0
votes
0answers
10 views

ODE - Laplace transform

I have an ODE $\psi^{'}(s)_{3 \times 3}=(A+Bs)_{3 \times 3}\psi(s)_{3 \times 3} \tag1$ where A,B are constant skew symmetric matrices with zero determinant. $\psi(s)$ is a rotation matrix. It implies ...
0
votes
1answer
48 views

Finding maximum number of solutions in a matrix

Given x+y+5z=2 x+2y+7z=1 2x−y+4z=a a) Determine the value of a which will make the given system have many solutions. Explain your answer. b) Choose a value of a which will make the given system ...
1
vote
0answers
12 views

Solving ODE involving matrices

We have a given ODE $ K(x)_{_{3 \times 3}}=xC_1K(x)+x^3C_2K'(x) \tag 1$ where $C_1,C_2$ are constant skew symmetric matrices of dimension $3 \times 3$ with determinant $0$. How do we solve ...
0
votes
1answer
22 views

Norm of the sum of inverse matrices

Let $A,B$ be two invertible matrices. Is there a way to compute $\|A^{-1} -B^{-1}\|$ in terms of $\|A-B\|$?
1
vote
2answers
90 views

Solving ODE containing matrices

We have an ODE $ \psi'(t)_{_{3 \times 3}}=\psi(t)_{3 \times 3}(A_{3 \times 3}+B_{3 \times 3}t)\tag 1$ Given Data in Question We have no quarentee that $\psi'(t),\psi(t)$ both have inverse A,B are ...
2
votes
0answers
145 views
+200

Infinite Series -: $\psi(s)=\psi(0)+\psi_1(0)s+\psi_2(0)\frac{s^2}{2!}+\psi_3(0)\frac{s^3}{3!}+.+.+ $.

We have a given converging series using derivatives and matrices(Analogue to Taylor's series) $\psi(s)_{3 \times 3}=\psi(0)+\psi_1(0)s+\psi_2(0)\frac{s^2}{2!}+\psi_3(0)\frac{s^3}{3!}+..+.. \tag 1$. ...
1
vote
1answer
46 views

Solve quadric equation system

How to solve this? For given real and symetric matrices $A_1,A_2,A_3,A_4\in\mathbb{R}^{4\times4}$ find $x\in\mathbb{R}^4$ $$x^TA_1x=0$$ $$x^TA_2x=0$$ $$x^TA_3x=0$$ $$x^TA_4x=0$$
0
votes
0answers
16 views

Composition of functions in vector form

Is H equal to the matrix multiplication of G*F How do I use the chain rule to calculate H'? G'(F(x))*F'(x)? How does this work in practice for matrices? For (b) I will compute the matrix of ...
2
votes
1answer
29 views

Matrix representation of the following equation - for finding optimal weights for regularized linear regression

If I have the following equation, $$E(w)=\sum_{i=1}^n (y_n -\beta^T x_n) +\lambda \sum_{i=1}^d \beta_i^2 $$ which is the cost function of regularized linear regression ($\beta$ and $x_n$ are ...
0
votes
1answer
41 views

A point is a saddle point when $D<0$

Show that if $x'=(x,y) \ \ $ is a critical point of a $\mathcal{C}^3$ function $f$ such that: $$D=f_{xx}(x')f_{yy}(x')-(f_{xy}(x'))^2<0$$ Then there are points $x$ and $z$ near $x'$ such that ...
2
votes
0answers
23 views

Skew symmetric matrices even size commutativity

Given Data in the question $w(t)=\frac{1}{2}\begin{bmatrix} 0 &r(t) &-q(t) &p(t) \\ -r(t)& 0 &p(t) &q(t) \\ q(t)& -p(t) &0 & r(t)\\ -p(t)&-q(t) ...
0
votes
0answers
24 views

how to prove this sparse coding equation

How can I prove the following? $\sum_i \frac{1}{2} \|\mathbf{x}_i - D\mathbf{\alpha_i}\|^2 = \frac{1}{2}Tr(D^TDA_t) - Tr(D^TB_t)$ where, $A_t = \sum_{i=1}^T \mathbf{\alpha}_i\mathbf{\alpha}_i^T\\ ...
0
votes
2answers
40 views

