Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
0% found this document useful (0 votes)
191 views

Math Homework Assignment Linear Equations

This document contains the homework assignments for MATH 425 Linear Algebra II taught in Spring 2013. There are 12 homework assignments covering topics in linear algebra such as eigenvalues and eigenvectors, Jordan canonical forms, inner products, singular value decompositions, and minimal polynomials. The homework problems are drawn from the textbook and involve computing examples, proving theorems, and solving applied problems.

Uploaded by

Aditya Singhal
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
191 views

Math Homework Assignment Linear Equations

This document contains the homework assignments for MATH 425 Linear Algebra II taught in Spring 2013. There are 12 homework assignments covering topics in linear algebra such as eigenvalues and eigenvectors, Jordan canonical forms, inner products, singular value decompositions, and minimal polynomials. The homework problems are drawn from the textbook and involve computing examples, proving theorems, and solving applied problems.

Uploaded by

Aditya Singhal
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

MATH 425-Spring 2013

HOMEWORK ASSIGNMENTS
MATH 425 Linear Algebra II, Spring 2013
LCD-undergrad 24908; LCD-grad 24909,
MWF 10:00-10:50, Thaft Hall 313
Instructor: Shmuel Friedland
Office: 715 SEO, phone: 413-2176, e:mail: friedlan@uic.edu,
web: http://www.math.uic.edu/friedlan
Last update April 23, 2013

HOMEWORK ASSIGNMENT 1
Assigned 1-9-13 Due 1-23-13

Do the following problems from [1]: 1.1.1 p3 : 1, 2; 1.2.3, p6 : 15, 1.3.6 p


1011 : 1,2,3.

HOMEWORK ASSIGNMENT 2
Assigned 1-24-13 Due 2-1-13

a. 3 problems from 1.4.1 from [1]


b. 4 problems from 1.4.2 from [1].
c. Let z1 , z2 , . . . , zn C. The Vandermonde matrix is given as

1 z1 z12 . . . z1n1
1 z2 z 2 . . . z n1
2
2

nn
V (z1 , . . . , zn ) := . .
.
..
.. C
.. ..

. ...
.
1 zn zn2 . . . znn1

Q
Show that det V (z1 , . . . , zn ), called the Vandermonde determinant is equal to 1i<jn (zj
zi ).
d. Let S5 be defined as (1) = 3, (2) = 5, (3) = 1, (4) = 4, (5) = 2. Find
sign().
e. A, B Fmm are called congruent if A = T BT > for some T GL(n, F). Show
1. Congruence in Fnn is an equivalence relation.
2. Show that any two congruent matrices have the same rank

HOMEWORK ASSIGNMENT 3
Assigned 1-30-13 Due 2-8-13

A. Assume that if A Fnn is a skew symmetric matrix.


1. Show that if n is odd and F has characteristic not equal to 2, i.e. 2 6= 0 in F,
then det A = 0.
2. Show that if F has characteristic not equal to 2, then A is congruentto a block

0 1
diagonal matrix B = diag(B1 , . . . , Bk ), where each block is either
1 0
or 1 1 0 matrix. Hint: Use a sequence of elementary conjugation given
by EAE > where E is an elementary matrix.
3. Show that if F has characteristics 2, then A is congruent to a block diagonal
matrix B = diag(B
 1 , . . . , Bk ), where each block is either or 1 1 0 matrix,
0 1
1 1 identity or
. (Note that 1 = 1 in F.)
1 0
4. Given an example of n n skew symmetric matrix, for a field with with
charactersitic 2, whose determinant is nonzero for each n N.
5. Assume that F = R. Then det A 0.
B. Problems 2, 4 - 7 on page 20 [1].

HOMEWORK ASSIGNMENT 4
Assigned 2-8-13 Due 2-15-13

A. Consider the equation the equation z m 1 = 0.


1. Find all the roots of for m = 3, 4 explicitly, i.e. using roots if necessary. List
the primitive roots in each case.
2

1k

2. Let = e m , where k is a positive integer. Show that is a primitive root


of m if and only if k and m coprime.
3. Suppose that m = pa11 . . . pal l is the decomposition of m to the products of
primes 1 < p1 < p2 < . . . < pl , where each ai is positive integer. Show that
the number of primitive roots of m is the Euler function
(m) = pa11 1 (p1 1) . . . pal l 1 (pl 1).
(First try to prove the case l = 1.)
Problem 8 on p20 in [1].
Problems 1-8 p22-23 in [1].

HOMEWORK ASSIGNMENT 5
Assigned 2-13-13 Due 2-22-13

1. PROBLEMS on p25-26 in [1] that were not done in the class by me.
2. Problems on page 28 in [1] that were not done in the class by me.
2

HOMEWORK ASSIGNMENT 6
Assigned 2-20-13 Due 3-1-13

Do the following problems


1. Let u = (1, 1, 1, 1)> , v = (2, 0, 2, 1)> . Find
(a) The cosine of the angle between u and v.
(b) The scalar and the vector projection of v on u.
(c) A basis to the orthogonal complement of U := span(u, v).
(d) The projection of the vector (1, 1, 0, 0)> on U and U .
2. Let A R43 . Assume that the vector (1, 1, 1, 1)> is a vector in the column
space of A. Is it possible that a vector (2, 0, 2, 1)> is in the null space of A> ?
If yes give an example of such a matrix. If not, justify why.
3. Consider the overdetermined system
x1 + x2
x1 + x2
x2
x1

+
+
+
+

x3
x3
x3
x3

=
=
=
=

4
0
1
2

(a) Is this system solvable?


(b) Find the least squares solution of this system.
(c) Find the projection of (4, 0, 1, 2)> on the column space of the coefficient
matrix A R43 of this system.
4. See pages 128 - 130 in my notes of Math 320, 2012
http://homepages.math.uic.edu/friedlan/math320lecS12.pdf
Let (1, 0), (0, 1), (1, 3), (2, 9) be four points in the plane (x, y) Find
(a) The best least squares fit by a linear function y = ax + b.
(b) The best least squares by a quadratic polynomial y = ax2 + bx + c.
(c) Explain briefly why there exist a unique cubic polynomial y = ax3 +bx2 +
cx + d passing through these four points.
5. Let a t1 < t2 < . . . < tn b be n points in the P
interval [a, b]. For any two
continuous functions f, g C[a, b] define hf, gi := ni=1 f (ti )g(ti ). Let Pm be
the vector space of all polynomials of degree at most m 1.
(a) Show that for m n h , i is an inner product on Pm .
(b) Is h , i an inner product on Pn+1 ? Justify!
R1
6. For the inner product hf, gi := 1 f (x)g(x)dx on C[1, 1] Find the cosine of
the angle between f (x) = 1 and g(x) = ex .

HOMEWORK ASSIGNMENT 7
Assigned 3-5-13 Due 3-15-12

[1]: 2.3 page 3233, Problems: 9(a,b,c), (special orthogonal means determinant
one), 10a, 12.
[4]: 6.4 p363-365, Problems: 4(a-f); 5(a,b,c,f),6,10,12,14.

HOMEWORK ASSIGNMENT 8
Assigned 3-5-13 Due 3-22-13

I. Assume that A a real symmetric matrix. Denote by + (A) be the number of


positive eigenvalues, , 0 (A) the number of zero eigenvalues, (A) be the number
of negative eigenvalues. Denote (A) := (+ (A), 0 (A), (A)). Show.
1. Show that i+ (A) is the dimension of the unique subspace U Rn such that
x> Ax > 0 for each nonzero x in U. (Hint: Use the convoy principle.)
2. Show that i (A) is the dimension of the unique subspace U Rn such that
x> Ax < 0 for each nonzero x in U.
3. rank A = + (A) + (A).
4. A symmetric B Rnn is called congruent to A if B = QAQ> for some
invertible matrix Q. Show that two symmetric matrices are congruent if and
only if (A) = (B). (This result is called the Sylvester law of inertia. This is
the content of Problems 6 and 7 in [1, p40] for the hermitian case.))
II. Let A = [apq ] Cnn be a hermitian matrix. Rearrange the diagonal entries of
A, a11 , a22 , . . . , ann in a nonincreasing way: 1 2 . . . n . Show
1. 1 (A) 1 , n (A) n . Hint: Use the maximum and minimum characterization of 1 (A), n (A).
P
P
2. Show that ki=1 i ni=1 i (A) for k = 1, . . . , n. What happens for k = n?
Hint: Use the convoy principle.
qP
n
2
3. Show that |j (A)|
p=q=1 |apq | for each j = 1, . . . , n. For which kind of
matrices and for which j we have equality in this inequality?
[1]: 2.5 page 3940, Problems: 1,3.

