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Multiple View Geometry: Exercise Sheet 2: A B A B A B A B A B

The document is an exercise sheet for a computer vision course. It contains two parts - the first part presents theory questions about groups, eigenvalues/eigenvectors, and the singular value decomposition. The second part provides practical exercises involving solving a linear system using the Moore-Penrose pseudoinverse and analyzing the solution set.

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Berkay Özerbay
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73 views2 pages

Multiple View Geometry: Exercise Sheet 2: A B A B A B A B A B

The document is an exercise sheet for a computer vision course. It contains two parts - the first part presents theory questions about groups, eigenvalues/eigenvectors, and the singular value decomposition. The second part provides practical exercises involving solving a linear system using the Moore-Penrose pseudoinverse and analyzing the solution set.

Uploaded by

Berkay Özerbay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Multiple View Geometry: Exercise Sheet 2

Prof. Dr. Florian Bernard, Florian Hofherr, Tarun Yenamandra


Computer Vision Group, TU Munich
Link Zoom Room , Password: 307238

Exercise: May 5th, 2021

Part I: Theory

1. Which groups have you seen in the lecture? Write down the names and the correct inclusions!
(e.g.: group A ⊂ group B)

2. Let A be a symmetric matrix, and λa , λb eigenvalues with eigenvectors va and vb . Prove: if va


and vb are not orthogonal, it follows: λa = λb .
Hint: What can you say about hAva , vb i?

R
3. Let A ∈ n×n be a symmetric matrix with the orthonormal basis of eigenvectors v1 , . . . , vn
and eigenvalues λ1 ≥ . . . ≥ λn . Find all vectors x, that minimize the following term:

min x> Ax
||x||=1

How many solutions exist? How can the term be maximized?

R
n
P
Hint: Use the expression x = αi vi with coefficients αi ∈ and compute appropriate coeffi-
i=1
cients!

4. Let A ∈ Rm×n. Prove that kernel(A) = kernel(A>A).


Hint: Consider a) x ∈ kernel(A) ⇒ x ∈ kernel(A> A)
and b) x ∈ kernel(A> A) ⇒ x ∈ kernel(A).

5. Singular Value Decomposition (SVD)


Let A = U SV > be the SVD of A.

(a) Write down possible dimensions for A, U, S and V .


(b) What are the similarities and differences between the SVD and the eigenvalue decompo-
sition?
(c) What do you know about the relationship between U, S, V and the eigenvalues and eigen-
vectors of A> A and AA> ?
(d) What is the interpretation of the entries in S and what do the entries of S tell us about A?

1
Part II: Practical Exercises
The Moore-Penrose pseudo-inverse

To solve the linear system Ax = b for an arbitrary (non-quadratic) matrix A ∈ Rm×n of rank
r ≤ min(m, n), one can define a (generalized) inverse, also called the Moore-Penrose pseudo-inverse
(refer to Chapter 1, last slide).
In this exercise we want to solve the linear system Dx = b with D ∈ Rm×4 , b ∈ Rm a vector whose
components are all equal to 1, and x∗ = [4, −3, 2, −1]T ∈ R4 should be one possible solution of the
linear system, i.e. for any row [d1 , d2 , d3 , d4 ] of D:

4d1 − 3d2 + 2d3 − d4 = 1

We recall that the set of all possible solutions is given by S = {x∗ + v | v ∈ kernel(D)}.

1. Create some data

(a) Generate such a matrix D using random values with m = 4 rows.


(Hint: Use rand to define d1 , d2 , d3 and set d4 = 4d1 − 3d2 + 2d3 − 1.)
In general, rank(D) = 4, hence there is a unique solution.
(b) Introduce small additive errors into the data.
(Hint: Use eps*rand with eps=1.e-4)

2. Find the coefficients x solving the system Dx = b

(a) Compute the SVD for the matrix D.


(Hint: Use svd)
(b) Compute the Moore-Penrose pseudo-inverse using the result from (a), and compare it to
the output of the MATLAB function pinv.
(c) Compute the coefficients x, and compare it to the true solution x∗ .

3. Repeat the two previous questions, by setting m to a higher value. How is the precision im-
pacted?

4. We assume in the following that m = 3, hence we have infinitely many solutions.

(a) Solve again the linear system using questions (1) and (2).
Thus rank(D) = 3 and dim(kernel(D)) = 1.
(b) Use the function null to get a vector v ∈ kernel(D).
The set of all possible solutions is S = {x + λv | λ ∈ R}.
(c) According to the last slide of Chapter 1, we know that the following statement holds:
xmin = A+ b is among all minimizers of kAx − bk2 the one with the smallest norm |x|.
Let λ ∈ R, xλ = x + λv one possible solution, and eλ = kDxλ − bk2 the associated error.
Using the function plot, display both graphs of kxλ k and eλ according to λ ∈ {−100, . . . , 100},
and observe that the statement indeed holds.

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