Ovde rešavamo zadatke iz MML Book
Koristićemo R i matlib biblioteku.
library(matlib)
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\(\begin{vmatrix} 1 & 3 & 5\\ 2 & 4 & 6\\ 0 & 2 & 4\\ \end{vmatrix} = 1 \cdot \begin{vmatrix} 4 & 6\\ 2 & 4\\ \end{vmatrix} -3 \cdot \begin{vmatrix} 2 & 6\\ 0 & 4\\ \end{vmatrix} + 5 \cdot \begin{vmatrix} 2 & 4\\ 0 & 2\\ \end{vmatrix} =\) \(4 \cdot 4 - 2 \cdot 6 - 3 \cdot ( 2 \cdot 4 -0 \cdot 6 ) + 5 \cdot ( 2 \cdot 2 - 0 \cdot 4 ) = 0\)
#########
# 4.1 #
#########
A = matrix(c(1,3,5,2,4,6,0,2,4),ncol = 3, byrow= "T"); det(A)
## [1] 0
Razvićemo po drugoj koloni: \(\begin{vmatrix} 2 & 0 & 1 & 2 & 0\\ 2 & -1 & 0 & 1 & 1\\ 0 & 1 & 2 & 1 & 2\\ -2 & 0 & 2 & -1 & 2\\ 2 & 0 & 0 & 1 & 1\\ \end{vmatrix} = -1 \cdot \begin{vmatrix} 2 & 1 & 2 & 0\\ 0 & 2 & 1 & 2\\ -2 & 2 & -1 & 2\\ 2 & 0 & 1 & 1\\ \end{vmatrix} - 1 \cdot \begin{vmatrix} 2 & 1 & 2 & 0\\ 2 & 0 & 1 & 1\\ -2 & 2 & -1 & 2\\ 2 & 0 & 1 & 1\\ \end{vmatrix} = \cdots = 6\)
#########
# 4.2 #
#########
A = matrix(c(2,0,1,2,0,2,-1,0,1,1,0,1,2,1,2,-2,0,2,-1,2,2,0,0,1,1),ncol = 5); det(A)
## [1] 6
#########
# 4.3 #
#########
# b
A = matrix(c(-2,2,2,1),ncol = 2, byrow = "T"); A
## [,1] [,2]
## [1,] -2 2
## [2,] 2 1
eigen(A)->ea; ea
## eigen() decomposition
## $values
## [1] 2 -3
##
## $vectors
## [,1] [,2]
## [1,] -0.4472136 -0.8944272
## [2,] -0.8944272 0.4472136
round(ea$vectors %*% diag(-c(sqrt(5),-sqrt(5))),digits=8)
## [,1] [,2]
## [1,] 1 -2
## [2,] 2 1
#########
# 4.4 #
#########
A = matrix(c(0,-1,1,1,-1,1,-2,3,2,-1,0,0,1,-1,1,0),ncol = 4, byrow = "T"); A
## [,1] [,2] [,3] [,4]
## [1,] 0 -1 1 1
## [2,] -1 1 -2 3
## [3,] 2 -1 0 0
## [4,] 1 -1 1 0
eigen(A)->ea; ea
## eigen() decomposition
## $values
## [1] 2+0.000000e+00i 1+0.000000e+00i -1+2.720552e-08i -1-2.720552e-08i
##
## $vectors
## [,1] [,2] [,3]
## [1,] 5.773503e-01+0i 0.5+0i -3.042967e-16-1.923721e-08i
## [2,] 2.319703e-16+0i 0.5+0i -7.071068e-01+0.000000e+00i
## [3,] 5.773503e-01+0i 0.5+0i -7.071068e-01+1.923721e-08i
## [4,] 5.773503e-01+0i 0.5+0i 8.012345e-16+8.740850e-24i
## [,4]
## [1,] -3.042967e-16+1.923721e-08i
## [2,] -7.071068e-01+0.000000e+00i
## [3,] -7.071068e-01-1.923721e-08i
## [4,] 8.012345e-16-8.740850e-24i
zapsmall(ea$values)
## [1] 2+0i 1+0i -1+0i -1+0i
lambda=Re(ea$values); zapsmall(lambda)
## [1] 2 1 -1 -1
vecs=Re(ea$vectors); zapsmall(vecs)
## [,1] [,2] [,3] [,4]
## [1,] 0.5773503 0.5 0.0000000 0.0000000
## [2,] 0.0000000 0.5 -0.7071068 -0.7071068
## [3,] 0.5773503 0.5 -0.7071068 -0.7071068
## [4,] 0.5773503 0.5 0.0000000 0.0000000
vecs=vecs %*% diag(c(sqrt(3),2,-sqrt(2),-sqrt(2)))
round(vecs,digits=8)
## [,1] [,2] [,3] [,4]
## [1,] 1 1 0 0
## [2,] 0 1 1 1
## [3,] 1 1 1 1
## [4,] 1 1 0 0
Vidimo da su karakteristične vrednosti i karakteristični prostori
koji im odgovaraju:
\(\lambda =
2\), \(E_{2} = \mbox{span} (
[1,0,1,1]^T )\),
\(\lambda =
1\), \(E_{1} = \mbox{span} (
[1,1,1,1]^T )\),
\(\lambda =
-1\) algebarski dvostruki, geometrijski jednostruki: \(E_{-1} = \mbox{span} ( [0,1,1,0]^T )\).
