東京大学 新領域創成科学研究科 メディカル情報生命専攻 2024年1月実施 問題8
Author
zephyr
Description
Suppose that the eigenvalues and the corresponding eigenvectors of an square matrix are and respectively.
Suppose that is the identity matrix, and the inverse matrix of an invertible matrix is .
Answer the following questions.
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Show all the eigenvalues and the corresponding eigenvectors of .
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If are mutually different, show that is a diagonal matrix, using that is a matrix of concatenated eigenvectors.
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Show all the eigenvalues and the corresponding eigenvectors of .
\mathbf{A}^T \mathbf{A} = (\mathbf{U} \mathbf{\Sigma} \mathbf{V}^T)^T (\mathbf{U} \mathbf{\Sigma} \mathbf{V}^T) = \mathbf{V} \mathbf{\Sigma}^T \mathbf{U}^T \mathbf{U} \mathbf{\Sigma} \mathbf{V}^T = \mathbf{V} \mathbf{\Sigma}^2 \mathbf{V}^T
\mathbf{B} \mathbf{A} = (\mathbf{I}_m - \mathbf{A}^+ \mathbf{A}) \mathbf{A} = \mathbf{A} - \mathbf{A}^+ \mathbf{A} \mathbf{A} = \mathbf{A} - \mathbf{A} = \mathbf{0}
\mathbf{B} \mathbf{x} = (\mathbf{I}_m - \mathbf{A}^+ \mathbf{A}) \mathbf{x} = \mathbf{x}
\mathbf{x}_2 = \mathbf{x} - \mathbf{B} \mathbf{x} = \mathbf{x} - (\mathbf{I}_m - \mathbf{A}^+ \mathbf{A}) \mathbf{x} = \mathbf{A}^+ \mathbf{A} \mathbf{x}
\mathbf{x}_1^T \mathbf{x}_2 = (\mathbf{B} \mathbf{x})^T (\mathbf{A}^+ \mathbf{A} \mathbf{x}) = \mathbf{x}^T \mathbf{B}^T \mathbf{A}^+ \mathbf{A} \mathbf{x}
\mathbf{x}^T (\mathbf{I}_m - \mathbf{A}^+ \mathbf{A}) \mathbf{A}^+ \mathbf{A} \mathbf{x} = \mathbf{x}^T (\mathbf{A}^+ \mathbf{A} - \mathbf{A}^+ \mathbf{A}) \mathbf{x} = \mathbf{0}
\mathbf{A} \mathbf{x} - \mathbf{b} = \mathbf{A} (\mathbf{x} - \mathbf{x}_0) + (\mathbf{A} \mathbf{x}_0 - \mathbf{b})
\mathbf{A} \mathbf{x} - \mathbf{b} = \mathbf{A} (\mathbf{x} - \mathbf{x}_0)
(\mathbf{A} \mathbf{x} - \mathbf{b})^T (\mathbf{A} \mathbf{x} - \mathbf{b}) = (\mathbf{A} (\mathbf{x} - \mathbf{x}_0))^T (\mathbf{A} (\mathbf{x} - \mathbf{x}_0))