Exam 11: Additional Topics and Applications

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Verify that the given matrix A is normal, then diagonalize A by finding a unitary matrix P and diagonal matrix D such that Verify that the given matrix A is normal, then diagonalize A by finding a unitary matrix P and diagonal matrix D such that      .   . Verify that the given matrix A is normal, then diagonalize A by finding a unitary matrix P and diagonal matrix D such that      .

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Find the maximum and minimum values of the quadratic form Find the maximum and minimum values of the quadratic form     subject to the constraints     and      , where     . subject to the constraints Find the maximum and minimum values of the quadratic form     subject to the constraints     and      , where     . and Find the maximum and minimum values of the quadratic form     subject to the constraints     and      , where     . , where Find the maximum and minimum values of the quadratic form     subject to the constraints     and      , where     . .

(Short Answer)
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Show that the given matrix is positive definite, and then find the LDU-factorization. Show that the given matrix is positive definite, and then find the LDU-factorization.

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Find a polynomial formula for the quadratic form Find a polynomial formula for the quadratic form     with the matrix      . with the matrix Find a polynomial formula for the quadratic form     with the matrix      . .

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Find the maximum and minimum values of the quadratic form Find the maximum and minimum values of the quadratic form     subject to the constraint      . subject to the constraint Find the maximum and minimum values of the quadratic form     subject to the constraint      . .

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If B is any If B is any     matrix, then the formula     defines a positive semidefinite quadratic form on      . matrix, then the formula If B is any     matrix, then the formula     defines a positive semidefinite quadratic form on      . defines a positive semidefinite quadratic form on If B is any     matrix, then the formula     defines a positive semidefinite quadratic form on      . .

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Find the Find the     matrix A of the quadratic form      . matrix A of the quadratic form Find the     matrix A of the quadratic form      . .

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Find Find     for the matrix      . for the matrix Find     for the matrix      . .

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Determine if the matrix A is positive definite. Determine if the matrix A is positive definite.

(Short Answer)
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If m is the minimum value of a quadratic form If m is the minimum value of a quadratic form     subject to the constraint      , then cm is the minimum value of     subject to the constraint      . subject to the constraint If m is the minimum value of a quadratic form     subject to the constraint      , then cm is the minimum value of     subject to the constraint      . , then cm is the minimum value of If m is the minimum value of a quadratic form     subject to the constraint      , then cm is the minimum value of     subject to the constraint      . subject to the constraint If m is the minimum value of a quadratic form     subject to the constraint      , then cm is the minimum value of     subject to the constraint      . .

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If A is positive definite, every entry along the diagonal of A is positive.

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If the quadratic form If the quadratic form     is positive definite, then A is invertible. is positive definite, then A is invertible.

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If A and B are If A and B are     matrices that are both normal, and      , then both     and AB are normal. matrices that are both normal, and If A and B are     matrices that are both normal, and      , then both     and AB are normal. , then both If A and B are     matrices that are both normal, and      , then both     and AB are normal. and AB are normal.

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If A has an LDU-factorization, then A is positive definite.

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Evaluate Evaluate      . .

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Show that the given matrix is positive definite, and then find the LDU-factorization of the matrix. Show that the given matrix is positive definite, and then find the LDU-factorization of the matrix.

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A symmetric matrix A symmetric matrix     is positive definite if and only if     is negative definite. is positive definite if and only if A symmetric matrix     is positive definite if and only if     is negative definite. is negative definite.

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Evaluate Evaluate     for the matrices      . for the matrices Evaluate     for the matrices      . .

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Find Find     for the matrix      . for the matrix Find     for the matrix      . .

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Determine if Determine if     is in      . is in Determine if     is in      . .

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