matrix_facts_2009_11_18_01

# matrix_facts_2009_11_18_01 - 16 1 Matrix facts S Lall...

This preview shows pages 1–4. Sign up to view the full content.

16 - 1 Matrix facts S. Lall, Stanford 2009.11.18.01 16 - Matrix facts Completion of squares Block LDU matrix decomposition Inverse of a block matrix Inverse of a sum Useful matrix identities Push-through identity

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
16 - 2 Matrix facts S. Lall, Stanford 2009.11.18.01 Completion of Squares the completion of squares formula for quadratic polynomials is ax 2 + 2 bxy + dy 2 = a parenleftbigg x + b a y parenrightbigg 2 + parenleftbigg d - b 2 a parenrightbigg y 2 when a > 0 , this tells us the minimum with respect to x for fixed y min x R ax 2 + 2 bxy + dy 2 = parenleftbigg d - b 2 a parenrightbigg y 2 which is achieved when x = - b a y . this also gives a test for global positivity : ax 2 + 2 bxy + dy 2 > 0 for all nonzero x,y R ⇐⇒ a > 0 and d - b 2 a > 0
16 - 3 Matrix facts S. Lall, Stanford 2009.11.18.01 completion of squares for matrices if A R n × n and D R m × m are symmetric matrices and B R n × m , then bracketleftbigg x y bracketrightbigg T bracketleftbigg A B B T D bracketrightbiggbracketleftbigg x y bracketrightbigg = ( x + A - 1 By ) T A ( x + A - 1 By ) + y T

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### What students are saying

• As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

Kiran Temple University Fox School of Business ‘17, Course Hero Intern

• I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

Dana University of Pennsylvania ‘17, Course Hero Intern

• The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

Jill Tulane University ‘16, Course Hero Intern