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Solution 6

The key points from the document are: 1) The pseudo-inverse of a wide matrix A is given by AT(AAT)-1. 2) The least squares solution is given by (ATA)-1ATy. 3) The vector corresponding to the largest principal component is the eigenvector of the covariance matrix R corresponding to the largest eigenvalue.

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47 views2 pages

Solution 6

The key points from the document are: 1) The pseudo-inverse of a wide matrix A is given by AT(AAT)-1. 2) The least squares solution is given by (ATA)-1ATy. 3) The vector corresponding to the largest principal component is the eigenvector of the covariance matrix R corresponding to the largest eigenvalue.

Uploaded by

chandraadityaoffl
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1.

The pseudo-inverse of a wide matrix 𝐀 is given as


𝐀𝑇 (𝐀𝐀𝑇 )−1
Ans d
2. The LS solution is given as
1
1 1 2
(𝐀𝑇 𝐀)−1 𝐀𝑇 𝐲̅ = [1 1 1 1 −2
][ ] = [ ]
4 1 −1 −1 1 3 2 1
2
Ans b
3. The vector 𝐯̅1 corresponding to the direction of the largest principal component is
given as Eigenvector of 𝐑 corresponding to the largest eigenvalue
Ans b
4. The pseudo-inverse of the matrix 𝐀 is
−1 −1 −1 −1 −1
−1 1 −1 1 1 −1
𝐀𝑇 (𝐀𝐀𝑇 )−1 = [ 1 −1] ([ ][ ])
−1 1 −1 −1 1 1 −1 1
1 1 1 1
−1 −1
1
= [ 1 −1]
4 −1 1
1 1
Ans a
5. The eigenvalue decomposition of an arbitrary 𝑛 × 𝑛 square matrix 𝐀 is given as
𝐀 = 𝐔𝚲𝐔−1
Ans d
6. The least norm solution for this system of equations is
1 1 1
1 1 −1 −2 1 −5
[ ][ ] = [ ]
4 −1 1 3 4 5
−1 −1 −1
Ans c
7. The probability density function of 𝐱̅ when 𝑥1 , 𝑥2 , … , 𝑥𝑛 are independent identically
distributed with variance 𝜎 2 is given as
𝑛
1 2 −‖𝐱̅‖22
( ) 𝑒 2𝜎
2𝜋𝜎 2
Ans a
8. The determinant of a unitary matrix 𝐔 satisfies the property
|det(𝐔)| = 1
Ans a
9. Given that the covariance matrix 𝐑 estimated during the Principal Component
Analysis (PCA) is
1 1 4 0 1 −1
𝐑=[ ][ ][ ]
−1 1 0 6 1 1
1 1 1 1
−
8 0 √2
= √2 √2 [ ] √2
1 1 0 12 1 1
−
[ √2 √2] [√2 √2 ]
𝐻
The quantity 𝐯̅1 𝐑𝐯̅1 equals the maximum eigenvalue ie 12
Ans b
10. The pseudo-inverse of the matrix 𝐀 can be evaluated as below
−1 −1 −1
−1
(𝐀𝑇 𝐀)−1 = ([−1 1 −1 1 ] [ 1 1 ]) = ([4 0]) = 1 [1 0]
−1 1 1 −1 −1 1 0 4 4 0 1
1 −1
1
(𝐀𝑇 𝐀)−1 𝐀𝑇 = [1 0] [−1 1 −1 1 ]
4 0 1 −1 1 1 −1
1 −1 1 −1 1
= [ ]
4 −1 1 1 −1
Ans c

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