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MIT 18.06 期末考试 2

正交投影、最小二乘与特征值的正式考试。

1. MIT 18.06 Exam 2 — how this assessment works

This lesson reproduces the Exam “MIT 18.06 Exam 2” from MIT OpenCourseWare 18.06 Linear Algebra (Spring 2010) (https://ocw.mit.edu/courses/18-06-linear-algebra-spring-2010/), licensed under CC BY-NC-SA 4.0. Work through 3 problems in order: type your reasoning in the answer box or write it on the handwriting pad, then submit for AI grading.

How the grading works Every problem is graded by an AI mathematics teacher that reads the official solution shipped with the course. It checks your work criterion by criterion, awards partial credit for correct steps, and returns written feedback. Equivalent mathematics and valid alternative methods are accepted — a different route to the same result can still earn full marks.

If your answer is incomplete, the feedback names exactly which steps are missing, so you can correct them and try again.

2. MIT 18.06 EXAM2 Problem 1 — Projection onto a line in R^3 (30 pts)

(30 points)

(a) Find the matrix PP that projects every vector bb in R3R^3 onto the line in the direction of a=(2,1,3)a=(2, 1, 3).

(b) What are the column space and nullspace of PP? Describe them geometrically and also give a basis for each space.

(c) What are \emph{all} the eigenvectors of PP and their corresponding eigenvalues? (You can use the geometry of projections, not a messy calculation.) The diagonal entries of PP add up to ‾\underline{\hspace{2cm}}.

3. MIT 18.06 EXAM2 Problem 2 — Nearest vector in C(A), QR factorization, projection onto a plane (30 pts)

(30 points)

(a) p=Ax^p=A\widehat{x} is the vector in C(A)C(A) nearest to a given vector bb. If AA has independent columns, what equation determines x^\widehat{x}? What are all the vectors perpendicular to the error e=b−Ax^e=b-A\widehat{x}? What goes wrong if the columns of AA are dependent?

(b) Suppose A=QRA=QR where QQ has orthonormal columns and RR is upper triangular invertible. Find x^\widehat{x} and pp in terms of QQ and RR and bb (not AA).

(c) (Separate question) If q1q_{1} and q2q_{2} are any orthonormal vectors in R5R^5, give a formula for the projection pp of any vector bb onto the plane spanned by q1q_{1} and q2q_{2} (write pp as a combination of q1q_{1} and q2q_{2}).

4. MIT 18.06 EXAM2 Problem 3 — Determinant and spectrum of A_n = eye(n) - ones(n) (40 pts)

(40 points) This problem is about the nn by nn matrix AnA_n that has zeros on its main diagonal and all other entries equal to −1-1. In MATLAB An=eye(n)−ones(n)A_n=\text{eye}(n)-\text{ones}(n).

(a) Find the determinant of AnA_n. Here is a suggested approach:

Start by adding all rows (except the last) to the last row, and then factoring out a constant. (You could check n=3n=3 to have a start on part b.)

(b) For any invertible matrix AA, the (1,1)(1, 1) entry of A−1A^{-1} is the ratio of ‾\underline{\hspace{2cm}}.

So the (1,1)(1, 1) entry of A4−1A_4^{-1} is ‾\underline{\hspace{2cm}}.

(c) Find two orthogonal eigenvectors with A3x=xA_3 x=x. (So λ=1\lambda=1 is a double eigenvalue.)

(d) What is the third eigenvalue of A3A_3 and a corresponding eigenvector?

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