Matrix Calculus - Linear Algebra

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Question

True or False, the Constrained Extremum Theorem only applies to skew-symmetric matrices.

Answer

It only applies to symmetric matrices, not skew-symmetric ones. The Constrained Extremum Theorem concerns the maximum and minimum values of the quadratic form when .

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Question

The maximum value of a quadratic form ( is an symmetric matrix, ) corresponds to which eigenvalue of ?

Answer

This is the statement of the Constrained Extremum Theorem. Likewise, the minimum value of the quadratic form corresponds to the smallest eigenvalue of .

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Which of the following expressions is one for the gradient of the determinant of an matrix ?

Answer

The expression for the determinant of using co-factor expansion (along any row) is

In order to find the gradient of the determinant, we take the partial derivative of the determinant expression with respect to some entry in our matrix, yielding .

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Question

Let , and , find the least squares solution for a linear line.

Answer

The equation for least squares solution for a linear fit looks as follows.

Recall the formula for method of least squares.

Remember when setting up the A matrix, that we have to fill one column full of ones.

To make things simpler, lets make , and

Now we need to solve for the inverse, we can do this simply by doing the following. We flip the sign on the off diagonal, and change the spots on the main diagonal, then we multiply by .

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