25. Symmetric Matrices and Positive Definiteness

MIT 18.06 Linear Algebra, Spring 2005
Instructor: Gilbert Strang
View the complete course: ocw.mit.edu/18-06S05
KZread Playlist: • MIT 18.06 Linear Algeb...
25. Symmetric Matrices and Positive Definiteness
License: Creative Commons BY-NC-SA
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Пікірлер: 111

  • @mitocw
    @mitocw4 жыл бұрын

    Audio channels fixed!

  • @didyoustealmyfood8729

    @didyoustealmyfood8729

    3 жыл бұрын

    Pls provide link for the playlist for the audio channel fixed. Thanks

  • @yaprakonder7563
    @yaprakonder75634 жыл бұрын

    Dr. Strang is precious, protect him at all costs.

  • @ahbarahad3203

    @ahbarahad3203

    7 ай бұрын

    Ain't no one coming after him don't worry

  • @nenadilic9486
    @nenadilic94863 жыл бұрын

    1:49 Sometimes I watch his classes several times to make things settle in my mind, but sometimes just because I want to enjoy the humor.

  • @godfreypigott

    @godfreypigott

    Жыл бұрын

    I have never heard him say anything remotely funny. He is as dry as they come.

  • @abdullahaddous7081

    @abdullahaddous7081

    Жыл бұрын

    @@godfreypigott he sometimes does tickle the funny bone in me and make me giggle

  • @georgesadler7830
    @georgesadler78303 жыл бұрын

    This is another fantastic lecture by the grandfather of linear algebra. Symmetric and Positive definite matrices pops up in systems and control engineering.

  • @pipertripp

    @pipertripp

    10 күн бұрын

    and in statistics!

  • @dalisabe62
    @dalisabe62 Жыл бұрын

    A living master of linear algebra who is not intimidated by spontaneous insights as he articulates the deeper meanings hidden in the mysterious mathematical creature called matrices.

  • @garylai4784
    @garylai47844 жыл бұрын

    positive definite matrices start at 35:14

  • @danielha7895
    @danielha78954 жыл бұрын

    The best lecture Ive ever seen, Thank you very much!!!

  • @robinamar6454
    @robinamar64543 жыл бұрын

    Thanks MITOpenCourseWare for uploading these beautiful lectures. Even remote students get taught by Prof. Strang. :)

  • @naterojas9272
    @naterojas92724 жыл бұрын

    Is anyone else amazed at how he lets you see both the forest AND the trees... Simply the most elegant exposition of mathematics I have ever seen...

  • @shabana_04

    @shabana_04

    2 жыл бұрын

    Where exactly in the lecture did you relate to understanding trees and forest? I'm a beginner so I couldn't get it

  • @sabashoshiashvili8301

    @sabashoshiashvili8301

    2 жыл бұрын

    @@shabana_04 I think he meant that Mr. Strang does a good job at explaining particular topics(trees) as well as how they relate to and fit in with each other(forest).

  • @mishelqyrana7187

    @mishelqyrana7187

    2 жыл бұрын

    The perfect metaphor.

  • @exxzxxe
    @exxzxxe Жыл бұрын

    Professor Strang- a gentleman and a scholar!

  • @sword8446
    @sword84468 ай бұрын

    00:12 Symmetric matrices have real eigenvalues and perpendicular eigenvectors. 03:33 In the symmetric case, the eigenvector matrix becomes orthonormal. 10:23 Symmetric matrices have a unique property when it comes to eigenvalues and eigenvectors. 13:53 The video discusses the relationship between symmetric matrices and positive definiteness. 20:21 Eigenvalues of a symmetric matrix 23:18 Symmetric matrices are good matrices, whether they are real or complex. 29:40 Finding eigenvalues of a symmetric matrix is a complex and time-consuming task. 32:22 Symmetric matrices have a connection between the signs of the pivots and the eigenvalues. 38:44 When a symmetric matrix is positive definite, its eigenvalues are positive. 41:41 Symmetric matrices have positive sub determinants and a positive big determinant. Crafted by Merlin AI.

