Math 537 Homework1

2.5 Check that

[ ]

5
13
Q=
12
13

12
13
5
13

Is an orthogonal matrix.
Solution:

[ ]

5
13
Since
Q=
12
13
5 12
QT =[ 13 13 ]
12
5
13 13

12
13
5
13

[ ][ ][

5
T
13
Q Q=
12
13

12
5
13
13

5
12
13
13

5
5 12
12
12
+

13 13
13
13
13
=
5
12 5 5
12
+
13
13 13 13
13

( )( )
( )

( )

Thus, Q Is an orthogonal matrix.

2.6 Let

A= 9 2
2 6

(a) Is A symmetric?
(b) Show that A is positive definite.
Solution:
A is symmetric because numbers are symmetric of the diagonal line.
Since | A|=9 6(2 ) (2 ) =58>0
A is positive definite.

2.8 Given the matrix

A=[ 1 2 ]
2 2

Find the eigenvalues 1 2 and the associated normalized eigenvectors

e 1e 2 . Determine the spectral decomposition (2-16) of A.
Solution:
Since | AI|=0

][

5 12 12
5
+

13 13
13
13
1 0
=
0 1
12 12 5
5
+
13 13 13 13

1
2 =0
2 2
( 1 ) (2 ) 4=0
So 1=2, 2=3
For 1=2

(12 22 )( xx )=2( xx )
1

e1=(0.8944 )
0.4472
For 2=3

(12 22 )( xx )=3( xx )
1

e1=(0.4472)
0.8944

the spectral decomposition of A is

'

'
A=2 0.8944 0.8944 3(0.4472 )(0.4472) .
0.4472 0.4472
0.8944
0.8944

)(

2.9 Let A be as in Exercise 2.8.

(a) Find A1 .
Solution:

A1=( 0.3333 0.3333 )

0.3333 0.1667
(b) Compute the eigenvalues and eigenvectors of
Solution:
Since | A1 I|=0

0.3333
0.3333 =0
0.3333
0.1667
( 1 ) (2 ) 4=0
So 1=0.5, 2=0.3333
For 1=0.5

(0.3333
0.3333

0.3333 x1 =0.5 x1
0.1667 x2
x2

)( ) ( )

e1=(0.8944 )
0.4472
For 2=0.3333

(0.3333
0.3333

0.3333 x1 =0.3333 x 1
0.1667 x2
x2

e1=( 0.4472 )
0.8944

)( )

()

A1 .

(c) Write the spectral decomposition of

from Exercise 2.8.
Solution:
the spectral decomposition of
A1 is

A ,

and compare it with that of A

'

'
A1=0.5 0.8944 0.8944 0.3333( 0.4472 )( 0.4472 )
0.4472 0.4472
0.8944 0.8944

)(

Compare to Exercise 2.8, two pairs of eigenvalues are each others

reciprocals, one of the eigenvectors of
A1 has opposite sign with the
eigenvectors of A.

2.10 Consider the matrices

4.001 ] and B [ 4
4.001 ]
A=[ 4
4.001 4.002
4.001 4.002001

These matrices are identical except for a small difference in the (2,2) position.
Moreover, the columns of A (and B) are nearly linearly dependent. Show that
1
1
A (3) B . Consequently, small changes---perhaps caused by
rounding---can give substantially different inverses.
Solution:

4.001 ] and B [ 4
4.001 ]
A=[ 4
4.001 4.002
4.001 4.002001
1
4002000 4001000
Then A =
4001000 4000000
B1=[ 1334000 1333667 ]
1333667 1333333
1
1
Thus,
A (3 ) B , which means small changes can give substantially
Since

different inverses.
2.11 Show that the determinant of the p p diagonal matrix A={aij }
with aij =0, i j, is given by the product of the diagonal elements; thus,
| A|=a11 a 22 a pp .
Hint: By Definition 2A.24, | A|=a11 A11 + 0++ 0 . Repeat for the submatrix
A 11 obtained by deleting the first row and first column of A.
Proof:
k

Since

| A|= a1 j A1 j (1)1 + j

if k>1,

j=1

| A|=a11 A 11 +0+ +0 because aij =0, i j,

Then | A|=a11 A11 =a 11 a22 A22 , which A 22 is the matrix deleting the first
and second rows and columns of A. If we keep doing this, we get the final
matrix as a scaler a pp .
Thus | A|=a11 A11 =a 11 a22 A22==a 11 a22 a pp .

2.12 Show that the determinant of a square symmetric p p matrix A can

1 , 2 , , p ; that is,
be expressed as the product of its eigenvalues
p

| A|= i

i=1

A=P P' with P' P=I . From Result

2A.11(e),
since
| A|=|P P '|=|P|| P'|=|P|| ||P'|=| |I ,
'
'
|I|=|P P|=|P |P . Apply Exercise 2.11.
Hint: From (2-16) and (2-20),

Proof:
Since A is symmetric matrix, we can write

A=P P' with P' P=I .

And
| A|=|P P '|=|P|| P'|=|P|| ||P'|=| |I ,
|I|=|P' P|=|P '|P .
Apply Exercise 2.11, if A is a diagonal matrix, | A|=a11 a 22 a pp ,
Thus

i=1

i=1

i=1

| A|=| ||I |= i 1= i

2.13 Show that

|Q|=+ 11

|Q Q'|= I

Hint:

if Q is a

Also,

since

from

p p orthogonal matrix.
2
Q .
Result
2A.11,
Thus,
|Q||Q'|=

Q2 = I . Now use Exercise 2.11.

Proof:
Since Q is a p p
So |Q Q'|=|I | ,be

orthogonal matrix.

|Q|=|Q'| according to Result 2A.11 (a),

Q2 =|I|=1 1 1=1,
which has 1 multiply 1 p times.
|Q||Q'|=
|Q|=+11.

And because
Then
Thus,

2.14 Show that Q ' A Q and A have the same eigenvalues if Q is orthogonal.
Hint: Let be an eigenvalue of A. Then 0= AI . By Exercise 2.13
and Result 2A.11(e), we can write
0=|Q '|| A I ||Q|=|Q' AQ I| , since
'
Q Q=I .
Proof:
Since let

be an eigenvalue of A.
| AI |=0

According to Exercise 2.13 and Result 2A.11(e), and Q is orthogonal,

Q' Q=I ,ij
we have

|Q' AQI |=|Q'|| AI ||Q|=0

Thus,

Q' A Q

and A have the same eigenvalues if Q is orthogonal.

2.15 A quadratic from

x' A x

is said to be positive definite if the matrix A is

positive definite. Is the quadratic from

3 x21 +3 x 222 x1 x 2 positive definite?

Solution:
Since a quadratic from

x A x= x i aij x j
'

i=1 j=1

So

3 x21 +3 x 222 x1 x 2=( x 1 x 2 ) A

( )

x1
x2

()

A= a b
c d
2
2
2
2
a x 1 + ( b+ c ) x 1 x 2 +d x 2=3 x 1 +3 x2 2 x 1 x 2

Let