CSci 5304, F12

Second Midterm Test

Nov. 14th, 2012

Class lecture notes (those posted on the class web site) are allowed. No books. Duration: 75 mn. Calculators not needed. Weights are indicated in brackets at the end of each question. Base = 100pts. 1. Short questions. [Answer True or False or give a very brief answer. No justications needed.] [24 pts] (4pts per question) a. The singular values of A do not change if one or several columns of A change signs (i.e., if these columns are multiplied by -1). b. The Householder QR factorization of an m n matrix, with m < n, does not always exit. c. If A is symmetric positive denite (SPD) and is a positive scalar then A + I is SPD. d. If A is a symmetric positive denite matrix then trace(A) > 0. e. If Q is an m n orthogonal matrix with m > n then QT x
2

= x

for any x Rm .

f. Let A be an m n matrix and U be an m m unitary matrix. Then U A and A have the same singular values. 2. Consider the matrix A(, ) shown on the right. We seek , so that I A(, ) F is minimum, where I is the 3 3 identity matrix. (a) Express the problem as a least-squares system; [12 pts] Then (b) nd its solution.[8 pts]

0 1 0 A(, ) = 0 0 +
2

3. Let x = [1 0 2 2]T . In the following w is always a unit vector ( w (a) Find a unit vector w and > 0 such that (I 2wwT )x = e1 . [8 pts] (b) Find a unit vector w and < 0 such that (I 2wwT )x = e2 [8 pts] (c) Find a unit vector w such (I wwT )x = 0. [8 pts] 4. Consider the matrix A =

= 1).

2 1 2 1 2 1 2 1 T (a) Compute AA and obtain the matrix U of the SVD of A. [6 pts] (b) Find the thin SVD of A: A = U 1 V1T , U R22 unitary, 1 R22 ,... [6 pts] (c) What is the pseudo-inverse of A? [6 pts] (d) Find the vector xLS which has the smallest 2-norm and for which b Ax 2 is minimum for the right-hand side b = [8 8]T . [7 pts] (e) Find *all* least-squares solutions x to min b Ax 2 , for the same b as in (d). [Write these solutions in terms of free parameters.] [7 pts]