Solutions to Homework 7

FM 5001 Preparation for Financial Mathematics

1-1 Compute
 
1 2 3
det  4 5 6  .
7 8 9
 
1 2 3      
5 6 2 3 2 3
det 4 5 6 = 1 · det
  − 4 · det + 7 · det
8 9 8 9 5 6
7 8 9
= 5(9) − 6(8) − 4 · (2(9) − 3(8)) + 7 · (2(6) − 3(5))
= −3 + 24 − 21
=0

1-2 Compute
 
1 2 3 4 5

 0 1 6 7 8 
det 
 0 0 1 9 10 
.
 0 0 0 1 11 
0 0 0 0 1
The matrix is upper triangular, so its determinant is equal to the product of its diagonal
entries. Therefore,  
1 2 3 4 5
 0 1 6 7 8 
 
det  0 0 1 9 10  = 15 = 1.
 
 0 0 0 1 11 
0 0 0 0 1
1-3 Fix r > 0. D := (0, r) × (0, 2π). E := ({(x, y)|x2 + y 2 < r2 }) \ ([0, r) × {0}).
Define f : D → E by f (s, t) = (s cos t, s sin t). f : D → E is a smooth bijection.
 
0 cos t sin t
f (s, t) =
−s sin t s cos t

Z Z
Area(E) = | det f 0 (s, t)|dsdt
Z 2πDZ r
= | det f 0 (s, t)|dsdt
0 0

1
 1-3a Finish the computation.
Since
det f 0 (s, t) = s cos2 t + s sin2 t = s,
we obtain that
Z 2π Z r
Area(E) = s dsdt
0 0
Z 2π 2 r
s
= dt
0 2 0
2π
r2
Z
= dt
0 2
r2
= 2π
2
2
= πr .

1-3b Graph E.
E is an open disc (i.e., it does not include any of its boundary points) centered at the origin
with radius equal to r, and with the part lying on the nonnegative x-axis deleted.

2-1a Determine which of these two matrices is intertible.

   
1 2 3 −2 −1 −2
 −2 −3 −2  ,  3 2 1 
3 6 10 3 3 −3

2
  
1 2 3      
−3 −2 2 3 2 3
det  −2 −3 −2  = det − (−2) · det + 3 · det
6 10 6 10 −3 −2
3 6 10
= −30 + 12 + 2(20 − 18) + 3(−4 + 9)
= −18 + 4 + 15
= 1 6= 0,

and, therefore, the first matrix is invertible.

 
−2 −1 −2      
2 1 −1 −2 −1 −2
det  3 2 1  = −2 · det − 3 · det + 3 · det
3 −3 3 −3 2 1
3 3 −3
= −2(−6 − 3) − 3(3 + 6) + 3(−1 + 4)
= 18 − 27 + 9
= 0,

so that the second matrix is not invertible.

2-1b Invert it.

   
1 2 3 1 0 0 1 2 3 1 0 0
2×R1 →R2
 −2 −3 −2 0 1 0  −− −−−−−→  0 1 4 2 1 0 
−3×R1 →R3
3 6 10 0 0 1 0 0 1 −3 0 1
 
1 0 −5 −3 −2 0
−2×R2 →R1
−−−−− −−→  0 1 4 2 1 0 
0 0 1 −3 0 1
 
1 0 0 −18 −2 5
−4×R3 →R2
−−−−− −−→  0 1 0 14 1 −4 
5×R3 →R1
0 0 1 −3 0 1

Therefore, the inverse of  

1 2 3
 −2 −3 −2 
3 6 10
is  
−18 −2 5
 14 1 −4  .
−3 0 1

3
 2-2 Solve:
3x − y + 2z = p
− x + 3y − 7z = q
3x − 4y + 9z = r,
where p, q, and r are arbitrary.
The system is equivalent to the matrix equation
    
3 −1 2 x p
 −1 3 −7   y  =  q  ,
3 −4 9 z r
which we can solve by inverting the matrix
 
3 −1 2
 −1 3 −7  ,
3 −4 9
provided it is invertible. Let us first check this.
 
3 −1 2      
3 −7 −1 2 −1 2
det −1 3 −7 = −3 · det
  − (−1) · det + 3 · det
−4 9 −4 9 3 −7
3 −4 9
= −3(27 − 28) − 9 + 8 + 3(7 − 6)
= −3 − 1 + 3
= −1 6= 0,
and, therefore, the matrix is invertible. Let us now find its inverse.
   
3 −1 2 1 0 0 −1 3 −7 0 1 0
R1 ↔R2
 −1 3 −7 0 1 0  − −−−→  3 −1 2 1 0 0 
3 −4 9 0 0 1 3 −4 9 0 0 1
   
1 −3 7 0 −1 0 1 −3 7 0 −1 0
−R1 −3×R1 →R3
−−→  3 −1 2 1 0 0  − −−−−−−→  0 8 −19 1 3 0 
−3×R1 →R2
3 −4 9 0 0 1 0 5 −12 0 3 1
   
1
×R2
1 −3 7 0 −1 0 1 −3 7 0 −1 0
−5×R2 →R3
−8−−→  0 1 − 19 8
1
8
3
8
0  −−−−− −−→  0 1 − 19 8
1
8
3
8
0 
1 5 9
0 5 −12 0 3 1 0 0 −8 −8 8 1
1 3 1
   
1 0 −8 8 8 0 19
×R3 →R2
1 0 0 1 −1 −1
3×R2 →R1
−−−− −−→  0 1 − 19 8
1
8
3
8
0  −− 8
−−−−−→  0 1 0 12 −21 −19  ,
−8×R3 1
R →R1
0 0 1 5 −9 −8 8 3 0 0 1 5 −9 −8
so that the solution to the matrix equation is
      
x 1 −1 −1 p p−q−r
 y  =  12 −21 −19   q  =  12p − 21q − 19r  .
z 5 −9 −8 r 5p − 9q − 8r