Solutions to Assignment 9

Size: px
Start display at page:

Download "Solutions to Assignment 9"

Transcription

1 Solutions to Assignment 9 Math 7, Fall 5.. Construct an example of a matrix with only one distinct eigenvalue. [ ] a b We know that if A then the eigenvalues of A are the roots of the characteristic equation (a λ)(d λ) bc =. [ This ] equation will have a repeated c d a root if a = d and bc =. So for example, A will work. To give a specific [ ] c a instance of this, A = has only one distinct eigenvalue, λ = Show that if A is the zero matrix, then the only eigenvalue of A is. Suppose that λ is an eigenvalue of A. Then there is an eigenvector v such that Av = λv. Multiplying both sides by A, we get that = A v = Aλv = λav = λ(λv) = λ v. Thus λ v =. Recall that v is non-zero by the definition of an eigenvector. We conclude that λ =, and hence that λ =. 5.. Let A be the matrix of the linear transformation T : R R that rotates points about some line through the origin. Without writing A, find an eigenvalue of A and describe the eigenspace. Suppose we use L to indicate the line about which T rotates the points of R. Then if v R lies on L, we have that T (v) = Av = v (rotating points around a line does not move points on the line). Thus we can see that λ = is an eigenvalue of A. The corresponding eigenspace is either just L if T does not rotate by 6z degrees for z N, and all of R otherwise (in the first case, points end up in a different place then they begin unless they lie on L; in the second, rotation by 6z just takes every point back to its starting position so that every vector is an eigenvector for λ = ).

2 5.. Find the characteristic equation of. λ This amounts to finding det λ. I will do this by cofactor expansion. The answer is λ det det + det = [ λ ] [ ] [ ] λ λ λ λ λ(λ ) ( λ ) + (6 + λ) = λ + λ Find h in the matrix A = h 5 such that the eigenspace for λ = 5 is two-dimensional. The eigenspace corresponding to λ = 5 is the Null space of the matrix A 5I. We can calculate the dimension of Nul(A 5I) row reducing 6 A 5I = h. Going as far as we can without knowing h, we get h/ B = 6 h. Now rank(a) + dim(nul(a)) = rank(b) + dim(nul(b)) =, so unless h = 6 we see that B has pivot columns, and then dim(nul(b)) = dim(nul(a 5I)) <. If h = 6, then rank(b) = so that dim(nul(b)) =. We conclude that h must equal 6 in order for the eigenspace corresponding to λ = 5 to be two-dimensional Let A =..8., v =.6, v =, v =, and w =.... (a) Show that v, v, and v are eigenvectors of A.

3 ..5. To do this we calculate Av =.6, Av =.5, and Av = It is not difficult to see that 6 =.6,.5 = (/), and... = (/5). Thus v, v, and v are eigenvectors of A. (b) Let x be an vector in R with nonnegative entries whose sum is. Explain why there are constants c, c, c such that x = c v + c v + c v. Compute w T x and conclude that c =. We saw in the part (a) that A has distinct eigenvalues (, /, and /5). Thus we know that the three eigenvectors corresponding to these eigenvalues are linearly independent (theorem, pg 7). Because the dimension of R is, we know by the basis theorem that v, v, and v give a basis for R (in particular, they must span R ). Thus there must exist constants c, c, c as required. If we write x = a a a, then w T x = a + a + a =. Now multiplying both sides of the equation x = c v + c v + c v by w T, we obtain = w T x = c w T v + c w T v + c w T v = c () + c () + c (). From this we see that c =. (c) For k =,,..., define x k = A k x with x as in part (b). Show that x k v as k increases. In part (a) we learned that Av = (/)v, so A k v = A k Av = A k (/)v = (/)A k v = (/)A k Av = (/) A k v = = (/) k v. We can similarly show that A k v = (/5) k v. From part (b) we know that x = v + c v + c v. Thus x k = A k x = A k (v + c v + c v ) = A k v + c A k v + c A k v = v + c (/) k v + c (/5) k v. For k, this limits to v Diagonalize A = 6 if possible. One of the eigenvalues is λ = 5, 6 and one eigenvector is.

4 We need to calculate the eigenvalues, and then demonstrate that there are linearly independent eigenvectors. First we form the characteristic equation: 7 λ 6 det 6 λ 6 λ = ( 7 λ) det = ( 7 λ) det A, ( 6) det A, + det A, ([ ]) ([ ]) ([ ]) λ 6 6 λ +6 det + det 6 λ λ 6 = ( 7 λ)(( λ)( λ) + ) + 6(6 6λ + ) + (96 ( λ)) = λ + 7λ + 5λ 75. We know that λ = 5 is a root of this equation, so we can write λ +7λ +5λ 75 = (λ 5)( λ + λ + 5) (you can either do this by inspection, or use long division of polynomials). We can factor this further as (λ 5)( λ+5)(λ+)) = (λ 5) (λ + ). Thus A has two distinct eigenvalues. So now we look for the eigenvectors of A. We do this by row reducing [(A λi) ] for each of the eigenvalues of A. For λ = 5, 7 λ λ = 6 8, 6 λ 6 / / which has row reduced echelon form. From this matrix we can read the eigenspace corresponding to the eigenvalue λ = 5. It is the set of all vectors of the form x x = x = x + x. x We choose two linearly independent eigenvectors from this set, v = and v = (I just cleared denominators). For λ =, 7 λ λ = 6 6, 6 λ 6

