{ "cells": [ { "cell_type": "raw", "metadata": {}, "source": [ "---\n", "title: Biostat 216 Homework 2\n", "subtitle: 'Due Oct 11 @ 11:59pm'\n", "format:\n", " html:\n", " theme: cosmo\n", " embed-resources: true\n", " number-sections: true\n", " toc: true\n", " toc-depth: 4\n", " toc-location: left\n", " code-fold: false\n", "---" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Submit a PDF (scanned/photographed from handwritten solutions, or converted from RMarkdown or Jupyter Notebook or Quarto) to Gradescope in BruinLearn." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Q1. Sub-multiplicity of Frobenius norm\n", "\n", "Show the matrix norm property \n", "$$\n", "\\|\\mathbf{A} \\mathbf{B}\\|_{\\text{F}} \\le \\|\\mathbf{A}\\|_{\\text{F}} \\|\\mathbf{B}\\|_{\\text{F}}\n", "$$ \n", "for the Frobenius norm. Hint: Cauchy-Schwartz inequality.\n", "\n", "BV exercise 6.14 is a special case of this result." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Q2. Induced matrix norm\n", "\n", "For any vector norm $\\|\\mathbf{x}\\|$ on $\\mathbb{R}^m$ and $\\mathbb{R}^n$, there is an induced matrix norm $\\|\\mathbf{A}\\|$ on $m \\times n$ matrices defined by\n", "$$\n", "\\|\\mathbf{A}\\| = \\sup_{\\mathbf{x} \\ne \\mathbf{0}} \\frac{\\|\\mathbf{A} \\mathbf{x}\\|}{\\|\\mathbf{x}\\|} = \\sup_{\\|\\mathbf{x}\\|=1} \\|\\mathbf{A} \\mathbf{x}\\|.\n", "$$\n", "\n", "1. Show the second equality in the above equation.\n", "\n", "2. Show the four properties (positive definiteness, homogeneity, triangle inequality, sub-multiplicity) for the induced matrix norm.\n", "\n", "3. Show that the Frobenius norm is different from the induced matrix-2 norm." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## BV exercises\n", "\n", "5.1, 5.2, 5.4, 5.6, 5.8, 5.9, 6.3, 6.11, 6.17, 6.21, 6.22" ] } ], "metadata": { "@webio": { "lastCommId": null, "lastKernelId": null }, "hide_input": false, "jupytext": { "formats": "ipynb,qmd" }, "kernelspec": { "display_name": "Julia 1.10.5", "language": "julia", "name": "julia-1.10" }, "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "1.10.5" }, "toc": { "colors": { "hover_highlight": "#DAA520", "running_highlight": "#FF0000", "selected_highlight": "#FFD700" }, "moveMenuLeft": true, "nav_menu": { "height": "87px", "width": "252px" }, "navigate_menu": true, "number_sections": true, "sideBar": true, "skip_h1_title": true, "threshold": 4, "toc_cell": false, "toc_section_display": "block", "toc_window_display": false, "widenNotebook": false } }, "nbformat": 4, "nbformat_minor": 4 }