Linear algebra interview questions
20 problemsEigenvalues, determinants, projections and random matrices, as they come up in covariance and factor models. Short arguments with the right decomposition beat long calculations. Each problem has hints and a worked solution, free, no account.
| # | title | level |
|---|---|---|
| 27 | How many stocks are enough | easy |
| 32 | The least risky mix | easy |
| 75 | Two random directions in space | medium |
| 87 | Identity plus an outer product | easy |
| 88 | Distances along a line | hard |
| 96 | One odd pair among four | hard |
| 111 | Twos and minus ones | easy |
| 138 | Shift, invert, cube | easy |
| 166 | The largest 0-1 determinant | medium |
| 168 | How low can the third correlation go | medium |
| 178 | Building three correlated normals | medium |
| 179 | The average squared determinant | medium |
| 184 | Twos on the diagonal | medium |
| 188 | How negative can it be | medium |
| 197 | A hub and nine spokes | medium |
| 203 | Real eigenvalues by chance | hard |
| 211 | As many ones as possible, square zero | hard |
| 239 | Swapping the factors | medium |
| 252 | Furthest along a direction | easy |
| 267 | A random symmetric matrix | medium |
Other topics: probability · random processes · order statistics · inference · regression · games · puzzles · all problems