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Example 1
a b
1. det = ad − cb
c d
0 1 2 ¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ 2 1 ¯ ¯ 3 1 ¯ ¯ 3 2 ¯
2. det
3 2 1 = 0¯
¯
¯ −1· ¯
¯ ¯
¯ +2· ¯
¯ ¯
¯ = 0·(−1)−1·(−1)+2·1 = 3
¯
¯ 1 0 ¯ ¯ 1 0 ¯ ¯ 1 1 ¯
1 1 0
There exist many important and interesting rules for calculating the determinant as
well as in which cases det(A) = 0. Repeat them!
A matrix is called regular if it has full rank rank(A) = n = k, this is that all
column (or row) vectors are linearly independent and thus the space spanned by A
has dimension n = k, = span(A). If they are not linear independent (i.e. one of the
variables is a linear combination of the others) it is called singular.
1
We have the basic rules
This problem can be solved in several ways; the two most common are
1. Write on one side A, on the other I. Now perform trivial row or column operations
on A, and the same on I until A has been converted to I =⇒ and I to A−1 . Check by
multiplying A with the obtained result.
2
For regression in statistics projections are of special interest as our fitted values Ŷ
are projections of Y into the model space, i.e. Xβ, respectively into span(X). A
projection matrix PA , or often also called V , that projects into span(A), is constructed
by
PA = A(AT A)−1 AT
and thus symmetric and idempotent, i.e. PA2 = PA (explain and discuss intuitively!).
It holds that rank(PA ) = rank(A) but notice that if n 6= k, A and PA do not have
the same dimension. The orthogonal projection is defined as (I − PA ), i.e. this is the
projection into the space orthogonal to span(A). For consequences see next subsection!
SAS −1 = Diag(λ1 , . . . , λk )