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Solution Manual for Linear Algebra and Optimization for Machine Learning 1st Edition by Charu Aggarwal, ISBN: 9783030403430, All 11 Chapters Covered, Verified $15.99   Add to cart

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Solution Manual for Linear Algebra and Optimization for Machine Learning 1st Edition by Charu Aggarwal, ISBN: 9783030403430, All 11 Chapters Covered, Verified

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Solution Manual for Linear Algebra and Optimization for Machine Learning 1st Edition by Charu Aggarwal, ISBN: 9783030403430, All 11 Chapters Covered, Verified Latest Edition Solution Manual for Linear Algebra and Optimization for Machine Learning 1st Edition by Charu Aggarwal, ISBN: 9783030403430, ...

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SOLUTION MANUAL
Linear Algebra and Optimization for Machine
Learning
1st Edition by Charu Aggarwal. Chapters 1 – 11




vii

,Contents


1 LinearV AlgebraV andV Optimization:V AnV Introduction 1


2 LinearV TransformationsV andV LinearV Systems 17


3 Diagonalizable V MatricesV andV Eigenvectors 35


4 OptimizationVBasics:VAVMachineVLearningVView 47


5 OptimizationV ChallengesV andV AdvancedV Solutions 57


6 LagrangianV RelaxationV andV Duality 63


7 SingularV ValueV Decomposition 71


8 MatrixV Factorization 81


9 TheV LinearV AlgebraV ofV Similarity 89


10 TheV LinearV AlgebraV ofV Graphs 95


11 OptimizationV inV ComputationalV Graphs 101




viii

,ChapterV 1

LinearVAlgebraVandVOptimization:VAnVIntroduction




1. ForV anyV twoV vectorsV xV andV y,V whichV areV eachV ofV lengthV a,V showV thatV (i)
V xV− Vy V isVorthogonal VtoVxV+Vy,V and V(ii) V the Vdot Vproduct Vof Vx V− V3y V and Vx V+V

3yV isV negative.
(i)VTheVfirstVisVsimply·V −VVx·V xV yV yVusingVtheVdistributiveVpropertyVofVmatrix
Vmultiplication.VTheVdotVproductVofVaVvectorVwithVitselfVis Vits VsquaredVle

ngth.VSinceVbothVvectorsVareVofVtheVsameVlength,VitVfollowsVthatVtheVresu
ltVisV0.V(ii)VInVtheVsecondVcase,VoneVcanVuseVaVsimilarVargumentVtoVshowVt
hatVtheVresultVisVa2V−V9a2,VwhichVisVnegative.
2. ConsiderV aV situationV inV whichV youV haveV threeV matricesV A,V B,V andV C,V ofV size
sV 10V×V2,V2V×V10,VandV10V×V10,Vrespectively.
(a) SupposeVyouVhadVtoVcomputeVtheVmatrixVproductVABC.VFromVanVefficien
cyVper-
Vspective,VwouldVitVcomputationallyVmakeVmoreVsenseVtoVcomputeV(AB)CVor

VwouldVit Vmake Vmore VsenseVtoVcompute VA(BC)?


(b) IfVyouVhadVtoVcomputeVtheVmatrixVproductVCAB,VwouldVitVmakeVmoreVse
nseVtoVcomputeV (CA)BV orV C(AB)?
TheVmainVpointVisVtoVkeepVtheVsizeVofVtheVintermediateVmatrixVasVsm
allVasVpossibleV inVorderVtoVreduceVbothVcomputationalVandVspaceVrequ
irements.VInVtheVcaseVofVABC,VitVmakesVsenseVtoVcomputeVBCVfirst.VInV
theVcaseVofVCABVitVmakesVsenseVtoVcomputeVCAVfirst.VThisVtypeVofVass
ociativityVpropertyVisVusedVfrequentlyVinVmachineVlearningVinVorderVt
oVreduceVcomputationalVrequirements.
3. ShowV thatV ifV aV matrixV AV satisfiesV—AV =
ATV,V thenVallVtheV diagonalVelementsV of
V the Vmatrix Vare V0.


NoteVthatVAV+VATV=V0.VHowever,VthisVmatrixValsoVcontainsVtwiceVtheV
diagonalVelementsVofVAVonVitsVdiagonal.VTherefore,VtheVdiagonalVelem
entsVofVAVmustVbeV0.
4. ShowVthatVifVweVhaveVaVmatrixVsatisfying
— VAV=
1

, ATV,VthenVforVanyVcolumnVvectorVx,
weVhaveV x VAxV=V0.
V
T


NoteV thatV theV transposeV ofV theV scalarV xTVAxV remainsV unchanged.V Therefore,V
weV have

xTVAxV=V(xTVAx)TV =VxTVATVxV=V−xTVAx.V Therefore,V weV haveV 2xTVAxV=V0
.




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