11/20/22, 4:48 PM Cheatsheets - Quant Questions

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Basic Determinants
Dot product
a b
det( ) = ad − bc
n
T
c d
x y = ∑ x i yi

i=1
a b c

Euclidean norm det( d e f ) = aei + bf g + cdh − ceg − af h − bdi

g h i
−−
n
−−−
−− −
2 T
||x|| = √ ∑ x = √ x x det(A
T
) = det(A)
i

i=1

−−−−−−−−−−−− det(AB) = det(A)det(B)

T
||x − y|| = √ (x − y) (x − y)
1
−1
det(A ) =
angle θ between Rn vectors x and y have the property det(A)

T
x y
cos θ =
||x||||y||

orthogonal: xT y = 0

Eivenvalues/vectors Decompositions
You have square matrix A . A scalar λ called the Eigenvalue, with QR decomposition
its associated vector v , called the Eigenvector must satisfy the
A = QR
equation Av = λv
Positive semidefinite matrix LU decomposition
z M z ≥ 0 for any vector z
T

All eigenvalues are nonnegative A = LU

All leading principal minors are nonnegative

Cholesky decomposition
Positive definite matrix
T

z M z 0 for any vector z

T A = R R

All eigenvalues are positive

SVD
All leading principal minors are positive
T
X = U DV

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