5 which has row reduced echelon form /. From this matrix we can read the eigenspace corresponding to the eigenvalue λ =. It is the set of all vectors of the form x = x. x We choose a representative vector from this set, v =. Now row reducing the matrix. The result is, so by the invertible matrix theorem the v i are linearly independent. 5 So let P = [v v v ] = and D = 5. By the diagonalization theorem, A = P DP, so we have diagonalized A Show that if A has n linearly independent eigenvectors, then so does A T. A matrix A has n linearly independent eigenvectors if and only if A is diagonalizable, so it is enough to show that A T is diagonalizable. We are given that A is diagonalizable, so there is a diagonal matrix D and an invertible matrix P such that A = P DP. Taking the transpose of both side yields A T = (P DP ) T = (P ) T D T P T = (P T ) DP T. For the last equality I used that fact that (BC) T = C T B T, and (B ) T = (B T ) (see theorems, pg 5 and 6, pg ). I also used that the transpose of a diagonal matrix D is simply D. So let Q = (P T ). Then our equation says that A T = QDQ, and hence A T is diagonalizable Construct a nondiagonal matrix that is diagonalizable but not invertible. [ ] a b Let A =. Then A will fail to be invertible if ad bc =. So consider the matrix A =. Clearly A is not invertible. Note also that c d [ ] 6 [ ] λ 6 det = λ λ 5λ = λ(λ 5). Thus A has two distinct eigenvectors and hence by theorem (pg 7), two linearly independent eigenvectors. This implies by the Diagonalization theorem that A is diagonalizable. 5

by the matrix A results in a vector which is a reflection of the given

by the matrix A results in a vector which is a reflection of the given Eigenvalues & Eigenvectors Example Suppose Then So, geometrically, multiplying a vector in by the matrix A results in a vector which is a reflection of the given vector about the y-axis We observe that

More information

MAT 242 Test 2 SOLUTIONS, FORM T

MAT 242 Test 2 SOLUTIONS, FORM T MAT 242 Test 2 SOLUTIONS, FORM T 5 3 5 3 3 3 3. Let v =, v 5 2 =, v 3 =, and v 5 4 =. 3 3 7 3 a. [ points] The set { v, v 2, v 3, v 4 } is linearly dependent. Find a nontrivial linear combination of these

More information

Similarity and Diagonalization. Similar Matrices

Similarity and Diagonalization. Similar Matrices MATH022 Linear Algebra Brief lecture notes 48 Similarity and Diagonalization Similar Matrices Let A and B be n n matrices. We say that A is similar to B if there is an invertible n n matrix P such that

More information

Chapter 6. Orthogonality

Chapter 6. Orthogonality 6.3 Orthogonal Matrices 1 Chapter 6. Orthogonality 6.3 Orthogonal Matrices Definition 6.4. An n n matrix A is orthogonal if A T A = I. Note. We will see that the columns of an orthogonal matrix must be

More information

MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors. Jordan canonical form (continued).

MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors. Jordan canonical form (continued). MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors Jordan canonical form (continued) Jordan canonical form A Jordan block is a square matrix of the form λ 1 0 0 0 0 λ 1 0 0 0 0 λ 0 0 J = 0

More information

MATH 551 - APPLIED MATRIX THEORY

MATH 551 - APPLIED MATRIX THEORY MATH 55 - APPLIED MATRIX THEORY FINAL TEST: SAMPLE with SOLUTIONS (25 points NAME: PROBLEM (3 points A web of 5 pages is described by a directed graph whose matrix is given by A Do the following ( points

More information

Orthogonal Diagonalization of Symmetric Matrices

Orthogonal Diagonalization of Symmetric Matrices MATH10212 Linear Algebra Brief lecture notes 57 Gram Schmidt Process enables us to find an orthogonal basis of a subspace. Let u 1,..., u k be a basis of a subspace V of R n. We begin the process of finding

More information

Notes on Orthogonal and Symmetric Matrices MENU, Winter 2013

Notes on Orthogonal and Symmetric Matrices MENU, Winter 2013 Notes on Orthogonal and Symmetric Matrices MENU, Winter 201 These notes summarize the main properties and uses of orthogonal and symmetric matrices. We covered quite a bit of material regarding these topics,

More information

Au = = = 3u. Aw = = = 2w. so the action of A on u and w is very easy to picture: it simply amounts to a stretching by 3 and 2, respectively.