  • @user-wt2dr7sx6f
    @user-wt2dr7sx6f4 жыл бұрын

    1:49 "PERPENDIC---ULA---R"

  • @sampadmohanty8573

    @sampadmohanty8573

    4 жыл бұрын

    ULA - Understanding Linear Algebra

  • @didyoustealmyfood8729

    @didyoustealmyfood8729

    3 жыл бұрын

    A= LU

  • @anindyasundargoswami8957

    @anindyasundargoswami8957

    3 жыл бұрын

    @@didyoustealmyfood8729 No ... I didn't steal your food

  • @dwijdixit7810
    @dwijdixit7810 Жыл бұрын

    Thank you, sir Strang!

  • @mreengineering4935
    @mreengineering49353 жыл бұрын

    دكتور من اروع ما يكون

  • @ianwilson9325
    @ianwilson93252 жыл бұрын

    this guy is a genius.. holy moly he has a quick mind

  • @utkarsh-21st
    @utkarsh-21st4 жыл бұрын

    Excellent!

  • @phononify
    @phononify10 ай бұрын

    highly sympathic ... I would have loved to study at the MIT .. great, really

  • @RahulMadhavan
    @RahulMadhavan4 жыл бұрын

    @5:57 - looks like class rooms at MIT have ledges to jump off from if you don't understand anything :-)

  • @findmeifucan2719

    @findmeifucan2719

    3 жыл бұрын

    @E 😂😂

  • @vasuverma5013
    @vasuverma50134 ай бұрын

    He is an absolute genius, loved the way he teach 😊

  • @alberto3071
    @alberto30713 жыл бұрын

    What about decomposition into hermitian and skew-hermitian, how could we visualize that?

  • @aamirfaridi3783
    @aamirfaridi37834 жыл бұрын

    energetic professor.

  • @naterojas9272
    @naterojas92724 жыл бұрын

    9:00: "That's what to remember from this lecture..." Me: "Ight boys n gals. We can skip to the next lecture"

  • @naterojas9272

    @naterojas9272

    4 жыл бұрын

    Finishes lecture. Never mind... Lecture (as always) was awesome.

  • @wangxiang2044
    @wangxiang2044 Жыл бұрын

    The number of positive pivots may not equal the number of positive eigenvalues. Take the matrix [1,0;-1,0] for example: without row exchange ,it reduces to [1,0;0,0], but with row exchange it reduces to [-1,0;0,0]. Odd number of row exchanges will change the sign of determinant and therefore change the number of negative eigenvalues. Assume that there is no row exchange and no multiplication of a row by a (negative) scalar, then the result holds.

  • @noahchen
    @noahchen2 жыл бұрын

    1:50 My favorite part of this video. "PERPENDIC|| ULA ||R" =========== ====

  • @lukes.9781
    @lukes.97813 жыл бұрын

    He never erased "ULA" off the wall.

  • @kewtomrao
    @kewtomrao3 жыл бұрын

    Are those empty seats??Please let me sit in one of those and I swear I ll attend everyday!!

  • @pourkavoosmedicalllcpourka7429
    @pourkavoosmedicalllcpourka7429 Жыл бұрын

    In Linear Algebra, Professor Strang is God.

  • @nurzaur
    @nurzaur2 жыл бұрын

    43:00 - Summary

  • @ramkrishna3256
    @ramkrishna32564 жыл бұрын

    What if any Eigen value is repeated??? I guess that we still get n-orthogonal Eigen vectors. The reason: We can relate it to the algebraic multiplicity and geometric multiplicity of an Eigen value. 🙂

  • @findmeifucan2719

    @findmeifucan2719

    3 жыл бұрын

    😅

  • @All_Kraft
    @All_Kraft2 ай бұрын

    Does anybody can explain, why the number of the pivots is equal to the number of the eigenvectors?

  • @pipertripp
    @pipertripp10 күн бұрын

    The linalg GOAT!

  • @eduardosdelarosa5539
    @eduardosdelarosa55394 жыл бұрын

    Wait now i have a question supposed i got the eigenvalues if i used elimination and then i got the eigenvalues again. Would they be the same?

