hw3: done 1,2,3,4,5a,6
This commit is contained in:
parent
a99a3a210a
commit
d897a331eb
2 changed files with 31 additions and 0 deletions
BIN
hw3/hw3.pdf
BIN
hw3/hw3.pdf
Binary file not shown.
31
hw3/hw3.tex
31
hw3/hw3.tex
|
@ -255,4 +255,35 @@ A_2 = \begin{bmatrix}
|
||||||
|
|
||||||
\[L = \begin{bmatrix}1\\4&2\\8&4&3\\3&8&5&4\\\end{bmatrix}\]
|
\[L = \begin{bmatrix}1\\4&2\\8&4&3\\3&8&5&4\\\end{bmatrix}\]
|
||||||
|
|
||||||
|
\section*{Question 5}
|
||||||
|
|
||||||
|
\subsection*{Point a)}
|
||||||
|
First of all, to show that $A_{1,1}$ is symmetric, we say:
|
||||||
|
|
||||||
|
\[\begin{bmatrix}A_{1,1} & A_{1,2}\\A_{2,1} & A_{2,2}\\\end{bmatrix} = A = A^T = \begin{bmatrix}A_{1,1}^T & A_{2,1}\\A_{1,2} & A_{2,2}^T\\\end{bmatrix}\]
|
||||||
|
|
||||||
|
Therefore we can say that
|
||||||
|
|
||||||
|
$$A_{1,1} = A_{1,1}^T$$
|
||||||
|
|
||||||
|
and thus $A_{1,1}$ is shown to be symmetric.
|
||||||
|
|
||||||
|
Then, since $A$ is positive definite, $x^TAx > 0$ for any vector $x \in R^n$. We choose a vector $x$ such that $x_k = 0$ for any $p < k \leq n$.
|
||||||
|
|
||||||
|
Then:
|
||||||
|
|
||||||
|
$$ x^TAx = \sum_{j=1}^n x_j \cdot \sum_{i=1}^n x_i a_{i,j} = \sum_{j=1}^p x_j \cdot \sum_{i=1}^n x_i a_{i,j} +
|
||||||
|
\sum_{j=p+1}^n 0 \cdot \sum_{i=1}^n 0 a_{i,j} =
|
||||||
|
\sum_{j=1}^p x_j \cdot (\sum_{i=i}^p x_i a_{i,j} +
|
||||||
|
\sum_{i=p+1}^n 0 a_{i,j}) =$$
|
||||||
|
$$=\sum_{j=1}^p x_j \cdot \sum_{i=i}^p x_i a_{i,j} =
|
||||||
|
\begin{bmatrix}x_1 & x_2 & \ldots & x_n\end{bmatrix}
|
||||||
|
A_{1,1}\begin{bmatrix}x_1 & x_2 & \ldots & x_n\end{bmatrix}^T$$
|
||||||
|
|
||||||
|
Then:
|
||||||
|
|
||||||
|
$$\begin{bmatrix}x_1 & x_2 & \ldots & x_n\end{bmatrix}A_{1,1}\begin{bmatrix}x_1 & x_2 & \ldots & x_n\end{bmatrix}^T>0$$
|
||||||
|
|
||||||
|
which is the definition of positive definiteness for $A_{1,1}$.
|
||||||
|
|
||||||
\end{document}
|
\end{document}
|
||||||
|
|
Reference in a new issue