Au = = = 3u. Aw = = = 2w. so the action of A on u and w is very easy to picture: it simply amounts to a stretching by 3 and 2, respectively. Chapter 7 Eigenvalues and Eigenvectors In this last chapter of our exploration of Linear Algebra we will revisit eigenvalues and eigenvectors of matrices, concepts that were already introduced in Geometry

More information

Examination paper for TMA4115 Matematikk 3

Examination paper for TMA4115 Matematikk 3 Department of Mathematical Sciences Examination paper for TMA45 Matematikk 3 Academic contact during examination: Antoine Julien a, Alexander Schmeding b, Gereon Quick c Phone: a 73 59 77 82, b 40 53 99

More information

[1] Diagonal factorization

[1] Diagonal factorization 8.03 LA.6: Diagonalization and Orthogonal Matrices [ Diagonal factorization [2 Solving systems of first order differential equations [3 Symmetric and Orthonormal Matrices [ Diagonal factorization Recall:

More information

LINEAR ALGEBRA. September 23, 2010

LINEAR ALGEBRA. September 23, 2010 LINEAR ALGEBRA September 3, 00 Contents 0. LU-decomposition.................................... 0. Inverses and Transposes................................. 0.3 Column Spaces and NullSpaces.............................

More information

Name: Section Registered In:

Name: Section Registered In: Name: Section Registered In: Math 125 Exam 3 Version 1 April 24, 2006 60 total points possible 1. (5pts) Use Cramer s Rule to solve 3x + 4y = 30 x 2y = 8. Be sure to show enough detail that shows you are

More information

4: EIGENVALUES, EIGENVECTORS, DIAGONALIZATION

4: EIGENVALUES, EIGENVECTORS, DIAGONALIZATION 4: EIGENVALUES, EIGENVECTORS, DIAGONALIZATION STEVEN HEILMAN Contents 1. Review 1 2. Diagonal Matrices 1 3. Eigenvectors and Eigenvalues 2 4. Characteristic Polynomial 4 5. Diagonalizability 6 6. Appendix:

More information

Similar matrices and Jordan form

Similar matrices and Jordan form Similar matrices and Jordan form We ve nearly covered the entire heart of linear algebra once we ve finished singular value decompositions we ll have seen all the most central topics. A T A is positive

More information

Math 115A HW4 Solutions University of California, Los Angeles. 5 2i 6 + 4i. (5 2i)7i (6 + 4i)( 3 + i) = 35i + 14 ( 22 6i) = 36 + 41i.

Math 115A HW4 Solutions University of California, Los Angeles. 5 2i 6 + 4i. (5 2i)7i (6 + 4i)( 3 + i) = 35i + 14 ( 22 6i) = 36 + 41i. Math 5A HW4 Solutions September 5, 202 University of California, Los Angeles Problem 4..3b Calculate the determinant, 5 2i 6 + 4i 3 + i 7i Solution: The textbook s instructions give us, (5 2i)7i (6 + 4i)(

More information

160 CHAPTER 4. VECTOR SPACES

160 CHAPTER 4. VECTOR SPACES 160 CHAPTER 4. VECTOR SPACES 4. Rank and Nullity In this section, we look at relationships between the row space, column space, null space of a matrix and its transpose. We will derive fundamental results

More information

Section 6.1 - Inner Products and Norms

Section 6.1 - Inner Products and Norms Section 6.1 - Inner Products and Norms Definition. Let V be a vector space over F {R, C}. An inner product on V is a function that assigns, to every ordered pair of vectors x and y in V, a scalar in F,

More information

MAT 200, Midterm Exam Solution. a. (5 points) Compute the determinant of the matrix A =

MAT 200, Midterm Exam Solution. a. (5 points) Compute the determinant of the matrix A = MAT 200, Midterm Exam Solution. (0 points total) a. (5 points) Compute the determinant of the matrix 2 2 0 A = 0 3 0 3 0 Answer: det A = 3. The most efficient way is to develop the determinant along the

More information

Linear Algebra Notes

Linear Algebra Notes Linear Algebra Notes Chapter 19 KERNEL AND IMAGE OF A MATRIX Take an n m matrix a 11 a 12 a 1m a 21 a 22 a 2m a n1 a n2 a nm and think of it as a function A : R m R n The kernel of A is defined as Note

More information

Recall the basic property of the transpose (for any A): v A t Aw = v w, v, w R n.

Recall the basic property of the transpose (for any A): v A t Aw = v w, v, w R n. ORTHOGONAL MATRICES Informally, an orthogonal n n matrix is the n-dimensional analogue of the rotation matrices R θ in R 2. When does a linear transformation of R 3 (or R n ) deserve to be called a rotation?

More information

The Characteristic Polynomial

The Characteristic Polynomial Physics 116A Winter 2011 The Characteristic Polynomial 1 Coefficients of the characteristic polynomial Consider the eigenvalue problem for an n n matrix A, A v = λ v, v 0 (1) The solution to this problem

More information

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 2. x n. a 11 a 12 a 1n b 1 a 21 a 22 a 2n b 2 a 31 a 32 a 3n b 3. a m1 a m2 a mn b m

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 2. x n. a 11 a 12 a 1n b 1 a 21 a 22 a 2n b 2 a 31 a 32 a 3n b 3. a m1 a m2 a mn b m MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS 1. SYSTEMS OF EQUATIONS AND MATRICES 1.1. Representation of a linear system. The general system of m equations in n unknowns can be written a 11 x 1 + a 12 x 2 +

More information

1 Sets and Set Notation.

1 Sets and Set Notation. LINEAR ALGEBRA MATH 27.6 SPRING 23 (COHEN) LECTURE NOTES Sets and Set Notation. Definition (Naive Definition of a Set). A set is any collection of objects, called the elements of that set. We will most

More information

Solutions to Math 51 First Exam January 29, 2015

Solutions to Math 51 First Exam January 29, 2015 Solutions to Math 5 First Exam January 29, 25. ( points) (a) Complete the following sentence: A set of vectors {v,..., v k } is defined to be linearly dependent if (2 points) there exist c,... c k R, not

More information

13 MATH FACTS 101. 2 a = 1. 7. The elements of a vector have a graphical interpretation, which is particularly easy to see in two or three dimensions.