  • @dennisjoseph4528

    @dennisjoseph4528

    4 жыл бұрын

    Your Eigen vectors will definitely change. This is how I understood this. A*x=l*x. Now suppose you change A, so you multiply a new matrix E on the left hand side that changes A, so E*A*x=l*E*x. Eigen values may change by a factor.

  • @eduardosdelarosa5539

    @eduardosdelarosa5539

    4 жыл бұрын

    @@dennisjoseph4528 thanks dude from México.

  • @Mark-nm9sm
    @Mark-nm9sm10 ай бұрын

    what a funny way to open an exciting class

  • @samuelyeo5450
    @samuelyeo54504 жыл бұрын

    27:28 I don't understand why they are considered projection matrices. Projection matrices from my limited understanding satisfy P=P^n, where n is any real integer. Projection matrices project a vector onto a certain subspace. Back in lecture 15, he derived P = A (A^T A)^-1 A^T. In the context of this lecture, A is an orthogonal matrix. Since A^T = A^-1 , P = A A^T. Does he therefore mean that q q^T are projection matrices in this sense?

  • @user-dh9xf9qj6d

    @user-dh9xf9qj6d

    4 жыл бұрын

    He probably means that q q^T is the projection matrix onto the subspace spanned by the vector q (for each subscript i=1, 2, .... of q_i). In that case, each projection matrix P will be q(q^T q)^-1 q^T, where actually (q^T q) denotes the dot product of q and q (i.e., the squared length of the vector q), which is the real number 1, since q is a unit vector. Thus, (q^T q)^-1 denotes the inverse of the real number 1, which is of course the real number 1 itself. Consequently the projection matrix P gets reduced to q q^T . That's what I think. ■

  • @kananjoshi98

    @kananjoshi98

    4 жыл бұрын

    Okay, you're almost right. If you remember he taught that projection on the line through a vector a is (a a^T)/(a^T a). This is the projection matrix. This is the equivalent result when you're projecting on 1-D space. Now imagine when a=q (a unit vector). The denominator which is a scalar quantity is just 1 since (q^T q)=||q||^2=1. So projection matrix is nothing but (q q^T). I hope this helps you.

  • @theindianrover2007

    @theindianrover2007

    4 жыл бұрын

    @@kananjoshi98 Thnks a lot

  • @charlesmayer2047

    @charlesmayer2047

    3 жыл бұрын

    @@kananjoshi98 The space it's projecting on is the eigenvector space, and each projection (P1,P2,...Pn) is projecting the eigenvalue into its assorted eigenvector, which is *one* vector, so the space generated by that vector is unidimentional, even though the vector itself is of dimention ''n'', n being the number of eigenvalues of the matrix A.

  • @Feanordark
    @Feanordark2 жыл бұрын

    Can anybody help me to see how is a vector time his transpose a projection? Thank you very much in advance :) Btw, amazing courses, you're truly lighting the way, Mr. Strang!

  • @peterlee1783

    @peterlee1783

    2 жыл бұрын

    please read chapter 4.2 projection. project onto a line

  • @cvanaret

    @cvanaret

    2 жыл бұрын

    If q has length 1, P = q q^T is symmetric and P^2 = P

  • @dalisabe62

    @dalisabe62

    Жыл бұрын

    Think of a vector as a row vector and it’s transpose as a column vector. When you do the multiplication you are doing the dot product of two vectors, which is a scalar. If you recall from an introduction course in math like calculus one, precalculus or college physics I, you know that when you dot product two vectors, say a.b =|a||b|cos(theta) where theta is the angle between the two vectors a and b. The smaller theta is, the bigger cos(theta) is, that is, the bigger the projection of the vector a onto vector b. Think of the projection as the length of shade of one vector on the ground. Hope that helps.

  • @nguyenbaodung1603
    @nguyenbaodung16032 жыл бұрын

    12:54 Lol professor could actually do that, but a little bit different by instead of the conjugate equation, we can use orginal equation. He actually pointed it out but mistook it a little bit. Just multiply both side of the tranpose equation by x, change A*x to Lambda * x, then we end up with the equation where Lambda = Conjugate(Lambda) . I actually followed his guide that moment and it worked, but he instead ended up with a mess XDD.

