Math Problem Statement

реши

Рассмотрим симметричную матрицу A ∈ R^{n×n} и ее спектральное разложение A = QΛQ^T. Пусть Λ ∈ R^n — это диагональная матрица A (то есть вектор, составленный из собственных значений A). Найдите производные: 1. ∇_Λ tr(A), 2. ∇_Q tr(A).

Solution

The question provided discusses a symmetric matrix ARn×nA \in \mathbb{R}^{n \times n} and its spectral decomposition A=QΛQTA = Q \Lambda Q^T, where Λ\Lambda is a diagonal matrix consisting of the eigenvalues of AA, and QQ is the orthogonal matrix of eigenvectors. You are asked to compute the gradients of the trace function tr(A)\text{tr}(A) with respect to Λ\Lambda and QQ, respectively.

1. Gradient of tr(A)\text{tr}(A) with respect to Λ\Lambda:

Since tr(A)=tr(Λ)\text{tr}(A) = \text{tr}(\Lambda) because the trace of a matrix is invariant under similarity transformations (i.e., tr(A)=tr(QΛQT)=tr(Λ)\text{tr}(A) = \text{tr}(Q \Lambda Q^T) = \text{tr}(\Lambda)), and Λ\Lambda is a diagonal matrix containing the eigenvalues of AA, we can directly differentiate this:

Λtr(A)=Λtr(Λ)\nabla_\Lambda \text{tr}(A) = \nabla_\Lambda \text{tr}(\Lambda)

Since tr(Λ)\text{tr}(\Lambda) is simply the sum of the diagonal elements of Λ\Lambda, and those diagonal elements are the eigenvalues, the derivative is:

Λtr(Λ)=I\nabla_\Lambda \text{tr}(\Lambda) = I

Thus, the gradient with respect to Λ\Lambda is the identity matrix II.

2. Gradient of tr(A)\text{tr}(A) with respect to QQ:

The trace function tr(A)=tr(QΛQT)\text{tr}(A) = \text{tr}(Q \Lambda Q^T) does not explicitly depend on QQ because the trace is invariant under orthogonal transformations. Therefore, the gradient of tr(A)\text{tr}(A) with respect to QQ is zero:

Qtr(A)=0\nabla_Q \text{tr}(A) = 0

Final Results:

  1. Λtr(A)=I\nabla_\Lambda \text{tr}(A) = I
  2. Qtr(A)=0\nabla_Q \text{tr}(A) = 0

Would you like further details on how these gradients are computed or related concepts? Here are 5 related questions you could explore:

  1. What is the significance of spectral decomposition in matrix analysis?
  2. Why is the trace invariant under orthogonal transformations?
  3. How does spectral decomposition relate to the eigenvalues and eigenvectors of a matrix?
  4. What is the gradient of the determinant with respect to Λ\Lambda and QQ?
  5. Can the results be generalized for non-symmetric matrices?

Tip: When computing matrix gradients, always consider whether the function involves any invariance under transformations like orthogonal or unitary matrices, as this often simplifies the calculation.

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Spectral Decomposition
Matrix Differentiation
Eigenvalues and Eigenvectors

Formulas

Spectral decomposition: A = QΛQ^T
Gradient of trace with respect to Λ: ∇_Λ tr(A) = I
Gradient of trace with respect to Q: ∇_Q tr(A) = 0

Theorems

Spectral Decomposition Theorem
Trace Invariance under Orthogonal Transformations

Suitable Grade Level

Advanced Undergraduate or Graduate Level