HOMEWORK ASSIGNMENT 9
Assigned 3-20-13 Due 4-513

A.
1. Let A, B Hn . Assume that B > 0. Show that AB is diagonable and has real
eigenvalues. Which part of this statement remains correct if (a) B 0, (b) B
is just hermitian.

2. Let A Cnn and view A as a linear transformation T given by x 7 Ax,


from Cn to itself. A is called symmetrizable if there exists B > 0 such that T
is selfadjoint with respect to the inner product on Cn hx, yi := y Bx. Show
that A is symmetrizable if and only if A is similar to a real diagonal matrix.
B. Problems 3,4,9 [1, p 51], (In 9 you can assume that A is a normal matrix.)
C. Problems 1-6,8 [4, p 380-382].

10

HOMEWORK ASSIGNMENT 10
Assigned 4-5-13 Due 4-1213

1. Let A Cnn and assume that the eigenvalues of A 1 , . . . , n are arranged in


the order |1 | . . . |n |. Show that
1.

k
X

|i |

i=1

k
X

i (A)

for k = 1, . . . , n.

(10.1)

i=1

Hint: First use Schurs theorem to assume that A is upper triangular. Then
use Theorem 2.70 and Ky Fan maximal characterization.
2. Show that |i | = i (A) for i [n] if and only if A is normal.
2. Let b1 , . . . , bn Cm . For a fixed subspace WP Cm consider the minimal approximation problem f (W) := minw1 ,...,wn W nj=1 kbi wi k2 . Now take
?
mn . Then f (W? ) =
min
PmWGr(k,Cm2) f (W) = f (W ?). Let A = [b1 b2 . . . bm ] C
i=k+1 i (A) . Moreover W is the subspace spanned by the first k left singular
vectors of A.
3. Problem 3 page 60 [1] (end of Section 2.10.)
4. Let A, B Cmn . Show that

Pk

i=1 i (A

+ B)

Pk

i=1 i (A)

Pk

i=1 i (B).

5. Let A Cmn and B Cnl . Show that 1 (AB) 1 (A)1 (B). Give
necessary and sufficient conditions for the equality 1 (AB) = 1 (A)1 (B) when
0 < 1 (A)1 (B).

11

HOMEWORK ASSIGNMENT 11
Assigned 4-12 Due 4-6-19-13

Problems 1, 5, page 64 in [1],


Problems 1c, 2, 4 page 70 in [1]. (A is called noderogatory if the minimal polynomial
of A equal to the characteristic polynomial of A.)
Additional problems:
1. Let A Fnn , B Fmm . Assume that f, g F[t] are
polynomi the minimal

A 0
als of A, B respectively. Form C = diag(A, B) :=
. Let h be gcd,
0 B
the greatest common divisor, of f and g, which is assumed to be monic. Show
that fhg is the minimal polynomial of C.
5

2. Find the characteristic and the minimal polynomials of the following matrices

2 5 0 0 0

0 2 0 0 0
2 2 5

3 7 15 , 0 0 4 2 0 .

0 0 3 5 0
1 2 4
0 0 0 0 7
3. Show that two similar matrices have the same minimal polynomial.

1 1 0
2 0 0
4. Let 0 2 0 , 0 1 0 have different characteristic polynomials, but
0 0 1
0 0 2
the same minimal polynomial.
5. Show that the square matrices A and A> have the same minimal polynomial.
6. Let A Fnn and assume that f (t) F[t] is an irreducible monic polynomial
for which f (A) = 0. Show that f is the minimal polynomial of A.

