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Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

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Page 1: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Lecture 14Simplex, Hyper-Cube, Convex Hull

and their Volumes

Shang-Hua Teng

Page 2: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Linear Combination and Subspaces in m-D

• Linear combination of v1 (line)

{c v1 : c is a real number}

• Linear combination of v1 and v2 (plane)

{c1 v1 + c2 v2 : c1 ,c2 are real numbers}

• Linear combination of n vectors v1 , v2 ,…, vn

(n Space)

{c1v1 +c2v2+…+ cnvn : c1,c2 ,…,cn are real numbers}

Span(v1 , v2 ,…, vn)

Page 3: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Affine Combination in m-D

1

:

1

,,,affine

21

2211

1

12211

21

n

nn

n

n

j j

n

ppp

ppp

ppp

Page 4: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Convex Combination in m-D

ni

ppp

ppp

n

nn

n

1 ,0

1

:

,,,Convex

i

21

2211

21

y

p1

p2p3

Page 5: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Simplex

n dimensional simplex in m dimensions (n < m) is the set of all convex combinations of n + 1 affinely independent vectors

Page 6: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Parallelogram

Page 7: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Parallelogram

Page 8: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Hypercube

n-cube

Ti

nn

e

nic

ececec c

010

1 ,1,0

:0convex

i

22110

(1,0)

(0,1)

(1,0,0)

(0,0,1)

(1,1,1)

Page 9: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Pseudo-Hypercube or Pseudo-Box

n-Pseudo-HypercubeFor any n affinely independent vectors

nic

pcpcpccppp nn

n1 ,1,0

:0 convex ,,, cube

i

2211021

nppp ,,, 21

Page 10: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Convex Set

Page 11: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Non Convex Set

Page 12: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Convex Set

A set is convex if the line-segment between any two points in the set is also in the set

Page 13: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Non Convex Set

A set is not convex if there exists a pair of points whose line segment is not completely in the set

Page 14: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Convex Hull

Smallest convex set that contains all points

Page 15: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Convex Hull

nppp ,,,Convex 21

Page 16: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Volume of Pseudo-Hypercube

n-Pseudo-HypercubeFor any n affinely independent vectors nppp ,,, 21

nic

pcpcpccppp nn

n1 ,1,0

:0 convex ,,, cube

i

2211021

Page 17: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Properties of Volume of n-D Pseudo-Hypercube in n-D

1 ,,, cubevolume 21 neee

,,, cube volume ,,, cubevolume 2121 nn pppppp

,,, cube volume ,,, cubevolume 2121 nn

n pppppp

Page 18: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Signed Area and Volume

(0,0)

p1

p2

volume( cube(p1,p2) ) = - volume( cube(p2,p1) )

Page 19: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Rule of Signed Volume n-D Pseudo-Hypercube in n-D

,,,, cube volume-

,,,, cubevolume

1

1

nij

nji

pppp

pppp

Page 20: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Determinant of Square Matrix

,,, cubevolume

,,, ,,,det

21

2121

n

nn

ppp

pppppp

How to compute determinant or the volume of pseudo-cube?

Page 21: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Determinant in 2D

ad-bcdc

ba det

(0,0)

p1 =[a,c]T

p2 =[b,d]T

Why?

ac

bd

dc

baac

bd

ad-bcdc

ba 11

1

Invertible if and only if the determinant is not zeroif and only if the two columns are not linearly dependent

Page 22: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Determinant of Square Matrix

,,, cubevolume

,,, ,,,det

21

2121

n

nn

ppp

pppppp

How to compute determinant or the volume of pseudo-cube?

Page 23: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Properties of Determinant1. det I = 12. The determinant changes sign when sign when two

rows are changed (sign reversal)1. Determinant of permutation matrices are 1 or -1

3. The determinant is a linear function of each row separately

1. det [a1 , …,tai ,…, an] = t det [a1 , …,ai ,…, an] 2. det [a1 , …, ai + bi ,…, an] = det [a1 , …,ai ,…, an] + det [a1 , …, bi ,…, an] • [Show the 2D geometric argument on the board]

Page 24: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Properties of Determinant and Algorithm for Computing it

• [4] If two rows of A are equal, then det A = 0– Proof: det […, ai ,…, aj …] = - det […, aj ,…, ai …]

– If ai = aj then

– det […, ai ,…, aj …] = -det […, ai ,…, aj …]

Page 25: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Properties of Determinant and Algorithm for Computing it

• [5] Subtracting a multiple of one row from another row leaves det A unchanged

– det […, ai ,…, aj - t ai …] =

det […, ai ,…, aj …] + det […, ai ,…, - t ai …]

• One can compute determinant by elimination– PA = LU then det A = det U

Page 26: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Properties of Determinant and Algorithm for Computing it

• [6] A matrix with a row of zeros has det A = 0

• [7] If A is triangular, then– det [A] = a11 a22 … ann

• The determinant can be computed in O(n3)

time

Page 27: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Determinant and Inverse

• [8] If A is singular then det A = 0. If A is invertible, then det A is not 0

Page 28: Lecture 14 Simplex, Hyper-Cube, Convex Hull and their Volumes Shang-Hua Teng

Determinant and Matrix Product

• [9] det AB = det A det B (|AB| = |A| |B|)– Proof: consider D(A) = |AB| / |B|1. (Determinant of I) A = I, then D(A) = 1.2. (Sign Reversal): When two rows of A are exchanged,

so are the same two rows of AB. Therefore |AB| only changes sign, so is D(A)

3. (Linearity) when row 1 of A is multiplied by t, so is row 1 of AB. This multiplies |AB| by t and multiplies the ratio by t – as desired.