\(\begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix}^{-1} = \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix} = \mbox{diag} ( 1, 1 )\) invertibilna i dijagonalizabilna
\(\mbox{det} ( \begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix} ) = 0\), \(\begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix} = \mbox{diag} ( 1, 0 )\), nije invertibilna, jeste dijagonalizabilna
\(\begin{bmatrix} 1 & 1 \\ 0 &
1 \end{bmatrix}^{-1} = \begin{bmatrix} 1 & -1 \\ 0 &
1 \end{bmatrix}\)
\(\mbox{det} (
\begin{bmatrix} 1-\lambda & 1 \\ 0 & 1-\lambda \end{bmatrix} )
= 0 \Rightarrow \lambda = 1\) dvostruka nula.
Za \(\lambda = 1\): \(\begin{bmatrix} 0 & 1 \\ 0 & 0
\end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} =
\begin{bmatrix} 0 \\ 0 \end{bmatrix} \Leftrightarrow x_2 = 0\)
što daje jednodimenzionalni prostor \(E_{1} =
\mbox{span} ( [1, 0]^T )\).
Jeste invertibilna, nije
dijagonalizabilna
\(\mbox{det} ( \begin{bmatrix} 0 &
1 \\ 0 & 0 \end{bmatrix} ) = 0\),
\(\mbox{det} ( \begin{bmatrix} -\lambda & 1 \\ 0
& -\lambda \end{bmatrix} ) = 0 \Rightarrow \lambda = 0\)
dvostruka nula.
Za \(\lambda = 0\):
\(\begin{bmatrix} 0 & 1 \\ 0 & 0
\end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} =
\begin{bmatrix} 0 \\ 0 \end{bmatrix} \Leftrightarrow x_2 = 0\)
što daje jednodimenzionalni prostor \(E_{0} =
\mbox{span} ( [1, 0]^T )\).
Nije invertibilna, nije
dijagonalizabilna
#########
# 4.6 #
#########
# a
A = matrix(c(2,1,0,3,4,0,0,3,1), ncol = 3); A
## [,1] [,2] [,3]
## [1,] 2 3 0
## [2,] 1 4 3
## [3,] 0 0 1
ev = eigen(A)
ev$values
## [1] 5 1 1
ev$vectors
## [,1] [,2] [,3]
## [1,] -0.7071068 -0.9486833 9.486833e-01
## [2,] -0.7071068 0.3162278 -3.162278e-01
## [3,] 0.0000000 0.0000000 9.362223e-17
zapsmall(ev$vectors)
## [,1] [,2] [,3]
## [1,] -0.7071068 -0.9486833 0.9486833
## [2,] -0.7071068 0.3162278 -0.3162278
## [3,] 0.0000000 0.0000000 0.0000000
round(matrix(ev$vectors,ncol=3) %*% diag(-c(sqrt(2),sqrt(10),-sqrt(10))),digits=8)
## [,1] [,2] [,3]
## [1,] 1 3 3
## [2,] 1 -1 -1
## [3,] 0 0 0
#########
# 4.6 #
#########
# b
A = matrix(c(1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0), ncol = 4, byrow = T ); A
## [,1] [,2] [,3] [,4]
## [1,] 1 1 0 0
## [2,] 0 0 0 0
## [3,] 0 0 0 0
## [4,] 0 0 0 0
ev=eigen(A)
round(ev$values, digits = 8)
## [1] 1 0 0 0
round(ev$vectors, digits = 8)
## [,1] [,2] [,3] [,4]
## [1,] 1 -0.7071068 0 0
## [2,] 0 0.7071068 0 0
## [3,] 0 0.0000000 1 0
## [4,] 0 0.0000000 0 1
evx = round(ev$vectors %*% diag(c(1,-sqrt(2),1,1)), digits = 8); evx
## [,1] [,2] [,3] [,4]
## [1,] 1 1 0 0
## [2,] 0 -1 0 0
## [3,] 0 0 1 0
## [4,] 0 0 0 1
evx1 = solve(evx); round(evx1, digits = 8 )
