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    EE609 Assignment 1 January 1, 2015

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    Radhika Ravi
    This document contains an assignment for an engineering course. It includes 20 practice problems covering topics like matrix identities, eigenvalues, singular value decomposition, and matrix norms. Students are not required to submit their work. The assignment is worth 1% if completed by a certain date, but will not be graded otherwise. It is intended as optional extra practice.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    EE609 Assignment 1 January 1, 2015

    Uploaded by

    Radhika Ravi
    22 views2 pages
    This document contains an assignment for an engineering course. It includes 20 practice problems covering topics like matrix identities, eigenvalues, singular value decomposition, and matrix norms. Students are not required to submit their work. The assignment is worth 1% if completed by a certain date, but will not be graded otherwise. It is intended as optional extra practice.

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    This document contains an assignment for an engineering course. It includes 20 practice problems covering topics like matrix identities, eigenvalues, singular value decomposition, and matrix norms. Students are not required to submit their work. The assignment is worth 1% if completed by a certain date, but will not be graded otherwise. It is intended as optional extra practice.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    22 views2 pages

    EE609 Assignment 1 January 1, 2015

    Uploaded by

    Radhika Ravi
    This document contains an assignment for an engineering course. It includes 20 practice problems covering topics like matrix identities, eigenvalues, singular value decomposition, and matrix norms. Students are not required to submit their work. The assignment is worth 1% if completed by a certain date, but will not be graded otherwise. It is intended as optional extra practice.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    EE609

    Assignment 1

    January 1, 2015

    Weight: 1% if submitted by Jan 7, 2014.


    Assignment will not be graded. No need to submit practice problems.

    1 Assignment Problems
    1. Prove the Woodbury identity for rectangular matrices B, D, and invertible matrices A, C,
    (A + BCD)1 = A1 A1 B(C1 + DA1 B)1 DA1

    (1)

    2. Let A and B be two rectangular matrices of compatible sizes (say np and pn respectively).
    Show that det(I + AB) = det(I + BA).
    3. Let i (A) denote an eigenvalues of a symmetric matrix A. Find the following in terms of
    i (A)
    (a) Tr(A3 )
    (b) i (A2 )
    (c) i (A I)

    (d) i (I + 2A)
    4. Prove the following results for A 0:
    (a) A1 0

    (b) [A]ii > 0 for all i, where [A]ii denotes the i-th diagonal entry of A.
    5. A matrix A is idempotent if A2 = A. Show that the only possible eigenvalues of an idempotent matrix are = 0 and = 1.
    Pr
    2
    T
    6. Given an mP
    n matrix A with SVD A = A =
    i=1 i vi ui , show that kAkF :=
    r
    tr(AT A) = i=1 i2 .

    2 Practice Problems
    7. Show that
    (A1 + BT C1 B)1 BT C1 = ABT (BABT + C)1

    (2)

    8. Find an expression for (A + xyT )1 in terms of A1 , x and y for invertible matrix A and
    (column) vectors x and y.
    9. Let A and B be two rectangular matrices of compatible sizes (say np and pn respectively).
    If m > n, show that the first n eigenvalues of AB and BA are the identical.
    10. Given A 0 and for any B, rank(BABT ) = rank(B).
    11. Given A 0 and if B is full row-rank, then BABT 0.
    12. Given A 0, then for any matrix X, it holds that XAXT = 0 AX = 0.
    13. Inner product and norms
    (a) ku + vk22 = kuk22 + kvk22 if and only if uT v = 0.

    EE609

    Assignment 1, Page 2 of 2

    January 1, 2015

    (b) 2 < a, b > +2 < x, y >=< a + x, b + y > + < a x, b y >

    (c) kxk1 n kxk2

    (d) kxk1 kxk2 kxk

    14. Consider X = {x Rn |Ax = b} for A Rmn and b Rm with b R(A). Prove that
    the following two statements are equivalent (i.e., (a) (b) and (b) (a))
    1. cT x = d for all x X

    2. There exists v Rm such that c = AT v and d = bT v.


    15. Prove the triangle inequality for matrices, kA + BkF kAkF + kBkF .
    16. Matrices A and B are similar if there exists an invertible matrix C such that A = C1 BC.
    For similar matrices A and B, show that
    (a) It holds that i (A) = i (B) for all i.
    (b) Matrices A3 and B3 are also similar.
    17. A unitary matrix A satisfies AT A = AAT = I. Find the singular value decomposition of a
    unitary matrix A.
    18. Consider two real n n matrices A and B. Which of the following statements are true
    in general. Either prove them or provide a counter example (Hint: try with simple 2 2
    examples).
    (a) R(AB) R(A)

    (b) R(AB) R(B)

    (c) R(AB) R(A)

    (d) R(AB) R(A)


    19. The 2 norm of a matrix A is defined as
    kAk2 = min kAxk2
    kxk2 =1

    Derive an expression for kAk2 in terms of {i }ri=1 .


    20. For an m n matrix A, what is the relationship between i (A) and i (AT A) ?

    (3)

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