BMS COLLEGE OF ENGINEERING, BENGALURU - 560 019

Autonomous institute, Affiliated to VTU

DEPARTMENT OF MATHEMATICS

Course: Linear Algebra and Optimization Course Code: 23MA4BSLAO

Unit 5: MATRIX DECOMPOSITION AND THEIR APPLICATIONS
DIAGONALIZATION:
I. Find the modal matrix P such that the following matrices are diagonalizable

1 3 3  4 1
4. A   also find A
4
.
1. A   3 5 3  .

2 3

 3 3 1  
1 1 3

 2 2 3  5. A  1 5 1
 also find
 A
4

2. A   2 1 6  . 3 1 1

 1 2 0  
7 2
6. A   also find A
6

0 0 2   4 1

3. A   0 2 0 .


 2 0 3 

II. Orthogonally diagonalize the following matrices

0 2 2  6 2 1 
1. A   2 0

2 .
 3. A   2 6 1  .
 2 2 0
  1 1 5 

0 1 1 2 2 4 
2. A  1 0

1 .
 4. A   2 5

8 .

1 1 0
  4 8 17 


QUADRATIC FORMS:
III. Find nature, rank, signature and index of the following quadratic forms and hence
write the canonical forms:
2
1. x  3 y 2  3 z2  2 yz . 4. 2 xy  2 xz  2 y z .

2
2. 3x  5 y 2  3 z 2  2 xy  2 xz  2 y z . 5. 3x
2
 3 y 2  3 z 2  2 xy  2 xz  2 y z .

2
3. x  5 y 2  z 2  2 xy  6 xz  2 y z . 6. 6x2 + 3y2 + 3z2 - 4xy - 2yz + 4xz

SINGULAR VALUE DECOMPOSITION

IV. Find the singular value decomposition of the following matrices

Dept. of Mathematics, BMSCE Page 1

Dept. of Mathematics, BMSCE Unit 5: Symmetric Matrices and Quadratic Forms

 3 1   1 1 
1. A   牋�
6牋�
2 .

 4. A   2 2 .


 6 2   2  2 
 1 1 0 4 11 14 
2. A  . 5. A 
 0 1 1 8 7 2 
2 3 1 1
3. A  .
0 2 6. A  1 
1 .

1 1


PRINCIPAL COMPONENT VARIABLES

V. Find the principal components of the following data

1. [ 19
12
22 6 3 2 20
6 9 15 13 5 ]
2. [ 1 5 2 6 7 3
3 11 6 8 15 11 ]
3. Find the principal components of the data, and list the new variable
determined by the first principal component for the matrix

[ ]
2382.78 2611.84 2136.20
2611.84 3106.47 2553.90
2136.20 2553.90 2650.71

4. Given the data in table, reduce the dimension from 2 to1 using principal
component analysis.
X 4 8 13 7
y 11 4 5 14
5. Suppose three tests are administered to a random sample of college
students. Let X1…XN be observation vectors in R3 that list the three
scores of each student, and for j = 1,2,3 let xj denote a student’s score
on the jth exam. Suppose the covariance matrix of the data is

[ ]
5 2 0
S= 2 6 2
0 2 7
Let y be an “index” of student performance, with y = c1x1 + c2x2 + c3x3

LINEAR ALGEBRA Page 2

Dept. of Mathematics, BMSCE Unit 5: Symmetric Matrices and Quadratic Forms

and
c21 + c22 + c23 = 1. Choose c1,c2,c3 so that the variance of y over the data
set is
as large as possible.

LINEAR ALGEBRA Page 3