2
votes
1answer
77 views

Quadratic Form - New Axes = Eigenvectors of P, Order of Eigenvectors Important? [Kolman P539 Example 6]

Hypothesise that $P$ is the symmetric matrix of some quadratic form $g(\mathbf{ x} ) = \mathbf{ x^TAx} $. Then $P$ is the orthogonal matrix consisting of orthogonal eigenvectors of $A$. Moreover, use ...
2
votes
2answers
71 views

Minimum of a quadratic form

If $\bf{A}$ is a real symmetric matrix, we know that it has orthogonal eigenvectors. Now, say we want to find a unit vector $\bf{n}$ that minimizes the form: $${\bf{n}}^T{\bf{A}}\ {\bf{n}}$$ How can ...
1
vote
2answers
36 views

proving that $\max Q(x)=\lambda_\max$

Let $Q(x)$ be quadratic form. Prove that $\max_{\|x\|=1}Q(x)=\lambda_\max$. $Q$ is symmetric so it can be presented as $$\langle Ax,x\rangle$$ where $A$ is matrix which on its diagonal appears ...
-1
votes
1answer
62 views

Signature of quadratic form and eigenvalues

I'm asking about the signature of the quadratic form - the triple (n0, n+, n−). Is it true that n+ is the number of positive eigenvalues, and n- is the number of negative of eigenvalues of the matrix ...
1
vote
1answer
148 views

Let $W \subset V$ vector spaces, let $W'$ be the orthogonal complement of $W$. Show $\dim(W)+\dim(W')=\dim V$

As title says: Let $W \subset V$ vector spaces, let $W'$ be the orthogonal complement of $W$. Show $\dim(W)+\dim(W')=\dim V$. We are given that $W \subset V$ finite vector spaces, symmetric bilinear ...
1
vote
3answers
241 views

How to put $2x^2 + 4xy + 6y^2 + 6x + 2y = 6$ in canonical form

We are given the equation $2x^2 + 4xy + 6y^2 + 6x + 2y = 6$ We did an example of this in class but the equation had less terms. I took a note in class that says : if there are linear terms, I have ...
1
vote
1answer
24 views

Eigenvalues of $\sum_{i=1}^n \frac{(x_i - x_{i-1})^2}{\lambda_i}$

Consider the cuadratic form $$ \mathbf{x}^{\intercal}Q\mathbf{x} = \frac{x_1^2}{\lambda_1} + \sum_{i=2}^n \frac{(x_i - x_{i-1})^2}{\lambda_i}\ . $$ Is it true that the eigenvalues of $Q$ are ...
2
votes
0answers
91 views

Is there a generalization of eigenvalues/eigenvectors to $L^p$ for $p\neq2$?

Given symmetric positive definite $m\times m$ matrix $\Sigma$, $1 \le p,$ and constant $c > 0$, consider the solution to the optimization problem: $$ \min_{v : \left\|v\right\|_p \ge c} ...
2
votes
1answer
1k views

Ellipse in Quadratic Form: Finding Intercepts with Principal Axes

Where an ellipse is expressed in quadratic form (e.g. $ax^2 + bxy + cy^2 = k$ is expressed as $x^TQx = k$), the principal axes are in the directions given by the eigenvectors of Q. I understand this. ...
1
vote
3answers
746 views

Positive-Definiteness of a Quadratic Form Matrix

I'm having trouble with some maths regarding the expression of the matrix quadratic form (i.e. $x^TAx$) and the proof that, where the eigenvalues $\lambda_1,\lambda_2,...,\lambda_n$ are all positive, ...