13 MATH FACTS 101. 2 a = 1. 7. The elements of a vector have a graphical interpretation, which is particularly easy to see in two or three dimensions. 3 MATH FACTS 0 3 MATH FACTS 3. Vectors 3.. Definition We use the overhead arrow to denote a column vector, i.e., a linear segment with a direction. For example, in three-space, we write a vector in terms

More information

Chapter 17. Orthogonal Matrices and Symmetries of Space

Chapter 17. Orthogonal Matrices and Symmetries of Space Chapter 17. Orthogonal Matrices and Symmetries of Space Take a random matrix, say 1 3 A = 4 5 6, 7 8 9 and compare the lengths of e 1 and Ae 1. The vector e 1 has length 1, while Ae 1 = (1, 4, 7) has length

More information

1 2 3 1 1 2 x = + x 2 + x 4 1 0 1

1 2 3 1 1 2 x = + x 2 + x 4 1 0 1 (d) If the vector b is the sum of the four columns of A, write down the complete solution to Ax = b. 1 2 3 1 1 2 x = + x 2 + x 4 1 0 0 1 0 1 2. (11 points) This problem finds the curve y = C + D 2 t which

More information

Methods for Finding Bases

Methods for Finding Bases Methods for Finding Bases Bases for the subspaces of a matrix Row-reduction methods can be used to find bases. Let us now look at an example illustrating how to obtain bases for the row space, null space,

More information

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS Systems of Equations and Matrices Representation of a linear system The general system of m equations in n unknowns can be written a x + a 2 x 2 + + a n x n b a

More information

University of Lille I PC first year list of exercises n 7. Review

University of Lille I PC first year list of exercises n 7. Review University of Lille I PC first year list of exercises n 7 Review Exercise Solve the following systems in 4 different ways (by substitution, by the Gauss method, by inverting the matrix of coefficients

More information

Linear Algebra Review. Vectors

Linear Algebra Review. Vectors Linear Algebra Review By Tim K. Marks UCSD Borrows heavily from: Jana Kosecka kosecka@cs.gmu.edu http://cs.gmu.edu/~kosecka/cs682.html Virginia de Sa Cogsci 8F Linear Algebra review UCSD Vectors The length

More information

MATH10212 Linear Algebra. Systems of Linear Equations. Definition. An n-dimensional vector is a row or a column of n numbers (or letters): a 1.

MATH10212 Linear Algebra. Systems of Linear Equations. Definition. An n-dimensional vector is a row or a column of n numbers (or letters): a 1. MATH10212 Linear Algebra Textbook: D. Poole, Linear Algebra: A Modern Introduction. Thompson, 2006. ISBN 0-534-40596-7. Systems of Linear Equations Definition. An n-dimensional vector is a row or a column

More information

Reduced echelon form: Add the following conditions to conditions 1, 2, and 3 above:

Reduced echelon form: Add the following conditions to conditions 1, 2, and 3 above: Section 1.2: Row Reduction and Echelon Forms Echelon form (or row echelon form): 1. All nonzero rows are above any rows of all zeros. 2. Each leading entry (i.e. left most nonzero entry) of a row is in

More information

Inner products on R n, and more

Inner products on R n, and more Inner products on R n, and more Peyam Ryan Tabrizian Friday, April 12th, 2013 1 Introduction You might be wondering: Are there inner products on R n that are not the usual dot product x y = x 1 y 1 + +

More information

Recall that two vectors in are perpendicular or orthogonal provided that their dot

Recall that two vectors in are perpendicular or orthogonal provided that their dot Orthogonal Complements and Projections Recall that two vectors in are perpendicular or orthogonal provided that their dot product vanishes That is, if and only if Example 1 The vectors in are orthogonal

More information

NOTES ON LINEAR TRANSFORMATIONS

NOTES ON LINEAR TRANSFORMATIONS NOTES ON LINEAR TRANSFORMATIONS Definition 1. Let V and W be vector spaces. A function T : V W is a linear transformation from V to W if the following two properties hold. i T v + v = T v + T v for all

More information

Inner Product Spaces and Orthogonality

Inner Product Spaces and Orthogonality Inner Product Spaces and Orthogonality week 3-4 Fall 2006 Dot product of R n The inner product or dot product of R n is a function, defined by u, v a b + a 2 b 2 + + a n b n for u a, a 2,, a n T, v b,

More information

MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix.

MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix. MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix. Nullspace Let A = (a ij ) be an m n matrix. Definition. The nullspace of the matrix A, denoted N(A), is the set of all n-dimensional column

More information

LINEAR ALGEBRA W W L CHEN

LINEAR ALGEBRA W W L CHEN LINEAR ALGEBRA W W L CHEN c W W L Chen, 1997, 2008 This chapter is available free to all individuals, on understanding that it is not to be used for financial gain, and may be downloaded and/or photocopied,

More information

Numerical Analysis Lecture Notes

Numerical Analysis Lecture Notes Numerical Analysis Lecture Notes Peter J. Olver 6. Eigenvalues and Singular Values In this section, we collect together the basic facts about eigenvalues and eigenvectors. From a geometrical viewpoint,

More information

8 Square matrices continued: Determinants

8 Square matrices continued: Determinants 8 Square matrices continued: Determinants 8. Introduction Determinants give us important information about square matrices, and, as we ll soon see, are essential for the computation of eigenvalues. You

More information

Solving Linear Systems, Continued and The Inverse of a Matrix

Solving Linear Systems, Continued and The Inverse of a Matrix , Continued and The of a Matrix Calculus III Summer 2013, Session II Monday, July 15, 2013 Agenda 1. The rank of a matrix 2. The inverse of a square matrix Gaussian Gaussian solves a linear system by reducing

More information

Chapter 12 Modal Decomposition of State-Space Models 12.1 Introduction The solutions obtained in previous chapters, whether in time domain or transfor

Chapter 12 Modal Decomposition of State-Space Models 12.1 Introduction The solutions obtained in previous chapters, whether in time domain or transfor Lectures on Dynamic Systems and Control Mohammed Dahleh Munther A. Dahleh George Verghese Department of Electrical Engineering and Computer Science Massachuasetts Institute of Technology 1 1 c Chapter

More information

Notes on Determinant

Notes on Determinant ENGG2012B Advanced Engineering Mathematics Notes on Determinant Lecturer: Kenneth Shum Lecture 9-18/02/2013 The determinant of a system of linear equations determines whether the solution is unique, without

More information

Eigenvalues, Eigenvectors, Matrix Factoring, and Principal Components

Eigenvalues, Eigenvectors, Matrix Factoring, and Principal Components Eigenvalues, Eigenvectors, Matrix Factoring, and Principal Components The eigenvalues and eigenvectors of a square matrix play a key role in some important operations in statistics. In particular, they

More information

Applied Linear Algebra I Review page 1

Applied Linear Algebra I Review page 1 Applied Linear Algebra Review 1 I. Determinants A. Definition of a determinant 1. Using sum a. Permutations i. Sign of a permutation ii. Cycle 2. Uniqueness of the determinant function in terms of properties

More information

4.5 Linear Dependence and Linear Independence

4.5 Linear Dependence and Linear Independence 4.5 Linear Dependence and Linear Independence 267 32. {v 1, v 2 }, where v 1, v 2 are collinear vectors in R 3. 33. Prove that if S and S are subsets of a vector space V such that S is a subset of S, then

More information

Linearly Independent Sets and Linearly Dependent Sets

Linearly Independent Sets and Linearly Dependent Sets These notes closely follow the presentation of the material given in David C. Lay s textbook Linear Algebra and its Applications (3rd edition). These notes are intended primarily for in-class presentation

More information

Systems of Linear Equations

Systems of Linear Equations Systems of Linear Equations Beifang Chen Systems of linear equations Linear systems A linear equation in variables x, x,, x n is an equation of the form a x + a x + + a n x n = b, where a, a,, a n and

More information

( ) which must be a vector

( ) which must be a vector MATH 37 Linear Transformations from Rn to Rm Dr. Neal, WKU Let T : R n R m be a function which maps vectors from R n to R m. Then T is called a linear transformation if the following two properties are

More information

Lecture 5: Singular Value Decomposition SVD (1)

Lecture 5: Singular Value Decomposition SVD (1) EEM3L1: Numerical and Analytical Techniques Lecture 5: Singular Value Decomposition SVD (1) EE3L1, slide 1, Version 4: 25-Sep-02 Motivation for SVD (1) SVD = Singular Value Decomposition Consider the system

More information

MATH2210 Notebook 1 Fall Semester 2016/2017. 1 MATH2210 Notebook 1 3. 1.1 Solving Systems of Linear Equations... 3

MATH2210 Notebook 1 Fall Semester 2016/2017. 1 MATH2210 Notebook 1 3. 1.1 Solving Systems of Linear Equations... 3 MATH0 Notebook Fall Semester 06/07 prepared by Professor Jenny Baglivo c Copyright 009 07 by Jenny A. Baglivo. All Rights Reserved. Contents MATH0 Notebook 3. Solving Systems of Linear Equations........................

More information

3. Let A and B be two n n orthogonal matrices. Then prove that AB and BA are both orthogonal matrices. Prove a similar result for unitary matrices.

3. Let A and B be two n n orthogonal matrices. Then prove that AB and BA are both orthogonal matrices. Prove a similar result for unitary matrices. Exercise 1 1. Let A be an n n orthogonal matrix. Then prove that (a) the rows of A form an orthonormal basis of R n. (b) the columns of A form an orthonormal basis of R n. (c) for any two vectors x,y R

More information

MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set.

MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set. MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set. Vector space A vector space is a set V equipped with two operations, addition V V (x,y) x + y V and scalar

More information

LS.6 Solution Matrices

LS.6 Solution Matrices LS.6 Solution Matrices In the literature, solutions to linear systems often are expressed using square matrices rather than vectors. You need to get used to the terminology. As before, we state the definitions

More information

Linear algebra and the geometry of quadratic equations. Similarity transformations and orthogonal matrices

Linear algebra and the geometry of quadratic equations. Similarity transformations and orthogonal matrices MATH 30 Differential Equations Spring 006 Linear algebra and the geometry of quadratic equations Similarity transformations and orthogonal matrices First, some things to recall from linear algebra Two

More information

x + y + z = 1 2x + 3y + 4z = 0 5x + 6y + 7z = 3

x + y + z = 1 2x + 3y + 4z = 0 5x + 6y + 7z = 3 Math 24 FINAL EXAM (2/9/9 - SOLUTIONS ( Find the general solution to the system of equations 2 4 5 6 7 ( r 2 2r r 2 r 5r r x + y + z 2x + y + 4z 5x + 6y + 7z 2 2 2 2 So x z + y 2z 2 and z is free. ( r

More information

Factorization Theorems

Factorization Theorems Chapter 7 Factorization Theorems This chapter highlights a few of the many factorization theorems for matrices While some factorization results are relatively direct, others are iterative While some factorization

More information

Solutions to Assignment 10

Solutions to Assignment 10 Soltions to Assignment Math 27, Fall 22.4.8 Define T : R R by T (x) = Ax where A is a matrix with eigenvales and -2. Does there exist a basis B for R sch that the B-matrix for T is a diagonal matrix? We

More information

CONTROLLABILITY. Chapter 2. 2.1 Reachable Set and Controllability. Suppose we have a linear system described by the state equation

CONTROLLABILITY. Chapter 2. 2.1 Reachable Set and Controllability. Suppose we have a linear system described by the state equation Chapter 2 CONTROLLABILITY 2 Reachable Set and Controllability Suppose we have a linear system described by the state equation ẋ Ax + Bu (2) x() x Consider the following problem For a given vector x in

More information

Math 550 Notes. Chapter 7. Jesse Crawford. Department of Mathematics Tarleton State University. Fall 2010

Math 550 Notes. Chapter 7. Jesse Crawford. Department of Mathematics Tarleton State University. Fall 2010 Math 550 Notes Chapter 7 Jesse Crawford Department of Mathematics Tarleton State University Fall 2010 (Tarleton State University) Math 550 Chapter 7 Fall 2010 1 / 34 Outline 1 Self-Adjoint and Normal Operators

More information

Abstract: We describe the beautiful LU factorization of a square matrix (or how to write Gaussian elimination in terms of matrix multiplication).

Abstract: We describe the beautiful LU factorization of a square matrix (or how to write Gaussian elimination in terms of matrix multiplication). MAT 2 (Badger, Spring 202) LU Factorization Selected Notes September 2, 202 Abstract: We describe the beautiful LU factorization of a square matrix (or how to write Gaussian elimination in terms of matrix

More information

Math 215 HW #6 Solutions

Math 215 HW #6 Solutions Math 5 HW #6 Solutions Problem 34 Show that x y is orthogonal to x + y if and only if x = y Proof First, suppose x y is orthogonal to x + y Then since x, y = y, x In other words, = x y, x + y = (x y) T

More information

Math 333 - Practice Exam 2 with Some Solutions

Math 333 - Practice Exam 2 with Some Solutions Math 333 - Practice Exam 2 with Some Solutions (Note that the exam will NOT be this long) Definitions (0 points) Let T : V W be a transformation Let A be a square matrix (a) Define T is linear (b) Define

More information

1 0 5 3 3 A = 0 0 0 1 3 0 0 0 0 0 0 0 0 0 0

1 0 5 3 3 A = 0 0 0 1 3 0 0 0 0 0 0 0 0 0 0 Solutions: Assignment 4.. Find the redundant column vectors of the given matrix A by inspection. Then find a basis of the image of A and a basis of the kernel of A. 5 A The second and third columns are

More information

October 3rd, 2012. Linear Algebra & Properties of the Covariance Matrix

October 3rd, 2012. Linear Algebra & Properties of the Covariance Matrix Linear Algebra & Properties of the Covariance Matrix October 3rd, 2012 Estimation of r and C Let rn 1, rn, t..., rn T be the historical return rates on the n th asset. rn 1 rṇ 2 r n =. r T n n = 1, 2,...,

More information

Review Jeopardy. Blue vs. Orange. Review Jeopardy

Review Jeopardy. Blue vs. Orange. Review Jeopardy Review Jeopardy Blue vs. Orange Review Jeopardy Jeopardy Round Lectures 0-3 Jeopardy Round $200 How could I measure how far apart (i.e. how different) two observations, y 1 and y 2, are from each other?