  • @leilaazzoune3990
    @leilaazzoune39903 жыл бұрын

    excellent :o

  • @lisadinh
    @lisadinh4 жыл бұрын

    @39:29 how did he get rad 5 so quickly. I heard “16-11” I don’t know how he got the 16. If he used the quadratic formula, that was some light speed calculation of b^2-4ac, sqrt, and divide by 2

  • @lisadinh

    @lisadinh

    4 жыл бұрын

    Nvm. After mulling over it I have figured it out

  • @RenanRodrigues-yj5tz

    @RenanRodrigues-yj5tz

    3 жыл бұрын

    Lisa Dinh never thought of doing it like that. Now I’m always gonna use it haha

  • @lisadinh

    @lisadinh

    3 жыл бұрын

    ​@@RenanRodrigues-yj5tz ikr. He pulled 4 out from (b^2-4ac) right away and sqrtted it to quickly cancel from the 2 in 2a in the denominator. (b^2 - 4ac) = 4((b^2)/4 - ac) ---> (64 - 4(11)) = 4(16 - 11). promptly recognized 64 goes into 4 sixteen times.

  • @mikebull9047
    @mikebull90473 жыл бұрын

    Eigenvalue lam=1.0 leads to a term exp(lam t) = exp(t) grows out of bound. Or am I missing the point. In the last lecture lam= 0 became the steady state value.

  • @ahmetcanogreten7367

    @ahmetcanogreten7367

    3 жыл бұрын

    lambda=0 is steady state of differential eqns lamba=1 is of difference eqns.

  • @penny9053
    @penny90532 жыл бұрын

    30:57 "Matlab will do it, but it will complain" what a humour xd

  • @user-jn6kd6vu6h
    @user-jn6kd6vu6h4 жыл бұрын

    i thought the "cular" was a projection, NO! He wrote it on the wall lol

  • @slicenature9734
    @slicenature97344 жыл бұрын

    Hi, at 39:00 how did he so quickly find the roots of the equation?

  • @ayangangopadhyay7500

    @ayangangopadhyay7500

    4 жыл бұрын

    He used the quadratic formula for solving the equation I believe

  • @young-jinahn6971

    @young-jinahn6971

    4 жыл бұрын

    Trace(sum of diagonal values) is equal to sum of two lambdas

  • @0polymer0

    @0polymer0

    3 жыл бұрын

    When a=1, the quadratic formula reads: -b/2 +- sqrt( (b/2)^2 - c )

  • @agarwaengrc
    @agarwaengrc Жыл бұрын

    I don't get it. Since symmetric matrices are always diagonalizable, then it looks like they should always be invertible too (since it's eazy to say e.g. A=QΛQ' and so A'=QΛ'Q'). But they're not, for example a matrix with all ones or all zeroes is symmetric (and obviously not invertible). What am I missing here?

  • @agarwaengrc

    @agarwaengrc

    Жыл бұрын

    OK, I'm missing that it would have a zero eigenvalue, which means that there's no way to construct Λ'

  • @johnk8174
    @johnk81743 жыл бұрын

    "forgive me for doing such a thing" (looks at book)

  • @pranavhegde6470

    @pranavhegde6470

    3 жыл бұрын

    which is again written by the legend himself :D

  • @mreengineering4935
    @mreengineering49353 жыл бұрын

    رائع

  • @user-pr4jg3sn2j
    @user-pr4jg3sn2j3 жыл бұрын

    대칭 행렬의 경우 피봇들의 부호와 고유값의 부호가 같다.

  • @Mimi54166
    @Mimi541664 жыл бұрын

    35:17

  • @marsfrom8206
    @marsfrom82064 жыл бұрын

    what is the mean "sines of the eigenvalues"? Thanks,

  • @user-eh4gb4bh3x

    @user-eh4gb4bh3x

    4 жыл бұрын

    not sines but signs, there is caption's error

  • @mitocw

    @mitocw

    4 жыл бұрын

    Good catch! Thank you for pointing that out. The caption will be corrected.