## [,1] [,2] [,3] [,4]
## [1,] 1 1 0 0
## [2,] 0 -1 0 0
## [3,] 0 0 1 0
## [4,] 0 0 0 1
evx %*% evx1
## [,1] [,2] [,3] [,4]
## [1,] 1 0 0 0
## [2,] 0 1 0 0
## [3,] 0 0 1 0
## [4,] 0 0 0 1
evx1 %*% diag(c(1,0,0,0)) %*% evx
## [,1] [,2] [,3] [,4]
## [1,] 1 1 0 0
## [2,] 0 0 0 0
## [3,] 0 0 0 0
## [4,] 0 0 0 0
#########
# 4.7 #
#########
# a
A = matrix(c(0,-8,1,4), ncol = 2); A
## [,1] [,2]
## [1,] 0 1
## [2,] -8 4
ev=eigen(A);
round(ev$values, digits = 8)
## [1] 2+2i 2-2i
#########
# 4.7 #
#########
# b
A = matrix(c(1,1,1,1,1,1,1,1,1), ncol = 3); A
## [,1] [,2] [,3]
## [1,] 1 1 1
## [2,] 1 1 1
## [3,] 1 1 1
ev=eigen(A)
round(ev$values, digits = 8)
## [1] 3 0 0
round(ev$vectors, digits = 8)
## [,1] [,2] [,3]
## [1,] -0.5773503 0.8164966 0.0000000
## [2,] -0.5773503 -0.4082483 -0.7071068
## [3,] -0.5773503 -0.4082483 0.7071068
p=round(ev$vectors %*% diag(c(-sqrt(3),sqrt(6),sqrt(2))), digits = 8); p
## [,1] [,2] [,3]
## [1,] 1 2 0
## [2,] 1 -1 -1
## [3,] 1 -1 1
p1=solve(p); p1
## [,1] [,2] [,3]
## [1,] 0.3333333 0.3333333 0.3333333
## [2,] 0.3333333 -0.1666667 -0.1666667
## [3,] 0.0000000 -0.5000000 0.5000000
zapsmall(6*p1)
## [,1] [,2] [,3]
## [1,] 2 2 2
## [2,] 2 -1 -1
## [3,] 0 -3 3
p %*% diag(c(3,0,0))%*% p1
## [,1] [,2] [,3]
## [1,] 1 1 1
## [2,] 1 1 1
## [3,] 1 1 1
#########
# 4.7 #
#########
# c
A = matrix(c(5,0,-1,1,4,1,-1,1,2,-1,3,-1,1,-1,0,2), ncol = 4); A
## [,1] [,2] [,3] [,4]
## [1,] 5 4 2 1
## [2,] 0 1 -1 -1
## [3,] -1 -1 3 0
## [4,] 1 1 -1 2
ev = eigen(A)
ev$values
## [1] 4 4 2 1
ev$vectors
## [,1] [,2] [,3] [,4]
## [1,] -0.5773503 0.5773503 -5.773503e-01 -7.071068e-01
## [2,] 0.0000000 0.0000000 5.773503e-01 7.071068e-01
## [3,] 0.5773503 -0.5773503 4.079220e-16 1.480385e-16
## [4,] -0.5773503 0.5773503 -5.773503e-01 4.261214e-16
zapsmall(ev$vectors)
## [,1] [,2] [,3] [,4]
## [1,] -0.5773503 0.5773503 -0.5773503 -0.7071068
## [2,] 0.0000000 0.0000000 0.5773503 0.7071068
## [3,] 0.5773503 -0.5773503 0.0000000 0.0000000
## [4,] -0.5773503 0.5773503 -0.5773503 0.0000000
round(matrix(ev$vectors,ncol=4) %*% diag(c(-sqrt(3),sqrt(3),-sqrt(3),-sqrt(2))),digits=8)
## [,1] [,2] [,3] [,4]
## [1,] 1 1 1 1
## [2,] 0 0 -1 -1
## [3,] -1 -1 0 0
## [4,] 1 1 1 0
#########
# 4.7 #
#########
# d
A = matrix(c(5,-1,3,-6,4,-6,-6,2,-4), ncol = 3); A
## [,1] [,2] [,3]
## [1,] 5 -6 -6
## [2,] -1 4 2
## [3,] 3 -6 -4
ev=eigen(A)
round(ev$values, digits = 8)
## [1] 2 2 1
round(ev$vectors, digits = 8)
## [,1] [,2] [,3]
## [1,] -0.6854346 -0.9414664 -0.6882472
## [2,] 0.3141575 -0.1976432 0.2294157
## [3,] -0.6568748 -0.2730900 -0.6882472
p=round(ev$vectors, digits = 8); p
## [,1] [,2] [,3]
## [1,] -0.6854346 -0.9414664 -0.6882472
## [2,] 0.3141575 -0.1976432 0.2294157
## [3,] -0.6568748 -0.2730900 -0.6882472
p1=solve(p); p1
