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
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25. Symmetric Matrices and Positive Definiteness
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Audio channels fixed!
@didyoustealmyfood8729
3 жыл бұрын
Pls provide link for the playlist for the audio channel fixed. Thanks
Dr. Strang is precious, protect him at all costs.
@ahbarahad3203
7 ай бұрын
Ain't no one coming after him don't worry
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
Жыл бұрын
I have never heard him say anything remotely funny. He is as dry as they come.
@abdullahaddous7081
Жыл бұрын
@@godfreypigott he sometimes does tickle the funny bone in me and make me giggle
This is another fantastic lecture by the grandfather of linear algebra. Symmetric and Positive definite matrices pops up in systems and control engineering.
@pipertripp
10 күн бұрын
and in statistics!
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.
positive definite matrices start at 35:14
The best lecture Ive ever seen, Thank you very much!!!
Thanks MITOpenCourseWare for uploading these beautiful lectures. Even remote students get taught by Prof. Strang. :)
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
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
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
2 жыл бұрын
The perfect metaphor.
Professor Strang- a gentleman and a scholar!
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.
1:49 "PERPENDIC---ULA---R"
@sampadmohanty8573
4 жыл бұрын
ULA - Understanding Linear Algebra
@didyoustealmyfood8729
3 жыл бұрын
A= LU
@anindyasundargoswami8957
3 жыл бұрын
@@didyoustealmyfood8729 No ... I didn't steal your food
Thank you, sir Strang!
دكتور من اروع ما يكون
this guy is a genius.. holy moly he has a quick mind
Excellent!
highly sympathic ... I would have loved to study at the MIT .. great, really
@5:57 - looks like class rooms at MIT have ledges to jump off from if you don't understand anything :-)
@findmeifucan2719
3 жыл бұрын
@E 😂😂
He is an absolute genius, loved the way he teach 😊
What about decomposition into hermitian and skew-hermitian, how could we visualize that?
energetic professor.
9:00: "That's what to remember from this lecture..." Me: "Ight boys n gals. We can skip to the next lecture"
@naterojas9272
4 жыл бұрын
Finishes lecture. Never mind... Lecture (as always) was awesome.
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.
1:50 My favorite part of this video. "PERPENDIC|| ULA ||R" =========== ====
He never erased "ULA" off the wall.
Are those empty seats??Please let me sit in one of those and I swear I ll attend everyday!!
In Linear Algebra, Professor Strang is God.
43:00 - Summary
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
3 жыл бұрын
😅
Does anybody can explain, why the number of the pivots is equal to the number of the eigenvectors?
The linalg GOAT!
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
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
4 жыл бұрын
@@dennisjoseph4528 thanks dude from México.
what a funny way to open an exciting class
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
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
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
4 жыл бұрын
@@kananjoshi98 Thnks a lot
@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.
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
2 жыл бұрын
please read chapter 4.2 projection. project onto a line
@cvanaret
2 жыл бұрын
If q has length 1, P = q q^T is symmetric and P^2 = P
@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.
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.
excellent :o
@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
4 жыл бұрын
Nvm. After mulling over it I have figured it out
@RenanRodrigues-yj5tz
3 жыл бұрын
Lisa Dinh never thought of doing it like that. Now I’m always gonna use it haha
@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.
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
3 жыл бұрын
lambda=0 is steady state of differential eqns lamba=1 is of difference eqns.
30:57 "Matlab will do it, but it will complain" what a humour xd
i thought the "cular" was a projection, NO! He wrote it on the wall lol
Hi, at 39:00 how did he so quickly find the roots of the equation?
@ayangangopadhyay7500
4 жыл бұрын
He used the quadratic formula for solving the equation I believe
@young-jinahn6971
4 жыл бұрын
Trace(sum of diagonal values) is equal to sum of two lambdas
@0polymer0
3 жыл бұрын
When a=1, the quadratic formula reads: -b/2 +- sqrt( (b/2)^2 - c )
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
Жыл бұрын
OK, I'm missing that it would have a zero eigenvalue, which means that there's no way to construct Λ'
"forgive me for doing such a thing" (looks at book)
@pranavhegde6470
3 жыл бұрын
which is again written by the legend himself :D
رائع
대칭 행렬의 경우 피봇들의 부호와 고유값의 부호가 같다.
35:17
what is the mean "sines of the eigenvalues"? Thanks,
@user-eh4gb4bh3x
4 жыл бұрын
not sines but signs, there is caption's error
@mitocw
4 жыл бұрын
Good catch! Thank you for pointing that out. The caption will be corrected.
@marsfrom8206
4 жыл бұрын
@@user-eh4gb4bh3x Thanks
His move at 1:50 is legendary. Gang
Wow
Dr Strange ALWAYS THE BEST
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
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
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!
31:27😂😂😂
What's a pivot?
@godfreypigott
Жыл бұрын
Oh dear ... back to the beginning for you.
@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.
here i am, still seven videos so far,
@findmeifucan2719
3 жыл бұрын
What 😳😱
All matrices matter, no such thing as a good or a bad matrix :P
@adhoax3521
4 жыл бұрын
Good are ones in which we easily see beautiful patterns on instants where others show no such patters
@saubaral
4 жыл бұрын
@@adhoax3521 is this not a clear case of matrix discrimination. Or is this how we get discriminants. :P
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
16:20:"where did he put his good god white foot on lol🤣"
20:32 I FuXX
when he has not enough space to write perpendicular😂😂😂😂😂
Prof. Strang is a myth
@godfreypigott
Жыл бұрын
Sooooo ..... he doesn't exist?
Vietnamese student: easy peasy
@hauphan917
4 жыл бұрын
Nah dude, hard af
@TanNguyen-qo3so
4 жыл бұрын
@@hauphan917 yeah
@quirkyquester
4 жыл бұрын
loll haha, u funny
@braveXuan
3 жыл бұрын
Vietnamese student here. Not that easy for me.
الله يحرق اللينير
28:30