  • @marsfrom8206

    @marsfrom8206

    4 жыл бұрын

    @@user-eh4gb4bh3x Thanks

  • @existentialrap521
    @existentialrap5219 ай бұрын

    His move at 1:50 is legendary. Gang

  • @banglatutorialtv2136
    @banglatutorialtv21364 жыл бұрын

    Wow

  • @lounes9777
    @lounes97777 ай бұрын

    Dr Strange ALWAYS THE BEST

  • @samuelleung9930
    @samuelleung99304 жыл бұрын

    Man, u know why since lecture 23 or sth the views sinks🤣: u have to read the book to clarify to yourself about the important points the Prof Strang has leave there purposely, which is actually elegant😀 now I go to read the book to find out why the sign of pivots are the same as the of EV..

  • @saubaral

    @saubaral

    4 жыл бұрын

    i think its coz these are new videos with audio channel fixed. i don't think the views before 9 months or so were counted here

  • @matthewjames7513
    @matthewjames75132 жыл бұрын

    35:35 He seems to claim that positive definite matrices must be symmetric. But that' cant be true.. [2,0;2,2] is positive definite but not symmetric!

  • @jarp5581
    @jarp5581Ай бұрын

    31:27😂😂😂

  • @bashiruddin3891
    @bashiruddin38912 жыл бұрын

    What's a pivot?

  • @godfreypigott

    @godfreypigott

    Жыл бұрын

    Oh dear ... back to the beginning for you.

  • @thackthack4099

    @thackthack4099

    8 ай бұрын

    For anyone else that needs this, Strang is talking about turning the matrix into Echelon form without Row Reducing all the leading entries to 1.

  • @daniel_liu_it
    @daniel_liu_it3 жыл бұрын

    here i am, still seven videos so far,

  • @findmeifucan2719

    @findmeifucan2719

    3 жыл бұрын

    What 😳😱

  • @saubaral
    @saubaral4 жыл бұрын

    All matrices matter, no such thing as a good or a bad matrix :P

  • @adhoax3521

    @adhoax3521

    4 жыл бұрын

    Good are ones in which we easily see beautiful patterns on instants where others show no such patters

  • @saubaral

    @saubaral

    4 жыл бұрын

    @@adhoax3521 is this not a clear case of matrix discrimination. Or is this how we get discriminants. :P

  • @danishji2172
    @danishji2172 Жыл бұрын

    16:21 Blonde Guy with mohawk places his foot on the chair in front. Do this in a SE Asian country and have the duster come flying at your face. XD

  • @daniel_liu_it
    @daniel_liu_it3 жыл бұрын

    16:20:"where did he put his good god white foot on lol🤣"

  • @11nickable
    @11nickable3 жыл бұрын

    20:32 I FuXX

  • @sdavid1956
    @sdavid19563 ай бұрын

    when he has not enough space to write perpendicular😂😂😂😂😂

  • @lucaponte3996
    @lucaponte39964 жыл бұрын

    Prof. Strang is a myth

  • @godfreypigott

    @godfreypigott

    Жыл бұрын

    Sooooo ..... he doesn't exist?

  • @TanNguyen-qo3so
    @TanNguyen-qo3so4 жыл бұрын

    Vietnamese student: easy peasy

  • @hauphan917

    @hauphan917

    4 жыл бұрын

    Nah dude, hard af

  • @TanNguyen-qo3so

    @TanNguyen-qo3so

    4 жыл бұрын

    @@hauphan917 yeah

  • @quirkyquester

    @quirkyquester

    4 жыл бұрын

    loll haha, u funny

  • @braveXuan

    @braveXuan

    3 жыл бұрын

    Vietnamese student here. Not that easy for me.

  • @soulmadness2106
    @soulmadness2106 Жыл бұрын

    الله يحرق اللينير

  • @user-pr4jg3sn2j
    @user-pr4jg3sn2j3 жыл бұрын

    28:30