grandes-ecoles 2011 Q3

grandes-ecoles · France · centrale-maths2__pc Matrices Projection and Orthogonality

For $x , y \in \mathbb { R } ^ { n }$, we set: $( x ; y ) _ { A } = \langle A x ; y \rangle$. We denote by $E$ the endomorphism of the vector space $\mathbb { R } ^ { n }$ defined by $\forall x \in \mathbb { R } ^ { n } , E ( x ) = A ^ { - 1 } K x$.
Prove that $( ; ) _ { A }$ defines an inner product on $\mathbb { R } ^ { n }$. Then show that $$\forall x , y \in \mathbb { R } ^ { n } , ( E ( x ) ; y ) _ { A } = ( x ; E ( y ) ) _ { A } .$$

For $x , y \in \mathbb { R } ^ { n }$, we set: $( x ; y ) _ { A } = \langle A x ; y \rangle$. We denote by $E$ the endomorphism of the vector space $\mathbb { R } ^ { n }$ defined by $\forall x \in \mathbb { R } ^ { n } , E ( x ) = A ^ { - 1 } K x$.

Prove that $( ; ) _ { A }$ defines an inner product on $\mathbb { R } ^ { n }$. Then show that
$$\forall x , y \in \mathbb { R } ^ { n } , ( E ( x ) ; y ) _ { A } = ( x ; E ( y ) ) _ { A } .$$

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