Lysario – by Panagiotis Chatzichrisafis

"ούτω γάρ ειδέναι το σύνθετον υπολαμβάνομεν, όταν ειδώμεν εκ τίνων και πόσων εστίν …"

Archive for the ‘Solved Problems’ Category

In exercise [1, p. 34 exercise 2.2] we are asked to prove that the rows and columns of a unitary matrix are orthonormal as per [1, p. 21,(2.21)]. read the conclusion >
In exercise [1, p. 34 exercise 2.1] we are asked to prove that the inverse of a lower triangular matrix is also lower triangular by using relation [1, p. 23, (2.30)]. read the conclusion >
In exercise [1, p. 34 exercise 2.5] we are asked to show that the matrix \mathbf{R}=\sigma^2
 \mathbf{I}+P_1\mathbf{e_1}\mathbf{e_1}^H+P_2\mathbf{e_2}\mathbf{e_2}^H is circulant when \mathbf{e_i}^H=\left[ {\begin{array}{*{20}c}
   1  &  {e^{-j2\pi f_i } } & {e^{-j2\pi (2f_i) } } & \cdots  &  {e^{-j2\pi (n - 1)f_i } }  
\end{array}} \right], i=1,2. read the conclusion >
The exercise [1, p. 34 exercise 2.4] asks to show that if \mathbf{F} is a full rank m \times n matrix with  m > n, \mathbf{x} is a m \times 1 vector, and \mathbf{y} is an m \times 1 vector, that the effect of the linear transformation
\mathbf{y}=\mathbf{F}\left(\mathbf{F}^H\mathbf{F}\right)^{-1}\mathbf{F}^H\mathbf{x} (1)

is to project \mathbf{x} onto the subspace spanned by the columns of \mathbf{F}. Specifically, if \{\mathbf{f_1},\mathbf{f_2},...,\mathbf{f_n}\} are the columns of \mathbf{F}, the exercise [1, p. 34 exercise 2.4] asks to show that
(\mathbf{x-y})^{H}\mathbf{f_i}=0, \textrm{  i=1,2,...,n.} (2)

Furthermore it is asked why the transform \mathbf{F}\left(\mathbf{F}^H\mathbf{F}\right)^{-1}\mathbf{F}^H must be idempotent. read the conclusion >
The exercise [1, p. 86 ex. 3.16] asks to prove that if the eigenfunctions and eigenvalues of an operator  \widehat{A} are \{\phi_{n}\} and \{a_{n}\}, respectively (\ensuremath{\widehat{A}}\phi_{n}=a_{n}\phi_{n}) then the eigenfunctions of a function f(x) having an expansion of the form:
f(x)=\sum\limits^{\infty}_{l=0}b_{l}x^{l} (1)

will also be \phi_n  with corresponding eigenvalues f(a_n) , n=0,1... . That is f(\widehat{A})\phi_n=f(a_n)\phi_n. read the conclusion >

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