Week 5 Checkpoint
Span, independence, basis and rank; the null and column spaces; eigenvalues and eigenvectors ($Av=\lambda v$); covariance; and PCA intuition including explained variance.
- 1.
Which of the following sets of vectors in is linearly independent?
- 2.
A matrix has three (nonzero) columns that all lie on a single line through the origin. What is and the dimension of its column space?
- 3.
For , the null space is a subspace of which space, and what does a non-trivial null space tell you?
- 4.
Let and . Compute and read off the eigenvalue in .
- 5.
In a data covariance matrix , what does a large negative off-diagonal entry tell you about features 1 and 2?
- 6.
PCA yields covariance-matrix eigenvalues . If you keep only the first principal component, what fraction of the total variance is explained?
- 7.
In PCA, the first principal component is the direction that: