Onit -L Appliect Mathemadics Matrix Theory ‘Advancect Matrix Theory * Some tmportant matwx factorizatron ch Cholesky Decorpowiteon il QR Factorisatcon cin Bengeatary Vatue Decomporitton (SVD) ivy feast Suave metnedd . I Chotesky Decomponteon : = Note 189 wore Matrix A: ft 2 3 4 56 789 CH) Syrmmetac Matux As [! 2 3 a4 8 oe Gy ehh Gntt Matvr A= oo eat ot 1 ae ° cw ot Matwx A = [ . . C co a, 4 mite Externgutar matux A=[ a 3 4 o & & (a wD Lowey txlangutay matic A = o- oO, 466 Hepmerion : af a Squore maivx A Is a Ep medete beste amd posieeve dapndi fren A Gon be fantorisedd ay ©: i x Az bE copeve L ta a& lower ertargutay marta, * As LTDY whey U8 an epper tranguiay oe Pale 0 fyb: leap ( kyl Bor, Pam) = Ib = diag (Lu > Bag -- nn ) Note : TO solve 2 Sop Ciro ef equatron Ax-B > LETX=B =) LY¥e B Whew y-Ly, Propiems : 1. Pend the cholesky decomposition of A= fq & 12 ee ') Sotuteon: A= LRT a = fa 0 oO abd bce oce Ue) eof > (oa 6. 12 ar ab ad 6 3 0 IF ae bee bce oe ad barcode SoG ae Ge Bb=6 =)b-2 i oeen pracrt= 1B gf R072 SD oFs Wt 2929673 ads 4 badtce =IP 3 acorResn 2 g@et-8eS3 @5) aur gts a oy AHF Ob 2 pte ab-te-1-9 7 ae Arm: pe 2), a me ba oe ® mes o > qo o 4 GeO e @= 3 Oo D0 o 3 2 o 2 3 fo =) 3 8 4 3 C0 i. o 3 ! {i fe s ef fo . oe 3 oo 2 . > oe 4 fe Sb 3c oe ay Ge Co 2 } a SaA=3 7 azl ) 3b:=2 =) Be %, \ B04 ac, ee ea U-f! % “% (os t % oO oO ! oh oft ec [« roo 4s 4 ! i OO. 1 & 4, ve [ee [: 7 4% Ulooeclle o : : “ °] iy i): a % t oO oe si. as | SG oea. Fend the chotesky Aecomporitton of Re matyin Ape (A Od. Q 1 a -2 2 5 Solwtton > A = Lie o aoo a bd) be © 6 Ce de oo f => |4 a& -8 ar ab ad & t© & |* lab pact batce oa 2 acl: bdice dtyotpt > oe ab: & ad: 72 oe ab: B d= ~ >be) = d=-t ptuereto = p24 @sto = @ste-l 295) arg barcead 11) +2e@ =a =) Be. QeIio8 > e@=} Aer fe. 5 = Coie a Ff? 2 SFI-1=3 5 GG te [Se © ay) - ae) i a ' a) [oes Ponentt - De 4 4 oo Ca 2 “}o30 oO oS oo U2 fv— Soltetton: A neBars ; Sb=-15 etl ~ es) st zoe Ue | a ° , A = vu Dov 2 qa 3). f' 7% Soo r-% a oT o) Sy eG ee n) Find the eholeaky decom periteon of A a 12 o 26 Hence Solve the ae AXx2B woheve 7 x2 (4H y 2) and = (t14 236 308 ) Sotution : Conttnucon ep prob t To golve the aytim ap equation Ax:B 5 nex 28 $O D &82Q& F\Pn Qa e o 3 fim 41 8 oo 8 Ss =) 800 wy th aaa Up 2 286 geole )-(s rey 2 =) ( ty, ) (25) AY, FR 439 © ty fis eG 408ie ae " ay, +3 2 di tdYya = ase 4h tYgteygs aos oo ty. Se j : } BY, 2 286-Q(SB = da ASB) 34, = goa. Hts8)~H0 = [80 = 308-Al? = 40 ge = at Yorl2- whese Yo S72 mw ea | ] . oo 38 KS 5 53 B24 hy Zo |e to 2) He 12 oo 3 HS an, rake FIR = 58 Qaxt ig = 40 aus 212 2 [24 — Boe oe 240g. % 2% ) BI, 4 BX yang? 5? au, F xre) ee Doon 8 eee cee ee ae a ie a 5) Find the choleke deeompos efon ep the matarx azfact 8 - @ -l oe Soiwtion > AcLL 9 Ae fee sJfi Bd 2. def opoe at ab ad E 2 7) | * fab bict barce a4 8 L ad bdice otaehsf ab =-[ = V¥2b=-1 =) |b: - fide 2 Pel ee aaa backs aD fu Soa ee 2 Cs te ooo = 0% % olen fy ) basyee = - Bee > fi ett teos Tes] ee ee tie ts o vee eo = 1 Ve fio 8 i ie off i: , ° o, ° Vi N23 : i : “2 | OG De °° i. : sO o 4% ° oe d ° 0 FO. & ov: JDe “ol VAG foe \rat cy Ve i. o fy ° io : | ° Ss | o Oo oO oO i vib Ve pA ve = e -lo sue SH e@ Oo 3 2 Jb 58 oe 0 °.