Diberikan Matriks sebagai berikut
A<-matrix(c(9,1,1,9),2,2)
B<-matrix(c(2,0,0,0,4,0,0,0,0),3,3)
C<-matrix(c(1,0,0,0,1,0,0,0,1),3,3)
A
## [,1] [,2]
## [1,] 9 1
## [2,] 1 9
B
## [,1] [,2] [,3]
## [1,] 2 0 0
## [2,] 0 4 0
## [3,] 0 0 0
C
## [,1] [,2] [,3]
## [1,] 1 0 0
## [2,] 0 1 0
## [3,] 0 0 1
akar_ciri_A <- eigen(A)$values
akar_ciri_B <- eigen(B)$values
akar_ciri_C <- eigen(C)$values
akar_ciri_A
## [1] 10 8
akar_ciri_B
## [1] 4 2 0
akar_ciri_C
## [1] 1 1 1
vektor_ciri_A <- eigen(A)$vectors
vektor_ciri_B <- eigen(B)$vectors
vektor_ciri_C <- eigen(C)$vectors
vektor_ciri_A
## [,1] [,2]
## [1,] 0.7071068 -0.7071068
## [2,] 0.7071068 0.7071068
vektor_ciri_B
## [,1] [,2] [,3]
## [1,] 0 1 0
## [2,] 1 0 0
## [3,] 0 0 1
vektor_ciri_C
## [,1] [,2] [,3]
## [1,] 0 0 1
## [2,] 0 1 0
## [3,] 1 0 0
Matriks Definit Positif Jika \[ x^t A x > 0 \] #### Matriks A
x_A <- vektor_ciri_A
xt_A <- t(x_A)
# membuktikan Matriks Definit Positif
sub_A <- xt_A%*%A
final_A <- sub_A%*%x_A
final_A
## [,1] [,2]
## [1,] 10 0
## [2,] 0 8
x_B<- vektor_ciri_B
xt_B <- t(x_B)
# membuktikan Matriks Definit Positif
sub_B <- xt_B%*%B
final_B <- sub_B%*%x_B
final_B
## [,1] [,2] [,3]
## [1,] 4 0 0
## [2,] 0 2 0
## [3,] 0 0 0
x_C <- vektor_ciri_C
xt_C <- t(x_C)
# membuktikan Matriks Definit Positif
sub_C <- xt_C%*%C
final_C <- sub_C%*%x_C
final_C
## [,1] [,2] [,3]
## [1,] 1 0 0
## [2,] 0 1 0
## [3,] 0 0 1
Mangapa hasilnya bukan suatu nilai melainkan matriks? Karena eigen()$vectors menampilakn vektor ciri untuk semua nilai akar ciri, yang disimpan dalam bentuk matriks.
Solusinya, menggunankan is.positive.definite()
install.packages("matrixcalc", repos = "https://cloud.r-project.org")
## Installing package into 'C:/Users/Fathoni Sabri/AppData/Local/R/win-library/4.5'
## (as 'lib' is unspecified)
## package 'matrixcalc' successfully unpacked and MD5 sums checked
##
## The downloaded binary packages are in
## C:\Users\Fathoni Sabri\AppData\Local\Temp\RtmpsTkiWH\downloaded_packages
library(matrixcalc)
is.positive.definite(A)
## [1] TRUE
is.positive.definite(B)
## [1] FALSE
is.positive.definite(C)
## [1] TRUE
Matriks B bukanlah matriks definit positif.
Diberikan matriks ragam peragam sebagai berikut
z<-matrix(c(25,-2,4,-2,4,1,4,1,9),3,3)
z
## [,1] [,2] [,3]
## [1,] 25 -2 4
## [2,] -2 4 1
## [3,] 4 1 9
Maka matriks korelasinya adalah
kor_z<-cov2cor(z)
kor_z
## [,1] [,2] [,3]
## [1,] 1.0000000 -0.2000000 0.2666667
## [2,] -0.2000000 1.0000000 0.1666667
## [3,] 0.2666667 0.1666667 1.0000000