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. 1.

    Which of the following sets of vectors in R2\mathbb{R}^2 is linearly independent?

  2. 2.

    A 3×33\times 3 matrix AA has three (nonzero) columns that all lie on a single line through the origin. What is rank(A)\operatorname{rank}(A) and the dimension of its column space?

  3. 3.

    For ARm×nA\in\mathbb{R}^{m\times n}, the null space N(A)={x:Ax=0}N(A)=\{x : Ax=0\} is a subspace of which space, and what does a non-trivial null space tell you?

  4. 4.

    Let A=[2112]A=\begin{bmatrix}2&1\\1&2\end{bmatrix} and v=(1,1)v=(1,1). Compute AvAv and read off the eigenvalue λ\lambda in Av=λvAv=\lambda v.

  5. 5.

    In a data covariance matrix Σ\Sigma, what does a large negative off-diagonal entry Σ12\Sigma_{12} tell you about features 1 and 2?

  6. 6.

    PCA yields covariance-matrix eigenvalues λ1=8, λ2=1, λ3=1\lambda_1=8,\ \lambda_2=1,\ \lambda_3=1. If you keep only the first principal component, what fraction of the total variance is explained?

  7. 7.

    In PCA, the first principal component is the direction that: