an old question from cred-suis interview - Quant版 - 未名存档

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Quant版 - an old question from cred-suis interview

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o****e 发帖数: 80	1 Matrix A has three eigenvalues lamda1, lamda2,lamda3 and three eigenvectors v1,v2,v3. Then given a vector X, ask what is AX? (all symbols are real numbers and vectors) any clue?
f******y 发帖数: 2971	2 I guess they gave you some special numbers in those lambda/vector. Otherwise you question can be reiterate as, given a matrix A and a vector X, what is AX?
c**********s 发帖数: 295	3 sum(lambda_i(v_i.A)v_i)
c**********s 发帖数: 295	4 oh here v_i.a is the dot product

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