-t : be ha Mai | Fe el at b a > fe Vive 2 i 2 a } ail As D Uf ae | fe a He oO ‘ 4 1 3 . ° ° Cecio 5 — Dos fl Oo eo eas yy 1 © o Yo oo fo oO © 0 °o ©. 0o.° = io. Oo oe | eo 0 % [oe oo 5 a ~-t 2 ) Se |e 2 8 tence verftect 6) Rnd the oholesky decomposicton of fhe matrix fee A= lo 6 © 4.0 2 Sblutcon : De 7 oO ab ad 0 eo [= Bact bdace 4o 2& [= basco AMOS ©ad = 4 Brat, a @ abzo 2a: V2 =M@b:09 bro ads 4 cz ae Ane le= 5] ae C= Vb esta a fiaes—b arrests? 2 aay orf 29 Le [veo © (oo. o% ) io ee oo. VePf eto Ol ce Sollee o jet | S06 to Oo ae of | (20 4 oe o 2 Hence verifrec) QR Factosisatcon oF Decom posieion: d Depiction fet A matyx Q and the Upper ertargulay matux R be a nen fingulay motvix then there exut a unitary d auch that A= Qk Procederve Fo solve: ay Ar AF Qa, Gop Aad Os, Aer 38 Convidery A= Va, Vai be the Dien 4 oo. a ae xe dok a . co ee “Tey Te co | Ass a a 32 x fend tne oxthonormal bans to,» We 1 8 ey oe ee ae wall Well J usil ee € ty, 3? Oo 2,937) 2 a © & Form the matrix~ wrt the vectors V>Vg,Vz in terms Of 60,7 Wy ,003 x Wx R fiom the coeppicéent Into the expwessions oF vy Vg 7g x As QF. eg. Determine the BR Ae 1 ' ° ' it decormporitcon ef (He matnx Soleetcon: ) a eo a) Ce of here » A PS mon. MNactlay a - ! vet [| ef ) ee | t ! oi cl : -( AA a a | MA vy, Ht ieeeeeieereee: 3 itvet) ™, {Pre (= i Kh \ . “Xs 1 AME}Oe ° V3 8 ‘2 7 t “%From i |- erecal | y \ GB hs Ee t +4 42a a, ( ca ) a AG \ a WA % -4 ! oe 7 Ay : 1 4 % ‘3 % Us . t 1 7 . — . et Hers I ae t Va C wr &2 w, ) ae -1 1 \ Va re 2 2 eo © ~t oe ee NS Ve NR Oxthonorma} bavis ‘vreleetcon , Mis tet Pw 17 Ss Va oC PO. . 7 3 Vg = XW) [i _ eo + pP Wy oyO+rO Xp aha —a oe G ee 4 +b —O 2 o-so[ts) va o Ka Me = [a7 4 Sp © - sy a —————————— o = fF, o[P7? % | G2 a jas NB Va = coe | oe Ws . p iy, a) 0 ) ° We ( % Ly, | oe ule -| ef + _—— = Gs ae ap +9(0) — io Oe i = -% «®- ee a) Va vo va O16 4 oO: 2h > fize [O. . a t ® = : o oS 4° Be& : XK os in Va © o fe 2 @Fs ee 2 ° a ow 6 W% Je Nb Nb a poe Va RA Ve 5) 8 2 ot | i : girngulor ve the given matrix & a 8G 0 Dole amet a \ bate. uaraps ad re Vie : ea | | 3 ' Sy 7 4 ; A va Ot gee eee 2 will Ve 7 [ . WA Oe a AS toheve Up = Ve - < wy We7 O) Vall ; 7 y ob % Uge 2 (")-< Syd.) fen ° ' i i y ! y ke NM = ° La i: vi ' Ae ° 1 We7 ‘ ’ . ' aie : An aval a = ; . ~<1% : Ne % Pe as A Ye . | he ~ 3N> a fi - Wh = : % ay ; o = ° &y, of 2 2 6 BY, 3 0 oo ae \ é oo ual) Tororret (¢ . {= Problems Determine the QR decomporitton ep Me matn * 0 As O Oe 2A fe | o4 | 4 6 rar Singulay Value decompo ctor (8vp): Loe A be @ NoON- singular roaeux, Then there ens a orthogonal U and the diagonal roadne pb Such that Az vov' for 2 symmetric marty x x find AAT a Ferg the eharactenstcee equotron and hence ftrel Fe ekeen valued x Rend aren vectors &ot 70 vectors are orthogonal) x 27> % x= 4120) then foo the “orrmptliser| matsix 0,V x» Find Me diagonay rrorine D pa cp A OO, Now co 39 Syrometace. mataix AAT and ATA ave aqcual . aq ring avp of A= [: 72 : 2 ot of | Soler tcon : a | 41 8 ! oo | eet = 2-3 =I sf =I 3 2 aha racte Wste egracteon wu § (ae Aa leo. 2» ar. 3 att SA - S920 gy. Bim op Tre diagoro} element =P &, : b 3 oa) oS ° cep fet pls iz] < 84843 24 - |AAT{ « & 3 1 | = gay sg) oe |S eee eS =o @Characren sce @n » Hw At a ASO > Cat tor 44750 a (A-17 (A- 928 Ao, OF Jo find eegen Vvectow | CAAT Aa) x20 oat a c (+: 6-A 38 ie at 3 SHA Ky . (Q-A)x, S42 - Bez O — 3%, + (B-A) AeF3%Z= 0 Hp FS %Q 4 (O-ADAZEO Cone cty {Az° a oe 2 Ge a HA, + 8a t BF - x he Ag -3 7 7 2 3d b> 3 PS 87S 1 ea x ee eee ee se —G+h 3-4 2-4 i - “(2 Bs+ Ore th [A : % - 3% -% =O -39, + 5%, gs O a se Ae % Ap ae -3 4 fH a . 7 ~ 7 m | as ) 4 Ss my = Ae As Case ct) fo, 806 Ag a 3, — 2%4+3% =O — H+ Bx2- 1237 °Dx® SVD 22 7 Clo) t A “(3 ) (ei a 1) 20 1 mee AR So 2 | Geen: cll oe | “ Ve a od ah a ae oo v3 Ve a pall oe = Vo_ VL —- 2 Ve Ve Veo 7 © 6. © [‘ ° too Oo; © oO . [* [ iS Tr po bo toh oD re] Ve VE ao is x 00 ) ' ' ae 80 | J be Ki Xe XB N Boe i XkProblems ef fending SVP A= yea ee o | golutton: vee AAT = C : ta od Chavacd eri re eqn i =) 9,2 24229 oO S320 " 9S. Yatso oe 0 cee ae | non aquene Matti NS X> Ae by Co 0. JAa_ arco yal Anureo 9 9 0,0,4To fend ole ee ( AAT ALIX 20 > Qa 2 o \ i 6 oy °| 2 Jeflo Q ° o A = : COA) A FQ % =O Qt 4 (8-77 %y =O —-A% =O Case ci) QM, = 2%, Qn F2%Z+O —O ; “ Mn Me ay an 4a%20 —O® Taos 2) Amen ams a-2/, “Ye 3) Solve the POllocorng ays Of equations by using leas ¢ square method * 2%, 42%y -A%z et 4, 4 Bty-QAZ2 3 TAM, — Bg t6%R 2S Solutton : Ax =B : i & a a -2 7B: F cient matrix & A= 3 | 22 -% : -g -2 6 qhe least square aplesron sacesfies calay x2 AB ; ee & 2-2 (a (ee | " = = aes eee a & -2 1a 1% -&0 -2 -2 6 -a 2 & oe ae ee ) 246-4 i 22 a | 7 | &t6-4 le 5 oe 2 -a-6412 4 fy Gaussian eliminaken, ava, AB] = 1a 14 -an F [ fo (280 ft ee a 4 . 2 Bau 80, ‘ sc % Yo. fa? Rafy fo 2S the Ra RS Jag oe 4 SS aq 44‘the least square Soleeeron —Salrsfras (ae) x = Aue -1 aA ee ie oe! io a. of] oo Sofi) 6 os aoc o tH [ea ced tel ne qatdl wip fi ee ; a. ! 2 4-18-42 : to : -3 dl ' A a 0 -4 x, , : a (AAD ® a : : o 1 ws By Gaseran eluminaéron 4 : Bg |e ¥ te) |e ° i we) CoO oe ad 1 0 -21 5 . ‘ et ee ) 0 “31 0% 0 (2 ee 5 2120 2 ‘oe HF +O, v te ° Hf, | o 1 8 6 0 | ay J