More information

Brief Introduction to Vectors and Matrices

Brief Introduction to Vectors and Matrices CHAPTER 1 Brief Introduction to Vectors and Matrices In this chapter, we will discuss some needed concepts found in introductory course in linear algebra. We will introduce matrix, vector, vector-valued

More information

Lecture Notes 2: Matrices as Systems of Linear Equations

Lecture Notes 2: Matrices as Systems of Linear Equations 2: Matrices as Systems of Linear Equations 33A Linear Algebra, Puck Rombach Last updated: April 13, 2016 Systems of Linear Equations Systems of linear equations can represent many things You have probably

More information

Linear Algebra Notes for Marsden and Tromba Vector Calculus

Linear Algebra Notes for Marsden and Tromba Vector Calculus Linear Algebra Notes for Marsden and Tromba Vector Calculus n-dimensional Euclidean Space and Matrices Definition of n space As was learned in Math b, a point in Euclidean three space can be thought of

More information

r (t) = 2r(t) + sin t θ (t) = r(t) θ(t) + 1 = 1 1 θ(t) 1 9.4.4 Write the given system in matrix form x = Ax + f ( ) sin(t) x y 1 0 5 z = dy cos(t)

r (t) = 2r(t) + sin t θ (t) = r(t) θ(t) + 1 = 1 1 θ(t) 1 9.4.4 Write the given system in matrix form x = Ax + f ( ) sin(t) x y 1 0 5 z = dy cos(t) Solutions HW 9.4.2 Write the given system in matrix form x = Ax + f r (t) = 2r(t) + sin t θ (t) = r(t) θ(t) + We write this as ( ) r (t) θ (t) = ( ) ( ) 2 r(t) θ(t) + ( ) sin(t) 9.4.4 Write the given system

More information

Subspaces of R n LECTURE 7. 1. Subspaces

Subspaces of R n LECTURE 7. 1. Subspaces LECTURE 7 Subspaces of R n Subspaces Definition 7 A subset W of R n is said to be closed under vector addition if for all u, v W, u + v is also in W If rv is in W for all vectors v W and all scalars r

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors Chapter 6 Eigenvalues and Eigenvectors 6. Introduction to Eigenvalues Linear equations Ax D b come from steady state problems. Eigenvalues have their greatest importance in dynamic problems. The solution

More information

These axioms must hold for all vectors ū, v, and w in V and all scalars c and d.

These axioms must hold for all vectors ū, v, and w in V and all scalars c and d. DEFINITION: A vector space is a nonempty set V of objects, called vectors, on which are defined two operations, called addition and multiplication by scalars (real numbers), subject to the following axioms

More information

4 MT210 Notebook 4 3. 4.1 Eigenvalues and Eigenvectors... 3. 4.1.1 Definitions; Graphical Illustrations... 3

4 MT210 Notebook 4 3. 4.1 Eigenvalues and Eigenvectors... 3. 4.1.1 Definitions; Graphical Illustrations... 3 MT Notebook Fall / prepared by Professor Jenny Baglivo c Copyright 9 by Jenny A. Baglivo. All Rights Reserved. Contents MT Notebook. Eigenvalues and Eigenvectors................................... Definitions;

More information

15.062 Data Mining: Algorithms and Applications Matrix Math Review

15.062 Data Mining: Algorithms and Applications Matrix Math Review .6 Data Mining: Algorithms and Applications Matrix Math Review The purpose of this document is to give a brief review of selected linear algebra concepts that will be useful for the course and to develop

More information

A note on companion matrices

A note on companion matrices Linear Algebra and its Applications 372 (2003) 325 33 www.elsevier.com/locate/laa A note on companion matrices Miroslav Fiedler Academy of Sciences of the Czech Republic Institute of Computer Science Pod

More information

1.5 SOLUTION SETS OF LINEAR SYSTEMS

1.5 SOLUTION SETS OF LINEAR SYSTEMS 1-2 CHAPTER 1 Linear Equations in Linear Algebra 1.5 SOLUTION SETS OF LINEAR SYSTEMS Many of the concepts and computations in linear algebra involve sets of vectors which are visualized geometrically as

More information

Section 1.7 22 Continued

Section 1.7 22 Continued Section 1.5 23 A homogeneous equation is always consistent. TRUE - The trivial solution is always a solution. The equation Ax = 0 gives an explicit descriptions of its solution set. FALSE - The equation

More information

Chapter 20. Vector Spaces and Bases

Chapter 20. Vector Spaces and Bases Chapter 20. Vector Spaces and Bases In this course, we have proceeded step-by-step through low-dimensional Linear Algebra. We have looked at lines, planes, hyperplanes, and have seen that there is no limit

More information

December 4, 2013 MATH 171 BASIC LINEAR ALGEBRA B. KITCHENS

December 4, 2013 MATH 171 BASIC LINEAR ALGEBRA B. KITCHENS December 4, 2013 MATH 171 BASIC LINEAR ALGEBRA B KITCHENS The equation 1 Lines in two-dimensional space (1) 2x y = 3 describes a line in two-dimensional space The coefficients of x and y in the equation

More information

MATH1231 Algebra, 2015 Chapter 7: Linear maps

MATH1231 Algebra, 2015 Chapter 7: Linear maps MATH1231 Algebra, 2015 Chapter 7: Linear maps A/Prof. Daniel Chan School of Mathematics and Statistics University of New South Wales danielc@unsw.edu.au Daniel Chan (UNSW) MATH1231 Algebra 1 / 43 Chapter

