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Lecture6.1: Whatwewillnot betalkingabout Optimization and Computational Linear Algebra for Data Science Lo Miolane Warning / Home works 1 exams . 1/6 The determinant There exists a function det : R n n R called the determinant


slide-1
SLIDE 1

Lecture6.1: Whatwewillnot betalkingabout

Optimization and Computational Linear Algebra for Data Science

Léo Miolane

slide-2
SLIDE 2

Warning

1/6

/ Homeworks 1 exams

.
slide-3
SLIDE 3

The determinant

2/6

There exists a function det : Rn×n → R called the determinant that verifies det(M) = 0 ⇐ ⇒ M is not invertible. The determinant can be computed using the following formula: det(M) =

ÿ

σ∈Sn

‘(‡)

n

Ÿ

i=1

Mi,σ(i) =

=

som
  • ver all
"

rrorqdeu

:L

" -

y -

  • Maru, Mano
  • than

,

numbers

1,2 -

  • n
← TG)

g

  • 1

Exe :

n=4

,

2341

is

a

  • ak Yatra

)

depending

ah t .

a

modeling of

t .

. - - 4
slide-4
SLIDE 4

Geometrical interpretation

3/6

£2

A=f¥?dD)

/detlA=ad-bI

Vz

  • A
=

I detest

= lad
  • bet
  • ff

del

  • CA) , o

A

  • o

⇐s

Va , vz

lin

.

dep

.

A is not invertible

slide-5
SLIDE 5

Link with eigenvalues

4/6

X

is

an

eigenvalue

  • f A

rot Kala - did) ⇒

there exists

vto

such

that Ao

.

Kala

  • AID) f {o}

⇐s A

  • XII

is

not

invertible

.

det ( A

  • kid)
=

O

  • function
  • f

X

that

we write
slide-6
SLIDE 6

The characteristic polynomial

5/6
  • Pala

)

is

a

polynomial

in

se .

Ed: Let's

consider

A = (ta z)

Pala)

=

det CA

  • aid)
=

det ( FIFA)

=

( n -a)( 2-a)

  • 2 =lnZ-3at1T
  • Pa

is called

the

characteristic polynomial of A

its

roots

are

the

eigenvalues of A

.
  • deg CPA) f n
i

hence

A

has at

most

n distinct

eigenvalues

.
slide-7
SLIDE 7

Example

6/6 I 1

Let's

take A=fy ;

  • Ro - Tsing
  • ÷:) ;
i

for D= Tk

i '

Pala)

=

det CA

  • aid)
. =

det ( IIe)

= Ia2tI
  • For all

aER

,

Pala

) = htt 71 70

Hence

A-

does

not have

any real eigenvalues

.
  • PACE)
=

a.Ztt

=

C-1) t 1

= 0

i

is

a

complex eigenvalue

  • f A
.

(

  • iheeisothae)