Linear Algebra and Its Applications (5th Edition)

Published by Pearson
ISBN 10: 032198238X
ISBN 13: 978-0-32198-238-4

Chapter 2 - Matrix Algebra - 2.4 Exercises - Page 124: 17

Answer

See explanation

Work Step by Step

The column-row expansions of $G_{k}$ and $G_{k+1}$ are: $G_{k}=X_{k} \cdot X_{k}^{T}=$ $=\operatorname{col}_{1}\left(X_{k}\right) \cdot \operatorname{row}_{1}\left(X_{k}^{T}\right)+\cdots+\operatorname{col}_{k}\left(X_{k}\right) \cdot \operatorname{row}_{k}\left(X_{k}^{T}\right)$ $G_{k+1}=X_{k+1} \cdot X_{k+1}^{T}=$ $=\operatorname{col}_{1}\left(X_{k+1}\right) \cdot \operatorname{row}_{1}\left(X_{k+1}^{T}\right)+\cdots+\operatorname{col}_{k}\left(X_{k+1}\right) \cdot \operatorname{row}_{k}\left(X_{k+1}^{T}\right)+\operatorname{col}_{k+1}\left(X_{k+1}\right) \cdot \operatorname{row}_{k+1}\left(X_{k+1}^{T}\right)=$ $=\operatorname{col}_{1}\left(X_{k}\right) \cdot \operatorname{row}_{1}\left(X_{k}^{T}\right)+\cdots+\operatorname{col}_{k}\left(X_{k}\right) \cdot \operatorname{row}_{k}\left(X_{k}^{T}\right)+\operatorname{col}_{k+1}\left(X_{k+1}\right) \cdot \operatorname{row}_{k+1}\left(X_{k+1}^{T}\right)=$ $=G_{k}+\operatorname{col}_{k+1}\left(X_{k+1}\right) \cdot \operatorname{row}_{k+1}\left(X_{k+1}^{T}\right)$ Since you can see update from $G_{k}$ to $G_{k+1}$ can be made by adding matrix $\operatorname{col}_{k+1}\left(X_{k+1}\right) \cdot \operatorname{row}_{k+1}\left(X_{k+1}^{T}\right)$
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