## [,1] [,2] [,3]
## [1,] -4.016414 9.2993609 7.116201
## [2,] -1.324541 -0.3973624 1.192087
## [3,] 4.358899 -8.7177980 -8.717798
round(p %*% diag(c(2,2,1))%*% p1,digits=8)
## [,1] [,2] [,3]
## [1,] 5 -6 -6
## [2,] -1 4 2
## [3,] 3 -6 -4
#########
# 4.8 #
#########
A = matrix(c(3,2,2,3,2,-2), ncol = 3); A
## [,1] [,2] [,3]
## [1,] 3 2 2
## [2,] 2 3 -2
svda = svd(A, nu=2, nv = 3); svda
## $d
## [1] 5 3
##
## $u
## [,1] [,2]
## [1,] -0.7071068 -0.7071068
## [2,] -0.7071068 0.7071068
##
## $v
## [,1] [,2] [,3]
## [1,] -7.071068e-01 -0.2357023 -0.6666667
## [2,] -7.071068e-01 0.2357023 0.6666667
## [3,] 1.604701e-16 -0.9428090 0.3333333
U = svda$u
S = 0*A
for(k in 1:min(dim(A))) {S[k,k] = svda$d[k]}
V = svda$v
U%*% S %*% t(V)
## [,1] [,2] [,3]
## [1,] 3 2 2
## [2,] 2 3 -2
zapsmall(V)
## [,1] [,2] [,3]
## [1,] -0.7071068 -0.2357023 -0.6666667
## [2,] -0.7071068 0.2357023 0.6666667
## [3,] 0.0000000 -0.9428090 0.3333333
\(\begin{bmatrix} 2 & 3 & -2 \\ 3 & 2 & 2 \\ \end{bmatrix} = \begin{bmatrix} -\frac{\sqrt2}2 & -\frac{\sqrt2}2 \\ -\frac{\sqrt2}2 & \frac{\sqrt2}2 \\ \end{bmatrix} \begin{bmatrix} 5 & 0 & 0 \\ 0 & 3 & 0 \\ \end{bmatrix} \begin{bmatrix} -\frac{\sqrt2}2 & -\frac{\sqrt2}6 & -\frac23 \\ -\frac{\sqrt2}2 & \frac{\sqrt2}6 & \frac23 \\ 0 & -\frac{2\sqrt2}3 & \frac13 \\ \end{bmatrix}^T\)
#########
# 4.10 #
#########
U[,1] %*% t(V[,1])
## [,1] [,2] [,3]
## [1,] 0.5 0.5 -1.134695e-16
## [2,] 0.5 0.5 -1.134695e-16
zapsmall(5 * U[,1] %*% t(V[,1]))
## [,1] [,2] [,3]
## [1,] 2.5 2.5 0
## [2,] 2.5 2.5 0
\(A_1 = u_1 v_1^T = 5\ \begin{bmatrix} -\frac{\sqrt2}2 \\ -\frac{\sqrt2}2 \\ \end{bmatrix} \begin{bmatrix} -\frac{\sqrt2}2 \\ -\frac{\sqrt2}2 \\ 0 \\ \end{bmatrix}^T = \begin{bmatrix} \frac52 & \frac52 & 0 \\ \frac52 & \frac52 & 0 \\ \end{bmatrix}= \begin{bmatrix} 2.5 & 2.5 & 0 \\ 2.5 & 2.5 & 0 \\ \end{bmatrix}\)
#########
# 4.9 #
#########
A = matrix(c(2,-1,2,1), ncol = 2); A
## [,1] [,2]
## [1,] 2 2
## [2,] -1 1
svda = svd(A, nu=2, nv = 2); svda
## $d
## [1] 2.828427 1.414214
##
## $u
## [,1] [,2]
## [1,] -1.000000e+00 1.110223e-16
## [2,] 1.110223e-16 1.000000e+00
##
## $v
## [,1] [,2]
## [1,] -0.7071068 -0.7071068
## [2,] -0.7071068 0.7071068
U = svda$u
S = 0*A
for(k in 1:min(dim(A))) {S[k,k] = svda$d[k]}
V = svda$v
U%*% S %*% t(V)
## [,1] [,2]
## [1,] 2 2
## [2,] -1 1
zapsmall(U)
## [,1] [,2]
## [1,] -1 0
## [2,] 0 1
\(\begin{bmatrix} 2 & 2 \\ -1 & 1 \\ \end{bmatrix} = \begin{bmatrix} -1 & 0 \\ 0 & 1 \\ \end{bmatrix} \begin{bmatrix} 2 \sqrt2 & 0 \\ 0 & \sqrt2 \\ \end{bmatrix} \begin{bmatrix} -\frac{\sqrt2}2 & -\frac{\sqrt2}2 \\ -\frac{\sqrt2}2 & \frac{\sqrt2}2 \\ \end{bmatrix}^T\)