Consider the matrix: 2-1 1 A 1 2 -1 1 -1 2 1. Find Q and D such that A. 2. Find the maximum and minimum values of q(u)= x¹Ax among all unit vectors u. 3. Describe the direction in which the minimum value occurs. What can you say about the direction in which the maximum occurs?
Given Information:
To find:
1) The matrix .
2) The maximum and minimum values of
3) The Direction of minimum and maximum occurs.
Concept used:
Any symmetric matrix is orthogonally diagonalizable.
i.e., , where is a matrix formed by the orthonormal eigenvectors as columns and is a matrix which is formed by the eigenvalues as the diagonal entry.
In orthogonal diagonalization, the maximum value is equal to the maximum eigenvalue and it is in the direction of the unit eigenvector corresponds to it. The minimum value is equal to the minimum eigenvalue and it is in the direction of the unit eigenvector corresponds to it.
Gram Schmidt Orthogonalization Process:
If the vectors are given as , then it can be orthogonalized as,
Now, the vectors are orthogonal to each other and are orthonormal vectors.
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