Math Homework Assignment Linear Equations
Math Homework Assignment Linear Equations
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
HOMEWORK ASSIGNMENT 2
Assigned 1-24-13 Due 2-1-13
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
HOMEWORK ASSIGNMENT 4
Assigned 2-8-13 Due 2-15-13
1k
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
+
+
+
+
x3
x3
x3
x3
=
=
=
=
4
0
1
2
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
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.
10
HOMEWORK ASSIGNMENT 10
Assigned 4-5-13 Due 4-1213
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
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
13
HOMEWORK ASSIGNMENT 13
Assigned 4-23-13 Due 5-3-13
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.