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Linear AlgebraHardSymmetric Matrices & Quadratic Forms

Symmetric Matrices & Quadratic Forms · Hard problem

A dataset's design matrix is A=(101101)A = \begin{pmatrix}1 & 0\\1 & 1\\0 & 1\end{pmatrix}. The least-squares normal equations use the quadratic form q(x)=xT(ATA)xq(\mathbf x) = \mathbf x^{T}(A^{T}A)\mathbf x. Since AA's columns are independent, ATAA^TA is positive definite. Compute ATAA^TA and find its SMALLER eigenvalue.