Linear Algebra Interview Questions for Quant Researchers
Quant Researchers get asked linear algebra differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
42 questions, 23 of them free to practise right now. The split is 10 easy, 31 medium, 1 hard.
- Angle under an orthogonal mapEasyLinear AlgebraView →
- Determinant after antisymmetrizingEasyProbabilityLinear AlgebraView →
- Determinant from trace and one eigenvalueEasyLinear AlgebraView →
- Determinant of a scaled productEasyLinear AlgebraView →
- Diagonal parameter from a triangular determinantEasyLinear AlgebraView →
- Eigenvalues of a 2×2 matrixEasyLinear AlgebraView →
- Largest eigenvalue after squaringEasyLinear AlgebraView →
- Norm after imposing orthogonalityEasyLinear AlgebraView →
- Parameter values for a singular matrixEasyLinear AlgebraView →
- Sum of cubed eigenvaluesEasyLinear AlgebraView →
- A Cholesky diagonal entryMediumLinear AlgebraView →
- A Gram–Schmidt R entryMediumLinear AlgebraView →
- A tenth power of a matrixMediumLinear AlgebraView →
- Eigenvalues of a projectionMediumLinear AlgebraView →
- Eigenvalues of a rotationMediumLinear AlgebraView →
- Growth rate of a rank-one eigenvalueMediumLinear AlgebraView →
- How large can the off-diagonal be?MediumLinear AlgebraView →
- Largest eigenvalue of a rank-one updateMediumLinear AlgebraView →
- Norm of a doubly-stochastic stationary vectorMediumLinear AlgebraStochastic ProcessesView →
- Rank and nullity of a rotationMediumLinear AlgebraView →
- Spectrum of a constant-diagonal matrixMediumLinear AlgebraView →
- Spectrum of a symmetric matrixMediumStatisticsLinear AlgebraView →
- Trace of a productMediumLinear AlgebraView →
- Area of a parallelogramMediumLinear Algebra Premium
- Condition numberMediumLinear Algebra Premium
- Determinant of a 3×3MediumLinear Algebra Premium
- Determinant of a compound expressionMediumLinear Algebra Premium
- Determinant of an orthogonal matrixMediumLinear Algebra Premium
- Larger eigenvalue of a 2×2MediumLinear Algebra Premium
- Maximize x + y on the unit circleMediumLinear AlgebraCalculus Premium
- Maximum rate of increaseMediumLinear AlgebraCalculus Premium
- Nullity of a concrete matrixMediumLinear Algebra Premium
- Positive semidefinitenessMediumStatisticsLinear Algebra Premium
- Power iterationMediumLinear AlgebraProgramming & DSA Premium
- Projecting onto a lineMediumLinear Algebra Premium
- Rank–nullity dimension countMediumLinear Algebra Premium
- Recovering an eigenvector from its eigenvalueMediumLinear Algebra Premium
- Singular values via AᵀAMediumLinear Algebra Premium
- Trace of A-transpose-AMediumLinear Algebra Premium
- Variance explained by a regressionMediumStatisticsLinear Algebra Premium
- Why covariance matrices are PSDMediumStatisticsLinear Algebra Premium
- Inverse via Cayley–HamiltonHardLinear Algebra Premium
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