MML - Review for Exam 3

We will have our third exam this Friday, March 28. This review sheet is again meant to help you succeed on that exam.

Generally, I will expect solutions to the problems, as opposed to just answers. So, for example, if the answer to an optimization problem is \(y=5\), then the solution will consist of a clear explanation with correctly written supporting computations indicating why the answer is \(y=5\).

Note that there is a link at the bottom of this sheet labeled either “Start Discussion” or “Continue Discussion”, depending on the status of those discussions. Following that link will take you to my forum where you can create an account with your UNCA email address. You can ask questions and/or post responses and answers there.

The problems

  1. Write down a careful definition of each of the following.

    1. Eigenvalue/Eigenvector pair for a matrix \(A\)
    2. Similarity of matrices \(A\) and \(B\)
    3. Principle component of a data matrix \(X\)

  2. Diagonalize the matrix \[A = \left( \begin{array}{cc} 5 & 1 \\ 1 & 5 \\ \end{array} \right)\] That is, express the matrix as a factorization \(A=SDS^{-1}\) where \(D\) is diagonal. You do not need to compute the inverse of \(S\) explicitly.

  3. Diagonalize the matrix \[B = \left( \begin{array}{ccc} 1 & 1 & 4 \\ 0 & -2 & 0 \\ 0 & -1 & -3 \\ \end{array} \right)\] That is, express the matrix as a factorization \(B=SDS^{-1}\) where \(D\) is diagonal. You do not need to compute the inverse of \(S\) explicitly.
    Comment: Maybe I’d give you the eigenvalues and eigenvectors for this problem??

  4. Compute \[A^{42}\begin{bmatrix}1 \\ 1\end{bmatrix}\] where \(A\) is the matrix in problem 2 and \[B^{42}\begin{bmatrix}1 \\ 1 \\ 1\end{bmatrix}\] where \(B\) is the matrix in problem 3 and

  5. Suppose that \(A\) is similar to \(B\) and that \(\lambda\) is an eigenvalue of \(A\) with corresponding eigenvector \(\vec{x}\). Show that \(\lambda\) is also an eigenvalue of \(B\). What is the corresponding eigenvector of \(B\)?

  6. Bob says that every \(3\times3\) matrix is similar to its own inverse. Provide a counter example showing that Bob is wrong.

  7. Suppose that \(A\), \(B\) and \(C\) are \(n\times n\) matrices with \(A\) similar to \(B\) and \(B\) similar to \(C\). Use the definition of similarity to prove that \(A\) is similar to \(C\).

  8. Consider the data matrix \(X\) given by

    \(\mathbf{x}_1\) \(\mathbf{x}_2\)
    1 3
    2 2
    3 1
    1. The principal components of \(X\) are the eigenvectors of what matrix?
    2. In what direction does the first principal component point?
      It might help to draw a picture!