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# ASSIGNMENT 2 IS 605

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ASSIGNMENT 2
IS 605 FUNDAMENTALS OF COMPUTATIONAL MATHEMATICS
1. Problem set 1
(1) Show that AT A 6= AAT
in general. (Proof and demonstration.)
(2) For a special type of square matrix A, we get AT A = AAT
. Under what conditions
could this be true? (Hint: The Identity matrix I is an example of such a matrix).
either scan or take a picture of the work and submit it. Please ensure that your image is
legible and that your submissions are named using your first initial, last name, assignment
and problem set within the assignment. E.g. LFulton_Assignment2_PS1.png
2. Problem set 2
Matrix factorization is a very important problem. There are supercomputers built just
to do matrix factorizations. Every second you are on an airplane, matrices are being
factorized. Radars that track flights use a technique called Kalman filtering. At the heart
of Kalman Filtering is a Matrix Factorization operation. Kalman Filters are solving linear ASSIGNMENT 2 IS 605