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Solutions for Chapter 12.11: Probability
Full solutions for A Survey of Mathematics with Applications | 9th Edition
Upper triangular systems are solved in reverse order Xn to Xl.
Basis for V.
Independent vectors VI, ... , v d whose linear combinations give each vector in V as v = CIVI + ... + CdVd. V has many bases, each basis gives unique c's. A vector space has many bases!
Characteristic equation det(A - AI) = O.
The n roots are the eigenvalues of A.
Commuting matrices AB = BA.
If diagonalizable, they share n eigenvectors.
Hessenberg matrix H.
Triangular matrix with one extra nonzero adjacent diagonal.
Least squares solution X.
The vector x that minimizes the error lie 112 solves AT Ax = ATb. Then e = b - Ax is orthogonal to all columns of A.
Left nullspace N (AT).
Nullspace of AT = "left nullspace" of A because y T A = OT.
Matrix multiplication AB.
The i, j entry of AB is (row i of A)·(column j of B) = L aikbkj. By columns: Column j of AB = A times column j of B. By rows: row i of A multiplies B. Columns times rows: AB = sum of (column k)(row k). All these equivalent definitions come from the rule that A B times x equals A times B x .
Minimal polynomial of A.
The lowest degree polynomial with meA) = zero matrix. This is peA) = det(A - AI) if no eigenvalues are repeated; always meA) divides peA).
A directed graph that has constants Cl, ... , Cm associated with the edges.
In each column, choose the largest available pivot to control roundoff; all multipliers have leij I < 1. See condition number.
Rank one matrix A = uvT f=. O.
Column and row spaces = lines cu and cv.
Reduced row echelon form R = rref(A).
Pivots = 1; zeros above and below pivots; the r nonzero rows of R give a basis for the row space of A.
Reflection matrix (Householder) Q = I -2uuT.
Unit vector u is reflected to Qu = -u. All x intheplanemirroruTx = o have Qx = x. Notice QT = Q-1 = Q.
Row picture of Ax = b.
Each equation gives a plane in Rn; the planes intersect at x.
Row space C (AT) = all combinations of rows of A.
Column vectors by convention.
Iv·wl < IIvll IIwll.Then IvTAwl2 < (vT Av)(wT Aw) for pos def A.
Semidefinite matrix A.
(Positive) semidefinite: all x T Ax > 0, all A > 0; A = any RT R.
Combinations of VI, ... ,Vm fill the space. The columns of A span C (A)!
Symmetric factorizations A = LDLT and A = QAQT.
Signs in A = signs in D.