Matrix equation xA=x

The equation $Ax=x$ seems trivial, but how one could solve xA=x. Assuming A is reversible, the best I can get to is $x(a^{-1}+I)=0$. However, I'm not sure what to do from here. Thank you for your ...
0
votes
0answers
27 views

Integration with matrices

I have written two equations in matrix format as follows $m(t)={\begin{pmatrix} 200\\ 300\\ 400\\ 500 \end{pmatrix}}^T \begin{pmatrix} ...
1
vote
2answers
65 views

Partial Derivative v/s Total Derivative

I am bit confused regarding the geometrical/logical meaning of partial and total derivative. I have given my confusion with examples as follows Question Suppose we have a function $f(x,y)$ , then ...
0
votes
0answers
20 views

help with this derivative involving transformation matrix

I am working on an image analysis problem where I have a cost function which has the following term: $$ U = f(M(p)) $$ Here $f$ is an image which is sampled at discrete locations $p$. $M$ is a rigid ...
0
votes
0answers
43 views

Function with constant derivative

We have a column matrix $P_i$ defined as follows $P_i= {\begin{pmatrix} a_i \\ b_i \\ c_i \end{pmatrix}}_{3\times 1}\tag 1 $. Given Data All $a_i,b_i,c_i$ are constants It is given that $i$ can ...
2
votes
0answers
78 views

Definite Integral involving matrices

We have a definite integral of the form given below $ f(t) = \int_0^1 e^{\alpha X(t)} \frac{dX(t)}{dt} e^{(1-\alpha) X(t)}\,d\alpha \tag 1$ Given Data in the question $X(t)$ is a ...
1
vote
1answer
59 views

Matrix - Commutative property

I have a rotation matrix represented as $R(t)=e^{B(t)},\tag 1$ where $B(t)$ is a skew symmetric matrix (since any rotation matrix can be expressed as a matrix exponent of a skew symmetric matrix), ...
0
votes
1answer
34 views

Matrix Solution

I have matrix integral equation of the following form ${f^{'}(x)}_{1 \times 1}A_{3\times 3}=P_{3\times3} (1-x)+Q_{3 \times 3}x \tag 1$ . All dimensions are indicated in equation itself. " ' " ...
0
votes
2answers
60 views

Matrix Exponent - equivalent of a rotation matrix

Every Rotation Matrixcan be represented as a power of e with exponent a skew symmetric matrix. In particular, if we have a rotation matrix ${R}\in\mathbb R^{3 \times 3,}$ then there will be a skew ...
1
vote
0answers
65 views

Matrix exponent form

We have an equation of matrix exponent $ Ae^{Ax}R-e^{Ax}R (P_1 +P_2 x) = Y \tag1$ Given condition $A,R,P_1,P_2,Y$ are constant $3 \times 3 $ matrices. R is invertible,orthonormal,determinent ...
0
votes
2answers
63 views

Multiplication and derivation of 3D matrix

I have $A(q)=\begin{bmatrix}q_1 &q_2 & q_3\\ 2q_1 &3q_2 & 4q_3\\ 2q_1 &3q_1 & 10\\ \end{bmatrix}\tag 1$ $ q= {\left(\begin{array}{c}q_1\\q_2\\q_3\\q_4\\q_5\\q_6 ...
0
votes
2answers
87 views

A Matrix Integral Equation

We have an integral equation on matrix. ${\Im(t)}=\Im(0)+\int_{0}^{t} \Im(s)[K(s)]_{ \times }ds \tag 1$ $[\hspace{.2cm} ]_{\times}$ is skew symmetric matrix with diagonals zero and is non ...
2
votes
0answers
42 views

