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Se tiene la matriz E:
1 0 0
= | 0 1 0|
0 0 1
45 45 0
1 (, 45) = |45 45 0|
0 0 1
1 0 0
2 (, 30) = |0 30 30|
0 30 30
45 45 30 45 30
{} = 1 2 = |45 45 30 45 30|
0 30 30
Luego, se calcula:
{} =
45 45 30 45 30
|45 45 30 45 30| = 1 1 1 * ||
| |
0 30 30
1
45 45 30 45 30
= |45 45 30 45 30|
0 30 30
1 0 2 1 0 1
= |0 1 1| ; = |
1 0 1 1/2 |
0 0 2 0 0 1/2
Por lo tanto E=
1 0 2
= |0 1 1|
0 0 2
= 1
1 0 1 45 45 30 45 30 1 0 2
= |0 1 1/2| |45 45 30 45 30| |0 1 1|
0 0 1/2 0 30 30 0 0 2
2 6 1 6 1 2
2 + 3
|2 4 2 4 2 2 |
= 2
6 1 6 1 2 3
2 +
2 4 4 4 4 2 2
| |
1 1 3
0 +
4 4 2
La transformacin de E se obtiene:
{} =
2
2 6 6 2
2 +
|2 4 4 2|
{} = 2 6
2 +
6 2
|2 4 4 2|
1 1
0 + 3
2 2
Partiendo de la ecuacin:
1 0 2
[2,1,2] = |0 1 1| ||
0 0 2
0
= |0|
1
1 0 1 2 0
= |0 1 1/2| * |1| = |0|
0 0 1/2 2 1
3
45 45 30 45 30
{1,1,1 } = |45 45 30 45 30|
0 30 30
Tomando como base la matriz anterior, se utiliza para determinar cul sera la rotacin de
W:
45 45 30 45 30 2
{} = |45 45 30 45 30| |1|
0 30 30 2
245 45 30 245 30
{} = |245 45 30 245 30|
0 30 230
{} =
245 45 30 245 30
|245 45 30 245 30| = |1 1 1| * ||
0 30 230
245 45 30 245 30
= |245 45 30 245 30|
0 30 230
{} =
245 45 30 245 30 1 0 2
|245 45 30 245 30| = |0 1 1| * ||
0 30 230 0 0 2
- Matrices P y Q:
Partiendo de la ecuacin:
4
Los valores de E y E se toman de los datos de entrada:
1 0 0 1 0 2
= |0 1 0| ; = |0 1 1|
0 0 1 0 0 2
1 0 0 1 0 2
|0 1 0| = |0 1 1| | |
0 0 1 0 0 2
1 0 1
= |0 1 1/2|
0 0 1/2
1 0 2
= |0 1 1|
0 0 2
5
1 1
2 2 2 2
() = ( ) () =
2 1 0 2 1 0
0 1 0 1
(2 ) (2 )
1
2 2
det( ) = =0
2 1 0
0 1
( 2 )
2
(1 )3 (1 ) = 0
2
Al despejar esta ecuacin, se puede categorizar la funcin inicial segn los siguientes
valores de m:
< 2 1 2 > 0 3
=0 =1 3
= 2 1 = 0 2 = 1 3 = 2
> 2 1 , 2 > 0 3
4 1
A
3 6
Valores propios:
4 1
det( ) = det | |=0
3 6
(4 )(6 ) 3 = 0 1 = 3 2 = 7
Valores singulares:
6
25 22
= =
22 37
25 22
det( ) = =0
22 37
1 = 53,8035 2 = 8,1964
Normas:
1 41 2
1) = = 1 = (4, 3) 2 = (1,6)
=1 31 62
1 = | | 3 = (4,3) 4 = (1, 6)
= 7
7
Figura 2: Grafica de la norma euclidiana.
8
Bibliografa
[1] Chi-Tsong Chen, Linear system theory and design, Oxford University Press.
OXFORD UNIVERSITY PRESS, New York, p. 47, 1999.
[2] L. Hogben, Handbook of linear algebra. Chapman & Hall, p. 95, 2007.
[3] J. E. Jackson, A Users Guide to Principal Components Analysis. John Wiley & Sons,
1991.