Mathematical Foundations for Machine Learning Machine Learning Group
WiSe 22/23 Fakulty IV, Technische Universität Berlin
Prof. Dr. Klaus-Robert Müller
Email:
[email protected] Week 2: Matrices
Homework
Solutions must be submitted on ISIS until Tuesday, Nov 15 at 10am.
Exercise 1 (6 Points)
2 3
4 4 4
1. The rank of 4 4 4 4 5 is
4 4 4
⇤ 1 ⇤ 3 ⇤ 4
2. For any symmetric, invertible matrix A 2 Rn⇥n and vectors v, w 2 Rn it holds that:
⇤ hAv, wi = hv, Awi
⇤ hAv, Awi = hv, wi
⌦ ↵
⇤ hAv, wi = v, A 1 w
3. Which of the following statements is true? For any square n ⇥ n matrix A it holds that:
⇤ det A = 0 ) rank A = 0
⇤ det A = 0 , rank A < n
⇤ rank A = n ) det A = n
4. Which of the following matrices is orthogonal?
0 1 1 1 1 1
⇤ ⇤ ⇤
1 0 1 1 1 0
5. Let h·, ·i be the standard scalar product on Rn and let A 2 Rn⇥n be an arbitrary square matrix with full rank. Which
of the following mappings from Rn ⇥ Rn to R defines a scalar product on Rn ?
⇤ f (x, y) := hAx, yi for x, y 2 Rn
x
⇤ g(x, y) := hAx, Ayi for x, y 2 Rn
⌦ ↵
⇤ h(x, y) := Ax, A> y for x, y 2 Rn
6. Which of the following sets of n ⇥ n together with matrix addition and scalar multiplication do not form a real vector
space?
⇤ The set of symmetric matrices {A 2 Rn⇥n | A> = A}
⇤ The set of orthogonal matrices {A 2 Rn⇥n | AA> = A> A = In }
⇤ The set of upper triangle matrices {A 2 Rn⇥n | Aij = 0 for i > j}
Exercise 2 (6 Points)
1. What transformation is described by the following matrix? What is the determinant?
1 1 1
p
2 1 1
2. Show: Orthogonal matrices have determinant 1 or 1.
Hint: Show that
1
det R = (det R)
for any orthogonal matrix R 2 Rn⇥n .
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Exercise 3 (8 Points)
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Let U be an r-dimensional vector subspace of Rn with basis {u1 , . . . , ur } ⇢ Rn . Let U := (u1 , . . . , ur ) 2 Rn⇥r be the matrix
whose columns are the ui . The matrix of the orthogonal projection of Rn onto U is given by P := U (U > U ) 1 U > .
1. Compute the product P · P . What does the result mean intuitively?
2. Show: If it holds that r = n, then P is the identity matrix, i.e., P = I.
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