Finding a solution basis of differential equation

Find a solution basis of $$y'=\left[ \begin{matrix}3&-4&-2\\2&-3&-2\\0&0&1\\ \end{matrix} \right]y \,\text{ and find the solution } \Phi \text{ with } \Phi(0) = (1,1,1).$$ I'm ...
1
vote
1answer
93 views

find a matrix transform

Given a vector $v={(v_1,v_2,...,v_n)}^T$, I would like to find some matrix operations on $v$ to create an $n \times n$ matrix $X$ such that its entry $X_{i,j} $ satisfy (1), (2), (3), (4), ...
0
votes
0answers
14 views

Numerical solution of first order ODE

I have an in-homogeneous ODE. $R'(x)-(C_1 +C_2 x) R(x) = R_1-C_1 R_0\, x \tag 1$. What I know is the constant matrix $ R(0)$ as initial condition. Question:- how to find out R(1) by numerical ...
0
votes
2answers
84 views

Matrix exponential Differentiation

We have the equation $e^X = \sum_{k=0}^\infty{1 \over k!}X^k.$, where X is a matrix of dimension $3 \times 3$ . Now I have a function $f(x)=C_1x+C_2*\frac{x^2}{2} $ where $C_1,C_2,f(x)$ has ...
2
votes
1answer
41 views

Matrix time derivative

Given a complex, square matrix $A$ that is diagonalizable, is it possible to write a simple formula for $\frac{d}{dt} A^t$ for a real, positive power $t$ and for $A$ a smooth function of $t$?
0
votes
1answer
47 views

Please help me work out matrix derivative

$\mathbf{X}$ is a m by n matrix; $\mathbf{\theta}$ is $n \times 1$ vector, and $\mathbf{y}$ is $ m \times 1 $ vector; Let $$ J(\theta) = \frac 1 {2m} (\mathbf{X} \mathbf{\theta} - ...
6
votes
2answers
479 views

Why integration operator has no eigen values?

Let $V$ be the vector space of all functions from $\mathbb R$ into $\mathbb R$ which are continuous. Let $T$ be the linear operator on $V$ defined by $$(Tf)(x) = \int_0^x f(t) dt$$ Prove that ...
8
votes
3answers
94 views

Find the expansion for $\det(I+\epsilon A)$ where $\epsilon$ is small without using eigenvalue.

I'm taking a linear algebra course and the professor included the problem that prove $$ \rm{det}(I+\epsilon A) = 1 + \epsilon\,\rm{tr}\,A + o(\epsilon) $$ Since the professor hasn't covered the ...
0
votes
1answer
46 views

Finding determinant of 4*4 Matrix via LU Decomposition?

What is the shortcut way of finding the determinant of a 4 by 4 matrix (and I assume this applies to any n by n square matrix greater than 2) once you have found an LU or PLU decomposition? Given ...
3
votes
0answers
18 views

$\sqrt{X}$ where $X$ is a positive definite matrix is smooth $C^{\infty}$ [duplicate]

I'm trying to prove the following statement. Let $P_n \subset Mat_{nxn}(\mathbb R)$ be the set of all symmetric positive definite matrices with real entries of size $n$x$n$. Let $\sqrt{}:P_n \to ...
0
votes
1answer
42 views

Why is this proof valid - inverse function theorem

Question from worksheet, I don't fully understand the solution the teacher gave. Question: let $S$ be the set of symmetric positive definite matrices of dimension $n$x$n$. Let $T: S \to S$, ...
0
votes
1answer
49 views

Derivative of a Matrix with respect to a vector

I know that for two k-vectors, say $A$ and $B$, $\partial A/\partial B$ would be a square $k \times k$ matrix whose $(i,j)$-th element would be $\partial A_i/\partial B_j$. But could someone please ...
1
vote
2answers
67 views

Double integral requiring orthogonal transformations and quadric forms

I have $\int_{-\infty}^\infty \int_{-\infty}^\infty exp(-x^T Ax) \;\mathrm{d}x_1 \; \mathrm{d}x_2$ $A = \left[ \begin{align} 3 && 2 \\ 2 && 3 \end{align} \right]$ Where $x^T = ...
2
votes
2answers
205 views

