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The second exam for the appm 3310: matrix methods course held in summer 2012. The exam covers various topics such as positive definite matrices, inner products, norms, fundamental subspaces, and orthogonal bases.
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APPM 3310: Matrix Methods — Exam #2 — Summer 2012
On the front of your bluebook write (1) your name, (2) TEST 2/3310, (3) SUMMER 2012 and a grading table. A correct answer with no supporting work may receive no credit while an incorrect answer with some correct work may receive partial credit. Start each problem on a new page. No electronic devices of any kind (e.g. cell phones, calculators, etc.) are permitted. A one-page sheet of notes is allowed. Justify your answers and show all work!
Problem 1. (30 points) The following problems are unrelated:
(a) What is the definition of a positive definite matrix?
(b) If F > 0 and if B > 0 then is it true that F + B > 0? Why or why not?
(c) Let q(x) = xT^ M x for any x ∈ Rn^ where M > 0, show that the expression
〈x, y〉 ≡
[q(x + y) − q(x) − q(y)]
is the same as the inner product defined by M.
Problem 2. (30 points) The following problems are unrelated:
(a) Find a basis for all the four fundamental subspaces of the matrix F =
1+i 2 i − 1 0 1 1 − 2 − 2 − 2 i 1 −i
(b) Show that every positive definite m × m matrix B is a Gram matrix (you must specify an inner product and a set of vectors and show that B is the associated Gram matrix.)
(c) Let ‖ · ‖F and ‖ · ‖B be two norms, does ‖v‖ ≡
(‖v‖F + ‖v‖B ) define a norm? (Either explicitly show that this satisfies all the properties of a norm or give an explicit example of when it fails to satisfy one of the properties.)
Problem 3. (40 points) The following problems are unrelated:
(a) Find the closest vector in the space S spanned by (1, 1 , 0 , 0)T^ and (0, 0 , 1 , 1)T^ to b = (3, 1 , 2 , 1)T^. What is the distance of b from the space S? Show all work.
(b) Find the straight line that best fits the data {(ti, yi)}^5 i=1 = {(1, 1), (2, 0), (3, −2), (4, −3), (5, −3)} in the least squares sense.
(c) Find all values of a so that the vectors
a 1
and
−a 1
form an orthogonal basis of R^2 with
respect to the inner product defined by the matrix K =
(d) Always True or False: Let F and B be symmetric matrices, if xT^ F x = xT^ Bx for any x ∈ Rn^ then F = B. Justify.