diff --git a/hw2/kaiwenjin/hw2.md b/hw2/kaiwenjin/hw2.md new file mode 100644 index 0000000..50027f1 --- /dev/null +++ b/hw2/kaiwenjin/hw2.md @@ -0,0 +1,48 @@ +### 9.24 +###### Original problem + +Let us present a rigorous proof. Let $\sigma(Z) = (\lambda_1,..,\lambda_n)$ denote the eigenvalues of Z. +$${\rm Tr}(I + \varepsilon Z) = \prod_{i=1}^n (1 + \varepsilon \lambda_i)\approx1+\varepsilon\sum_{i=1}^n\lambda_i$$ + +$$\Longrightarrow V(I+\varepsilon Z) = -\log\left(\prod_{i=1}^n (1 + \varepsilon \lambda_i)\right) \approx -\sum_{i=1}^n\log(1 + \varepsilon \lambda_i) \approx -\varepsilon\sum_{i=1}^n\lambda_i$$ + +$$\Longrightarrow V(X + \varepsilon Y) = V(X) + V(I + \varepsilon X^{-1}Y) \approx V(X) - \varepsilon{\rm Tr}(X^{-1}Y)$$ + +Thus, we have completed the proof. + + +###### Cramer's rule +Consider a linear system +$$Ax = b,A\in\mathbb{R^{n\times n}},b\in\mathbb{R^n},\det(A)\neq 0$$ +Let $x$ denote its solution, and let $A_i$ represent the matrix obtained by replacing the $i$-th column of $A$ with $b$. We can derive: +$$\det(A+\varepsilon b e_i^T) = \det(A)\det(I+\varepsilon A^{-1}b e_i^T)$$ + +$$\approx\det(A)(1+\varepsilon{\rm Tr}(A^{-1}b e_i^T)) = \det(A)(1+x_i)$$ + +$$\Longrightarrow x_i \approx \frac{\det(A+\varepsilon b e_i^T)-\det(A)}{\varepsilon\det(A)}\to\frac{\det(A_i)}{\det(A)}$$ + +This completes our derivation of Cramer's rule. + + +### 9.25 +This problem requires further clarification as its meaning is not immediately clear. + +### 9.27 +###### 1. +Let us define $x_0$ as an integer solution and +$$\ker_N = \ker(A)\cap\mathbb{N}^n$$ + +We can then establish that $x_0+\ker_N$ forms a lattice. + +###### 2. +Through Gaussian elimination, we can efficiently determine an integer solution $x_0$ and a rational basis $K_Q$ of $\ker(A)$ in polynomial time. By multiplying $K_Q$ by the least common multiple (LCM) of the denominators of all its elements (with all rational elements reduced to their simplest form), we obtain an integer basis $K_Z$. Consequently, we can construct the lattice $x_0+{\rm span}_N(K_Z)$ in polynomial time. + +###### 3. +If +$$\exists x\in K_N ~~s.t.~~c^Tx\neq 0$$ + +then we can conclude that the optimal value of the LP must be $+\infty$. + +Conversely, if no such vector exists, then every vector in $x_0+{\rm span}(K_Z)$ constitutes an optimal solution of the LP. + +Therefore, we can conclude that the IP can be solved in polynomial time.