Rotate Existing Vector

Hello and apologies if the title of the question is not very precise. Question: I am reading the document talking about the simulation of photons in tissues using a Monte Carlo simulation. The exact ...
0
votes
0answers
43 views

Differentiating Exponential matrix Expression

To give the scalar version first: For the well known Ornstein-Uhlenbeck process: $dr(t)=\alpha(b-r(t))dt+\sigma dW(t)$ It is well known that the variance is: $\sigma_r^2=\sigma^2 \int_u^t\exp^{-2 ...
1
vote
1answer
38 views

How to evaluate a limit that involves matrices

I've stumbled upon this problem while I was browsing through the contents of an admission exam . I've struggled tremendously with this exercise and I've got no idea what do to next , it's eating me ...
0
votes
1answer
37 views

Derivative of $f(x)=\|Ax\|_2^2$

I'm trying to find the derivative of $f(x)=\|Ax\|_2^2$ where $A$ is some matrix and $\|u\|_2$ is the euclidean norm of $u$, $\|u\|_2 = \sqrt{u_1^2+u_2^2+\cdots+u_n^2}$ I know how to do this by ...
0
votes
1answer
38 views

Using Gram-Scmidt to obtain an orthonormal basis for the column space

How would I use the method of Gram-Schmidt to obtain an orthonormal basis for the column space of the matrix? $$A = \begin{bmatrix} 2 & 3 & 1 \\ -1 & -1 & 1 \\ 1 & 0 & 1 \\ 2 ...
2
votes
1answer
72 views

What is $\frac{\partial }{{\partial A}}tr({A^T}BA)$

What is $\frac{\partial }{{\partial A}}tr({A^T}BA)$? My thoughts: $\frac{\partial }{{\partial A}}tr(AB{A^T}) = A(B + {B^T})$, hence $\frac{\partial }{{\partial {A^T}}}tr({A^T}B{A^{}}) = ...
0
votes
2answers
48 views

Need help finding Jacobian matrix of diffeomorphism of spheres

Let $S_a \subset \mathbb{R}^{n+1}$ and $S_b \subset \mathbb{R}^{n+1}$ be two spheres of radius $a$ and $b$ respectively. So $S_a$ are $n$-dimensional. Let $F:S_a \to S_b$ be the diffeomorphism $F(s) ...
0
votes
0answers
18 views

Criterion of removal of equations from overdetermined system

Consider the problem of solving overdetermined system Ax = b; In the problem I am trying to solve (from the field of spectral unmixing) number of unknowns usually varies between N = 2 and 5 and the ...
0
votes
1answer
70 views

Matrices word problem?

Julie and Bill are waiters at the Ogling Ogre Convention Center, which is well-known for serving the most deliciously disgusting meals to its guests. One of their tasks was to count the 2-eyed and ...
0
votes
2answers
85 views

Eigen values and Eigen vectors

Let A be a 4x4 matrix with real entries such that $ \ -1,1,2,-2 \ $ are its eigen values.If $B=A^4-5A^2+5I$ ,where $I$ denotes the 4x4 identity matrix ,then which of the following statements are ...
-1
votes
1answer
39 views

Matrices in the plane,polygon assignment, help. please?

a.) Given polygon P with vertices (1,5), (4,8), (8,5), (6,2) and (2,1), find the following: Find the area of P. Tip: Make sure to move COUNTERCLOCKWISE from point to point to ensure you get a ...
0
votes
1answer
50 views

Determinant of a square matrix with main diagonal of zeros?

How can I show that the determinant of a square matrix A of dimension NxN with all elements equal to $-\delta$ except the main diagonal composed by zeros, is equal to $-(N-1)\times \delta^N$?
2
votes
2answers
176 views

Derivative of a matrix: Outer product chain rule

I ran into a seemingly simple matrix calculus question that I can't seem to find the solution to. Suppose I have the following matrices: $X_{(t \times n)}, V_{(n \times m)}$, and $\Phi_{(t\times m)} ...