12

HOMEWORK ASSIGNMENT 12
Assigned 4-16-12 Due 4-26-12

Problems 13, 4b, 3.4, page 75. (Weyr characteristic is defined in Definition 3.28
on p73 of [1]).
Problem 1. Suppose that the characteristic and the minimal polynomial of a linear
operator T are as below. Find all possible Jordan canonical forms of T .
1. f (t) = (t 2)4 (t 5)3 , g(t) = (t 2)4 (t 5)3 ,
2. f (t) = (t 2)4 (t 5)3 , g(t) = (t 2)2 (t 5)3 ,
3. f (t) = (t 2)4 (t 5)3 , g(t) = (t 2)(t 5).
Problem 2. Find all possible Jordan forms for all 8 8 matrices having x2 (x 1)3
as a minimal polynomial.
Problem 3.
a. Show that if the characteristic
polynomial of A Fnn splits to linear factors
Qn
in F, i.e. det(zI A) = j=1 (z j ), then A is similar to A> .
b. Try to prove that for any A Fnn , A is similar to A> . (Hint: Let F1 be
a finite extension of F, where det(zI A) splits to linear factors. Then by part a,
show that A and A> are similar over F1 . So there eixsts a matrix X Fnn
such
1
>
that AX XA = 0 and det X 6= 0. Deduce now that one can choose X in Fnn
such that det X 6= 0.)
Problem 4. Recall that a matrix A Fnn is called diagonable if A is similar to a
diagonal matrix over F. A linear operator T : V V is called diagonable if there
is a basis in V such that T is represented by a diagonal matrix. Show

1. A is diagonable over F if and only if det(zI A) splits to linear factors over


F, and the minimal characterstic polynomial of A has simple roots.
2. A is diagonable if the roots of det(zI A) are in F whenever (T I)m v = 0,
for some positive integer m, then (T I)v = 0.
3. Suppose that the linear operator T is a projection, i.e. T 2 = T . Then T is
diagonable.
4. Assume that T, Q Fnn are projections. Then T and Q are similar if and
only if rank T = rank Q.
5. Let n > 1 be an integer, and consider the matrices A = 11> Fnn , 1 =
(1, . . . , 1)> Fn and the diagonal matrix diag(n, 0, . . . , 0) Fnn . Then A
and B are similar if and only if the characteristics of F does not divide n.

13

HOMEWORK ASSIGNMENT 13
Assigned 4-23-13 Due 5-3-13

A. Problem 1 on page 87 in [1]. (The system xl = Al xl1 is homogeneous.)


B. For the following matrices find the components of A as defined in Theorem 4.1
on page 81 in [1], find A100 and eAt using the components of A.

1.


1 1
,
1 3

0 2 1
2. 0 1 1 ,
0 2 2

2 1 1 0
0 5 6 1
3.
0 3 4 1
0 0 0 1

C. A Rnn is called a stochastic matrix if all entries of A are nonnegative and the
sum of each row is 1. (I.e. each row of A is a probability vector.) Show
1. for each positive integer k Ak is a stochastic matrix.
2. A is power bounded. (See Definition 4.5 in [1].)
3. 1 is an eigenvalue of A.
4. Each Jordan block corresponding to eigenvalue of 1 is of order 1.
5. Each eigenvalue of A satisfies || 1.
6. A is power convergent iff and only if each eigenvalue of A different from 1,
|| < 1. (See Definition 4.5 in [1].)

References
[1] S. Friedland, Linear Algebra II, Lectures Notes, Spring
http://www2.math.uic.edu/friedlan/lectnotesM425S13.pdf

2013,

[2] G.H. Golub and C.F. Van Loan. Matrix Computation, John Hopkins Univ.
Press, 3rd Ed., Baltimore, 1996.
[3] R.J. Horn and C.R. Johnson, Matrix Analysis, Cambridge University Press,
2ed, 2013.
[4] S.J. Leon, Linear Algebra with Applications, Prentice Hall, 6th Edition,
2002.
[5] S. Lipschutz and M. Lipson, Linear Algebra, Fourth Edition, Schaums
Outlines, McGraw-Hill, 2009.

You might also like