MathTest - DATA SCIENCE
MathTest - DATA SCIENCE
Important Information
The candidate’s performance in this test will be taken into account for
admission to the Master in Data Science. However, it is not necessary
to answer all the questions correctly in order to be admitted.
□ I, hereby certify that I have answered all the questions of this test alone,
without the help of anyone else and without the aid of a computer.
Date: Signature
1
Exercise 1. Let M be a 2 × 2 matrix. We observe two-dimensional data
X ∈ R2 and wish to apply successively the linear transformation M to these
data according to the process described below:
2
The linear transformation M is given by the matrix
Å ã
1 −1
M= . (1) eq-M
−1 1
3
eq-M
3. Let M be given by (1). Find a 2 × 2 matrix P such that P −1 M P is
diagonal. Explain your calculation.
Answer:
4
4. Let k be a positive integer. Using the previous question, give the expres-
sion of M k ? (Explain your calculation)
Answer:
5
Exercise 2. We want to analyse d-dimensional data X1 , . . . , Xn ∈ Rd , d ⩾ 2,
and we notice that there exists a nonzero vector v ∈ Rd such that ⟨v, Xi ⟩ = 0
for all i ∈ {1, . . . , n}. What can you conclude about the location of the data
X1 , . . . , Xn ?
Answer:
6
Exercise 3. We want to run a computer program that has to perform suc-
cessively an infinite number of calculations that are labelled 1, 2, 3 . . .. Each
calculation i ∈ {1, 2 . . .} takes 1/iα seconds where α denotes a positive num-
ber. The whole process therefore requires a total number of seconds given by
T = 1 + 21α + 31α + . . .. Will the program finish in a finite amount of time? You
may distinguish between the values of α.
Answer:
7
Exercise 4. We observe a large number n of nonnegative data x and we wish
to apply to these data a function f = fn that depends on n. In the following
cases, calculate the limit as n tends to infinity of fn (x) for x ∈ [0, +∞).
1. fn (x) = e−nx
2. fn (x) = (1 + x/n)n
3. fn (x) = n sin(x/n).
Answer:
8
Exercise 5. We observe two-dimensional data that belongs to a domain D ⊂
R2 . In each of the following cases, draw the domain D and calculate its area.
1. D = {(x, y) ∈ R2 | 0 ⩽ y ⩽ x2 ⩽ 1, x ⩾ 0}
2. D = {(x, y) ∈ R2 | |x| ⩽ y ⩽ 1}
3. D = {(x, y) ∈ R2 | 1 ⩽ ey ⩽ x ⩽ e}
Answer:
9
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