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Assignments Problem

The document outlines 5 problems related to numerical linear algebra concepts such as matrix norms, rank, range, and null space for a class assignment. It provides definitions and notation for vectors and matrices, lists subproblems for each main problem with point values, and gives hints for some subproblems. Students are asked to prove statements, show relationships between concepts, and perform computations related to matrix norms.

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pranav bhagat
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37 views

Assignments Problem

The document outlines 5 problems related to numerical linear algebra concepts such as matrix norms, rank, range, and null space for a class assignment. It provides definitions and notation for vectors and matrices, lists subproblems for each main problem with point values, and gives hints for some subproblems. Students are asked to prove statements, show relationships between concepts, and perform computations related to matrix norms.

Uploaded by

pranav bhagat
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Indian Institute of Science Banglore

Department of Computational and Data Sciences (CDS)


DS284: Numerical Linear Algebra
Assignment 1 [Posted Aug 20, 2022]
Faculty Instructor: Dr. Phani Motamarri
TAs: Ashish Rout, Dibya Nayak, Gourab Panigrahi, Nikhil Kodali

Submission Deadline: Sept. 4, 2022 23:59 hrs Max Points: 100

Notations: Vectors and matrices are denoted below by bold-faced lower case and upper
case alphabets, respectively.

Problem 1 [30 marks]


Let A ∈ Rm×n and B ∈ Rn×p , R(.) denotes the range of the matrix, N (.) denotes the
null space of a given matrix, dim(.) denotes the dimension of a vector space, then prove
the following:
(a) dim[R(AB)] ≤ dim[R(A)] [3 marks]
(b) If the matrix B is non-singular then dim[R(AB)] = dim[R(A)] [3 marks]
(c) dim[N (AB)] ≤ dim[N (A)] + dim[N (B)] [4 marks]
(d) dim[R(A)] + dim[N (A)] = n [4 marks]
(e) rank(A) + rank(B) − n ≤ rank(AB) ≤ min(rank(A), rank(B)) [5 marks]
Hint: Use the result in (a)
(f) Given a vector u ∈ Rn , rank (uuT ) is 1. [5 marks]
Hint: Use the result in (a)
(g) Row rank always equals column rank. [6 marks]

Problem 2 [10 marks]


Suppose there always exists a set of real coefficients c1 , c2 , c3 , ...c10 for any set of real
numbers d1 , d2 , d3 , ...d10
10
X
cj fj (i) = di for i ∈ {1, 2, ...10}
j=1

where f1 , f2 , f3 , ...f10 are a set of functions defined on the interval [1,10]


(a) Use the concepts discussed in class to show that d1 , d2 , d3 , ...d10 determine c1 , c2 , c3 , ...c10
uniquely.
[6 marks]

(a) Let A be a 10×10 matrix representing the linear mapping from data d1 , d2 , d3 , ...d10
to coefficients c1 , c2 , c3 , ...c10 . What is the i,j th entry of A−1 ? [4 marks]

Problem 3 [15 marks]


A matrix S is said to be symmetric if ST = S and skew-symmetric if ST = −S. Now
verify the following:

(a) The matrix Q = (I − S)−1 (I + S) is an orthogonal matrix for any skew-symmetric


matrix S. [3 marks]

(b) Note that a symmetric matrix A ∈ Rm×m can be decomposed as QDQT where Q
is an orthogonal matrix and D is a diagonal matrix. Using this result, show that
uT Au = 0 ∀ u ∈ Rm , if and only if A = 0. [5 marks]

(c) Show that “uT Su = 0 ∀ u ∈ Rm , if and only if S is a skew-symmetric matrix.”


[7 marks]

Problem 4 [35 marks]


If x ∈ Rm and A ∈ Rm×n , then show the following.

(a) ∥x∥∞ ≤ ∥x∥2 [5 marks]


√
(b) ∥x∥2 ≤ m∥x∥∞ [5 marks]
√
(c) ∥A∥∞ ≤ n∥A∥2 [5 marks]
√
(d) ∥A∥2 ≤ m∥A∥∞ [5 marks]
q
(e) ∥A∥F = tr(AT A) [5 marks]
√
(f) √1 ∥A∥1 ≤ ∥A∥2 ≤ n∥A∥1 [5 marks]
m
p
(g) ∥A∥2 ≤ ∥A∥1 ∥A∥∞ [5 marks]

Give an example of a non-zero vector or matrix for which equality is achieved in the
above inequalities.
Problem 5 [10 marks]
Induced matrix norm is defined as ∥A∥(m,n) = max ∥Ax∥(m) , where x ∈ Rn and is a unit
x
vector. ∥.∥ corresponds to p-norm (1 ≤ p < ∞). For this exercise, let us consider p to
be a natural number.
Using MATLAB/Octave/Python programming environment, create a matrix using
“A = randn(100, 2)”. Subsequently, create random unit vectors x using “temp =
randn(2, 1)” and normalize x using “x = temp/norm(temp)”. Check for multiple
random vectors x (use a loop, and check for about 1000 random vectors x) using
“norm of Ax = norm(Ax, p)” for p = 1, 2, 3, 4, 5, 6, ∞. What is the maximum value of
p-norm for the vector Ax? Now calculate p-norm of A using “norm of A = norm(A, p)”
for p = 1, 2, ∞ within the same programming environment you used before. Verify the
equality ∥A∥(m,n) = max ∥Ax∥(m) for p = 1, 2, ∞. Note that this equality is true for
x
other values of p as well but you are restricting to p = 1, 2, ∞ in this exercise.

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