The Matrix Cookbook

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05 - Solutions and Decompositions

Advanced formula selection, assumption checking, and exact application for Solutions and Decompositions, book pages 28-33.

Learning path

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0 of 3 sections marked complete · about 25 minutes

Learning objectives

What you will be able to explain

  • Linear-system regimes
  • Solve a tiny least-squares problem
  • Eigenvalue relations
  • Read an SVD
  • Triangular and Cholesky structure
  • LU, LDM, and LDL

Section 01

Linear-system regimes to Eigenvalue relations

01

Linear-system regimes

Rank and consistency determine whether inverse, least-squares, or null-space descriptions apply.

Guided checkpoint

Match the system to the canonical solution concept.

Source: Sec. 5.1, pp. 28-30

02

Solve a tiny least-squares problem

x=(ATA)1ATb=(1+4)1(2+10)=12/5x=(A^TA)^{-1}A^Tb=(1+4)^{-1}(2+10)=12/5.

Guided checkpoint

Find the least-squares scalar xx for A=[1,2]TA=[1,2]^T and b=[2,5]Tb=[2,5]^T.

Source: Sec. 5.1, pp. 28-30

03

Eigenvalue relations

A complete eigenbasis is not guaranteed for defective matrices.

Guided checkpoint

For square AA.

Source: Sec. 5.2, pp. 30-31

Section 02

Read an SVD to LU, LDM, and LDL

01

Read an SVD

The SVD separates orthogonal input/output directions and nonnegative gains.

Guided checkpoint

For A=USigmaVTA=U Sigma V^T, match the role.

Source: Sec. 5.3, pp. 31-32

02

Triangular and Cholesky structure

Triangular factors make solves and determinants inexpensive; Cholesky has strong assumptions.

Guided checkpoint

Check each claim.

Source: Sec. 5.4, p. 32

03

LU, LDM, and LDL

The decompositions differ in symmetry, normalization, and where diagonal scaling resides.

Guided checkpoint

Match factorization to its structure.

Source: Secs. 5.4-5.7, pp. 32-33

Section 03

Infer a rank-one SVD

01

Infer a rank-one SVD

Normalize aa and bb as singular vectors; the remaining scale is the product of their norms.

Guided checkpoint

For nonzero vectors a,ba,b, what is the sole singular value of abTab^T?

Source: Sec. 5.3, pp. 31-32

Knowledge check

Turn understanding into recall.

The quiz now follows the same concepts in scored form. You can return to this lesson from the quiz whenever a gap appears.