EE 127/227AT 2/16/2017

L. El Ghaoui

Quiz 1

NAME:
SID:

The quiz lasts 1h30. Notes are not allowed, except for a one-page, two sided cheat sheet.

1. Consider the matrix  

−1 4 −6
A =  2 −2 −6  .
2 4 3

(a) Show that the columns of A = [a1 , a2 , a3 ] are mutually orthogonal, that is, aTi aj =
0 when i 6= j.
(b) Show that we can write A = DB, with B a matrix with mutually orthogonal
columns, each having unit Euclidean norm; and D a diagonal matrix with positive
diagonal elements. Hint: for every i = 1, 2, 3, express ai as di bi , with scalar di > 0
and bi a unit-norm vector.
(c) Find a singular value decomposition of A. Is it unique?

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2. For each of the following cases determine the shape of the set generated by the con-
straint kAxk2 ≤ 1. Here A is a matrix and x a vector with dimension equal to the
number of columns in A. Be as precise as you can.

(a)  
−1 0 0
A= .
0 1 0
(b)  
1 −1
A= .
−1 1
(c)  
2 1
A= .
1 2
Hint: the eigenvalues of A = AT are 3, 1.

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3. Let A ∈ Rm×n . We consider the following quantity

kAk1,1 := max kAuk1 .

u : kuk1 ≤1

(a) Show that, as its notation suggests, k · k1,1 is a norm.

(b) Show that
kAk1,1 = max kAT vk∞ .
v : kvk∞ ≤1

Hint: use the fact that, for any vector z, we have

kzk1 = max z T v,
v : kvk∞ ≤1

and that a similar result holds when the roles of the subscripts 1 and ∞ are
reversed.
(c) For i ∈ {1, . . . , n}, let ai ∈ Rn denote the i-th column of A. Show that

kAk1,1 := max kai k1 .

1≤i≤n

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EXTRA SPACE

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