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Unformatted text preview: Stat 511 Homework 1 - corrected Spring 2011 Due: 11am, Wednesday Jan 19 (because no class Monday Jan 17) Please review Ken Koehlers notes on vectors and matrices, available at http://www.public.iastate.edu/ kkoehler/stat511/sect2.4page.pdf You may skip/skim (for now) the material on eigen and spectral decompositions (pp 78-108). Note that: Dr. Koehler uses A T to indicate matrix transpose. We will use A . His notes have S-PLUS code. My R code, in matrix.r on the class web site, is very similar. frac 13 on p. 115 should be 1 3 . I have indicated a few problems that I expect you to use a computer for. You should be able to do the rest by hand, but I encourage you to check your work with a computer. Let A = 1 2 3 0 1 0 , B =- 1 5 2- 1 , and C = 0 1- 1 1 2 1 . 1. Calculate C + A 2. Calculate BA 3. Calculate AB 4. Calculate tr ( B ) 5. The property shown by result 1.10(iii) in Dr. Koehlers notes is sometimes called the cyclical property of the trace. It can be extended to products of 3 (or more) matrices. For 3 matrices,property of the trace....
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This note was uploaded on 02/11/2012 for the course STAT 511 taught by Professor Staff during the Spring '08 term at Iowa State.
- Spring '08