Math 2270, Fall 2015 Instructor: Thomas Goller 8 December 2015 Test #5 Solutions 1 Inventions (10 points) (a) Invent a unit vector in R4 with no zero entries. (2 points) Possible solution: 2 3 1 7 16 617 2 415 1 2 3 3 (b) Invent a vector with no zero entries that is orthogonal to 4 7 5. (2 points) 2 Possible solution: 2 3 1 415 5 (c) Invent vectors ~x1 , ~x2 in R2 such that the orthogonal complement of Span{~x1 , ~x2 } is a line. (2 points) Possible solution: 1 ~x1 = , 0 ~x2 = 2 0 (d) Invent a symmetric 2 ⇥ 2 matrix of rank 1. (2 points) Possible solution: 1 2 2 4 (e) Invent a matrix that is diagonalizable but not orthogonally diagonalizable. (2 points) Possible solution: 2 1 0 3 Math 2270, Fall 2015 2 Instructor: Thomas Goller 8 December 2015 Orthogonal Projection (10 points) 8 2 3 2 39 9 = < 2 4 5 4 1 , 15 of R3 . Consider the subspace W = Span : ; 1 5 (a) Compute an orthogonal basis B = {~u1 , ~u2 } of W . (3 points) Possible solution: 2 3 2 ~u1 = 415 , 1 2 3 9 ~u2 = 415 5 2 3 2 3 2 9 18 + 1 + 5 4 5 4 5 1 = 1 4+1+1 1 5 2 3 2 3 2 1 4 415 = 4 35 1 1 2 3 9 (b) Let ~y = 4 2 5. Compute projW ~y . (4 points) 4 Solution: projW ~y = 2 3 2 3 2 1 18 + 2 + 4 4 5 9 6+44 5 1 + 3 = 6 1+9+1 1 1 2 3 2 2 415 1 2 3 2 3 1 5 4 35 = 4 1 5 1 3 (c) What is the closest point in W to ~y ? (1 point) Solution: 2 3 5 415 3 (d) Compute the distance from ~y to W . (2 points) Solution: k~y 2 3 9 projW ~y k = 4 2 5 4 2 3 2 3 5 4 p p 4 1 5 = 4 1 5 = 16 + 1 + 49 = 66 3 7 Math 2270, Fall 2015 3 Instructor: Thomas Goller 8 December 2015 Least Squares Approximation (10 points) 2 3 2 3 1 0 4 ~ ~ 4 5 4 Consider the equation A~x = b, where A = 3 1 and b = 15. 0 1 0 (a) Determine whether A~x = ~b has a solution. (2 points) Solution: 2 3 2 1 0 4 1 0 4 3 1 15 ! 4 0 1 0 1 0 0 1 3 2 4 1 0 5 4 11 ! 0 1 0 0 0 3 4 0 5 11 Since the last row is all zeros except a nonzero number in the augmented column, the system has no solution. (b) Compute the unique solution ~x0 of AT A~x = AT~b. (5 points) Solution: 2 3 2 3 1 0 4 1 3 0 4 10 3 1 3 0 T T 415 = 7 3 15 = A A= , A ~b = 0 1 1 3 2 0 1 1 1 0 1 0 1 2 1 11 3 7 1 T 1 T~ = = ~x0 = (A A) A b = 3 10 1 11 1 11 11 (c) Compute kA~x0 ~bk. (2 points) Solution: A~x0 2 3 2 3 2 3 2 3 2 3 1 0 4 1 4 3 ~b = 43 15 1 415 = 4 2 5 415 = 4 1 5 1 0 1 0 1 0 1 2 3 3 p p 4 1 5 = 9 + 1 + 1 = 11 1 (d) What can you say about ~x0 to relate it to the original equation A~x = ~b? (1 point) Solution: ~x0 is the vector such that A~x0 is the best approximation to ~b in Col A. Math 2270, Fall 2015 4 Instructor: Thomas Goller 8 December 2015 Orthogonal Diagonalization (10 points) Let A = 4 2 2 . 7 (a) Why can you immediately tell that A is diagonalizable? (1 point) Solution: A is symmetric. (b) Compute the eigenvalues of A. (3 points) Solution: 4 2 2 so 1 = 8, 2 7 = 2 11 + 24 = ( 8)( 3), = 3. (c) Compute a basis {~v1 , ~v2 } of R2 consisting of orthonormal eigenvectors of A. (4 points) Solution: A A 8I = 3I = 2 2 1 ! , 1 0 0 2 1 2 ! , 4 0 0 4 2 1 2 1 ~v1 = p 5 1 2 1 2 ~v2 = p 5 1 (d) Write down the diagonalization A = P DP T , where the columns of P are orthonormal eigenvectors and D is diagonal. (2 points) Solution: 1 A= p 5 1 2 2 1 8 0 1 p 0 3 5 1 2 2 1 Math 2270, Fall 2015 5 Let 2 2 44 0 Instructor: Thomas Goller 8 December 2015 Singular Value Decomposition (10 points) 1 2 1 1 2 1 3 2 p 4 0 1/p5 8 05 = 42/ 5 0 2 0 A = and assume that p 32 0 2/p 5 10 5 4 0 0 1/ 5 0 1 0 an orthogonal diagonalization of AT A is given by p 32 p 3 0 0 1/ 5 2/ 5 0 2 05 4 0p 0p 15. 0 0 2/ 5 1/ 5 0 (a) Compute the singular value decomposition A = U ⌃V T . (Hint: V and ⌃ can easily be obtained from the given information!) (7 points) 2 p 1/p5 0 4 V = 2/ 5 0 0 1 p 3 p 2/p 5 10 p0 0 5 ⌃= 1/ 5 , 0 2 0 0 2 3 1 1 1 1 2 1 5 1 1 1 4 5 1 2 p = p ~u1 = A~v1 = p =p 10 1 2 1 5 5 2 5 2 1 1 0 2 3 0 1 1 1 2 1 1 4 5 1 0 =p ~u2 = A~v2 = p 1 2 1 1 2 2 2 1 p 2 p 3 p 1/ 5 2/ 5 0 1 1 1 2 1 1 10 p0 0 4 0p 0p 15 =p 1 2 1 0 2 0 2 1 1 2/ 5 1/ 5 0 (b) What is the rank r of A? (1 point) Solution: r = 2 (c) Compute the best rank 1 approximation of A. (2 points) Solution: u1~v1T 1~ = p ⇤ 1 1 1 ⇥ 1 2 0 1 2 0 p = 10 p 1 2 0 2 1 5