More information

Unit 18 Determinants

Unit 18 Determinants Unit 18 Determinants Every square matrix has a number associated with it, called its determinant. In this section, we determine how to calculate this number, and also look at some of the properties of

More information

18.06 Problem Set 4 Solution Due Wednesday, 11 March 2009 at 4 pm in 2-106. Total: 175 points.

18.06 Problem Set 4 Solution Due Wednesday, 11 March 2009 at 4 pm in 2-106. Total: 175 points. 806 Problem Set 4 Solution Due Wednesday, March 2009 at 4 pm in 2-06 Total: 75 points Problem : A is an m n matrix of rank r Suppose there are right-hand-sides b for which A x = b has no solution (a) What

More information

Orthogonal Projections

Orthogonal Projections Orthogonal Projections and Reflections (with exercises) by D. Klain Version.. Corrections and comments are welcome! Orthogonal Projections Let X,..., X k be a family of linearly independent (column) vectors

More information

Solutions to Homework Section 3.7 February 18th, 2005

Solutions to Homework Section 3.7 February 18th, 2005 Math 54W Spring 5 Solutions to Homeork Section 37 Februar 8th, 5 List the ro vectors and the column vectors of the matrix The ro vectors are The column vectors are ( 5 5 The matrix ( (,,,, 4, (5,,,, (

More information

Lecture 1: Schur s Unitary Triangularization Theorem

Lecture 1: Schur s Unitary Triangularization Theorem Lecture 1: Schur s Unitary Triangularization Theorem This lecture introduces the notion of unitary equivalence and presents Schur s theorem and some of its consequences It roughly corresponds to Sections

More information

The Singular Value Decomposition in Symmetric (Löwdin) Orthogonalization and Data Compression

The Singular Value Decomposition in Symmetric (Löwdin) Orthogonalization and Data Compression The Singular Value Decomposition in Symmetric (Löwdin) Orthogonalization and Data Compression The SVD is the most generally applicable of the orthogonal-diagonal-orthogonal type matrix decompositions Every

More information

Inner Product Spaces

Inner Product Spaces Math 571 Inner Product Spaces 1. Preliminaries An inner product space is a vector space V along with a function, called an inner product which associates each pair of vectors u, v with a scalar u, v, and

More information

Math 312 Homework 1 Solutions

Math 312 Homework 1 Solutions Math 31 Homework 1 Solutions Last modified: July 15, 01 This homework is due on Thursday, July 1th, 01 at 1:10pm Please turn it in during class, or in my mailbox in the main math office (next to 4W1) Please

More information

Math 2270 - Lecture 33 : Positive Definite Matrices

Math 2270 - Lecture 33 : Positive Definite Matrices Math 2270 - Lecture 33 : Positive Definite Matrices Dylan Zwick Fall 2012 This lecture covers section 6.5 of the textbook. Today we re going to talk about a special type of symmetric matrix, called a positive

More information

Solving Systems of Linear Equations

Solving Systems of Linear Equations LECTURE 5 Solving Systems of Linear Equations Recall that we introduced the notion of matrices as a way of standardizing the expression of systems of linear equations In today s lecture I shall show how

More information

Chapter 2 Determinants, and Linear Independence

Chapter 2 Determinants, and Linear Independence Chapter 2 Determinants, and Linear Independence 2.1 Introduction to Determinants and Systems of Equations Determinants can be defined and studied independently of matrices, though when square matrices

More information

Introduction to Matrix Algebra

Introduction to Matrix Algebra Psychology 7291: Multivariate Statistics (Carey) 8/27/98 Matrix Algebra - 1 Introduction to Matrix Algebra Definitions: A matrix is a collection of numbers ordered by rows and columns. It is customary

More information

5.3 The Cross Product in R 3

5.3 The Cross Product in R 3 53 The Cross Product in R 3 Definition 531 Let u = [u 1, u 2, u 3 ] and v = [v 1, v 2, v 3 ] Then the vector given by [u 2 v 3 u 3 v 2, u 3 v 1 u 1 v 3, u 1 v 2 u 2 v 1 ] is called the cross product (or

More information

MA106 Linear Algebra lecture notes

MA106 Linear Algebra lecture notes MA106 Linear Algebra lecture notes Lecturers: Martin Bright and Daan Krammer Warwick, January 2011 Contents 1 Number systems and fields 3 1.1 Axioms for number systems......................... 3 2 Vector

More information

Notes on Symmetric Matrices

Notes on Symmetric Matrices CPSC 536N: Randomized Algorithms 2011-12 Term 2 Notes on Symmetric Matrices Prof. Nick Harvey University of British Columbia 1 Symmetric Matrices We review some basic results concerning symmetric matrices.

More information

α = u v. In other words, Orthogonal Projection

α = u v. In other words, Orthogonal Projection Orthogonal Projection Given any nonzero vector v, it is possible to decompose an arbitrary vector u into a component that points in the direction of v and one that points in a direction orthogonal to v

More information

Vector Spaces 4.4 Spanning and Independence

Vector Spaces 4.4 Spanning and Independence Vector Spaces 4.4 and Independence October 18 Goals Discuss two important basic concepts: Define linear combination of vectors. Define Span(S) of a set S of vectors. Define linear Independence of a set

More information