end{bmatrix}\ , \begin{bmatrix}1\\0\end{bmatrix}\
[1010]have eigenvectors [−1/21/2] ,[10] They have different eigenvectors.
15 (a)
A
=
[
1
2
0
3
]
=
[
1
1
/
2
0
1
/
2
]
[
1
0
0
3
]
[
1
−
1
0
2
]
A=\begin{bmatrix}1&2\\0&3\end{bmatrix}\ =\ \begin{bmatrix}1&1/\sqrt{2}\\0&1/\sqrt{2}\end{bmatrix}\begin{bmatrix}1&0\\0&3\end{bmatrix}\begin{bmatrix}1&-1\\0&\sqrt{2}\end{bmatrix}
A=[1023] = [101/21/2][1003][10−12]
A
=
[
1
1
3
3
]
=
[
1
/
2
1
/
10
−
1
/
2
3
/
10
]
[
0
0
0
4
]
[
3
2
/
4
−
2
/
4
10
/
4
10
/
4
]
A=\begin{bmatrix}1&1\\3&3\end{bmatrix}\ =\ \begin{bmatrix}1/\sqrt{2}&1/\sqrt{10}\\-1/\sqrt{2}&3/\sqrt{10}\end{bmatrix}\begin{bmatrix}0&0\\0&4\end{bmatrix}\begin{bmatrix}3\sqrt{2}/4&-\sqrt{2}/4\\\sqrt{10}/4&\sqrt{10}/4\end{bmatrix}
A=[1313] = [1/2−1/21/103/10][0004][32/410/4−2/410/4]
(b) If A =
X
Λ
X\Lambda
XΛ
X
−
1
X^{−1}
X−1 then
A
3
A^3
A3 = (
X
X
X)(
Λ
3
\Lambda^3
Λ3 )(
X
−
1
X^{−1}
X−1) and
A
−
1
A^{−1}
A−1 = (
X
−
1
X^{−1}
X−1)(
Λ
−
1
\Lambda^{-1}
Λ−1)(
X
X
X).