[理工] [工數] [矩陣] 特徵值

看板Grad-ProbAsk作者 (阿Ken)時間14年前 (2010/03/23 20:45), 編輯推噓5(5019)
留言24則, 4人參與, 最新討論串1/2 (看更多)
(a) Given a matrix A = [ 5 -1 ] , find the orthonormal matrix T [ -1 5 ] that can produce the diagonal matrix D = [λ1 0] by D = TAT^-1, [0 λ2] where λ1 and λ2 are eigenvalues and λ1 > λ2 <=====(3) 我的計算過程如下: 目測λ= 6 , 6 將λ= 6 代回 (A - λI) T = 0 , [ -1 -1 ][T1] = 0 [ -1 -1 ][T2] = 0 得到 T = c1 [ 1] + c2 [-1] = [ 1 -1] <========= (1) [-1] [ 1] [-1 1] D = TAT^-1 = [ 6 0 ] <========= (2) [ 0 6 ] --------------------------------------------------------------------- (1)題目中的orthonormal矩陣T,我其實不知道在問什麼, 我是解讀成求特徵向量,所以用特徵向量解法計算,請問這觀念是否正確? 請問錯誤的話orthonormal矩陣T該如何求出呢? (2)這裡 對角矩陣 D 的 TAT^-1計算過程 我直接跳過,  ̄ ̄ ̄ ̄ ̄ ̄ ̄ 把求到的λ1與λ2代進對角線之中, 不按順序放入λ1與λ2, 此做法是否合宜? (λ皆為同數值情況下 or 非同數值情況下) (3)說的是如果λ非同數值,則λ1放較大的數值嗎?? ---------------------------------------------------------------------- (b) Given the quadratic form X^T A X = Q where X = [X1,X2]^T , prove that λ1 y1^2 +λ2 y2^2 = Q if y = T^-1 X ,where y =[y1,y2]^T ----------------------------------------------------------------- 我的計算過程如下: X^T = [X1,X2] 由(a)小題得知 A = [ 5 -1] [-1 5] [ 5 -1] [5 X1^2 - X2^2] X^T A X = [X1,X2] [-1 5] [X1,X2]^T = [- X1^2 +5 X2^2] <=========(4) 將(a)小題求得的T代入 y = T^-1 X T=[ 1 -1] y =[ 1 -1]^-1 X = 1/2 [1 1] X╮ [-1 1] [-1 1] [1 1] ├ y = [y1 y1] │ [y2 y2] (把題目給的y代入上式) y = [y1,y2]^T ╯ ---------- X 2 由上式可得知 y1 = 1/2 , y2 = 1/2 將(a)小題求得的λ1,λ2 = 6 代入 λ1 y1^2 +λ2 y2^2 = Q 6 x y1^2 + 6 x y2^2 = 3 ----------------------------------------------------- (4)我算出λ1 y1^2 +λ2 y2^2 的 Q = 3 了 可是好像跟X^T A X 的 Q 沒相關性 ,請問我答案3就是題目要的答案嗎? 因為這是連鎖題,感覺(a)錯了後面(b)就跟著錯了,寫的很沒把握 ------------------------------------------------------- (c) Identify the conic section 5X1^2 - 2X1X2 + 5X2^2 = 24 and plot the graph the conic section. 這題好像是畫直角座標系的圖,可是不知如何下筆 有勞版上朋友賜教了 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 220.139.140.118

03/23 20:48, , 1F
入怎麼會是6,6 @@ 是6,4吧?
03/23 20:48, 1F

03/23 20:49, , 2F
完了...一下筆就錯了
03/23 20:49, 2F

03/23 21:13, , 3F
orthonormal是orthogonal+normal 也就是正交單位矩陣
03/23 21:13, 3F

03/23 21:14, , 4F
把你的eigenvector單位化再組成過渡矩陣就是了
03/23 21:14, 4F

03/23 21:24, , 5F
謝謝SQ大解答^^
03/23 21:24, 5F

03/23 21:27, , 6F
3F...orthogonal matrix必為normal matrix吧@@
03/23 21:27, 6F

03/23 21:34, , 7F
沒有阿 誰講的= =
03/23 21:34, 7F

03/23 21:37, , 8F
orthonomal定義是(A^t)*A =A*(A^t) = idendity
03/23 21:37, 8F

03/23 21:37, , 9F
打錯 上面是orthogonal
03/23 21:37, 9F

03/23 21:38, , 10F
normal matrix定義是 (A^t)*A = A*(A^t)
03/23 21:38, 10F

03/23 21:39, , 11F
好像...掯 難怪我考不上orz
03/23 21:39, 11F

03/23 21:40, , 12F
orthonormal set 是正交歸一 orthogonal set僅是正交
03/23 21:40, 12F

03/23 21:41, , 13F
但是在orthogonal matrix 定義之下,他的行(或列)相互
03/23 21:41, 13F

03/23 21:42, , 14F
正交且長度為1
03/23 21:42, 14F

03/23 21:47, , 15F
18125好像跟你講的不一樣@@
03/23 21:47, 15F

03/23 22:05, , 16F
好吧 我這樣講好了 事實上我沒有看過orthonomal matrix
03/23 22:05, 16F

03/23 22:07, , 17F
orthogonal matrix就是unitary
03/23 22:07, 17F

03/23 22:07, , 18F
如果你把orthonomal matrix當作unitary而把orthogonal
03/23 22:07, 18F

03/23 22:08, , 19F
matrix當作僅是行向量為正交集 這樣會錯的
03/23 22:08, 19F

03/23 22:21, , 20F
有些東西要討論到定義的話還是翻書比較好,但是不同書也
03/23 22:21, 20F

03/23 22:22, , 21F
會有不同定義,我手邊這本是Stephen H.Friedberg 第四版
03/23 22:22, 21F

03/23 22:26, , 22F
它是對佈於實數體的orthgonal operator定義的
03/23 22:26, 22F

03/24 01:39, , 23F
很謝謝squallting大與monkeykej大的解說,謝謝t5d大
03/24 01:39, 23F

03/24 01:52, , 24F
觀念不熟不了解遇到沒解過的題目果然會掛掉,真的很謝謝
03/24 01:52, 24F
文章代碼(AID): #1BgBW5Nx (Grad-ProbAsk)
文章代碼(AID): #1BgBW5Nx (Grad-ProbAsk)