DEPARTMENT OF MATHEMATICS AND STATISTICS

MTH 415/A: MATRIX THEORY & LINEAR ESTIMATION

(SESSION: 2018-19 SEMESTER: I)

Problem Set 4

1 0 2 1 1 0 21
1(a) Find an elementary operation that yields �−2 3 − 4 5� when applied to �0 3 0 7�.
3 6 4 3 3 64 3
0 −2 −1 3 2 3 0 −1
(b) Show that � � can be obtained from � � by a sequence of
6 7 1 0 2 1 −1 2
elementary operations.
1 0 0
(c)What is the elementary operation associated with the elementary matrix �0 1 0� ?
0 2 1

2 (a) For an 𝑛 × 𝑛 matrix 𝐴, if | 𝐴 | = 𝑎 (≠ 0), find | 𝑎𝑑𝑗(𝐴) |.

(b) If 𝐴𝐵 = 𝐵𝐴, prove or disprove that (𝑎𝑑𝑗𝐴) 𝐵 = 𝐵 (𝑎𝑑𝑗𝐴).

3. For each of the following symmetric matrices, obtain |𝐴| if

𝜎 2 𝜌𝜎1 𝜎2 ⋯ ⋯ 𝜌𝜎1 𝜎𝑛 1 𝑎 𝑎2 ⋯ ⋯ 𝑎𝑛−1
⎡ 1 ⎤ ⎡ ⎤
𝑎𝑛−2 ⎥
⎢ 2 1
2 𝑎 𝑎 ⋯ ⋯
⎢ 𝜌𝜎1 𝜎2 𝜎2 ⋯ ⋯ 𝜌𝜎2 𝜎𝑛 ⎥ 𝑎 𝑎 1⋯ ⋯ 𝑎𝑛−3 ⎥ .
(a) 𝐴 = ⎢ ⋮ ⎥ and (b) 𝐴 = ⎢⎢ ⋮ ⎥
⎢ ⋮ ⎥ ⎢ ⎥
2 ⋮
⎣𝜌𝜎1 𝜎𝑛 𝜌𝜎2 𝜎𝑛 ⋯ ⋯ 𝜎𝑛 ⎦ ⎣𝑎𝑛−1 𝑎𝑛−2 𝑎𝑛−3 ⋯ ⋯1 ⎦
4. Find determinant of the following Vandermonde matrix
𝑎𝑛−1 𝑎𝑛−2 ⋯ ⋯ ⋯ 𝑎1 1
⎡ 1𝑛−1 1𝑛−2 ⎤
⎢ 𝑎2 𝑎2 ⋯ ⋯ ⋯ 𝑎2 1 ⎥
𝐴𝑛 = ⎢⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯⎥.
⎢⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⎥
⎣ 𝑎𝑛𝑛−1 𝑎𝑛𝑛−2 ⋯ ⋯ ⋯ 𝑎𝑛 1⎦

5. Assuming each of the inverse matrices exists, prove the following

(a) ( I + A−1 ) −1 =A( A + I ) −1 ; (b) ( A + BB′) −1 B =A−1 B ( I + B′A−1 B ) −1 ;
(c) ( A−1 + B −1 ) −1 =A( A + B ) −1 B =B ( A + B ) −1 A ; (d) A − A( A + B) −1 A =B − B( A + B) −1 B ; and
(e) A−1 + B −1= A−1 ( A + B) B −1 (Searle's set of identities).
𝑎 𝑏 ⋯ 𝑏
6. For the symmetric 𝑛 × 𝑛 matrix 𝐴 = �𝑏 𝑎 ⋯ 𝑏�, obtain 𝐴−1 .
𝑏 ⋱ 𝑏
𝑏 𝑏 𝑎
(Hint: If 𝐴𝑚×𝑚 and 𝐵𝑛×𝑛 are non-singular, and 𝑈𝑚×𝑛 and 𝑉𝑛×𝑚 are any two matrices, then
(𝐴 + 𝑈𝐵𝑉)−1 = 𝐴−1 − 𝐴−1 𝑈𝐵(𝐵 + 𝐵𝑉𝐴−1 𝑈𝐵)−1 𝐵𝑉𝐴−1 .)

7. If A is an idempotent matrix, prove that rank(A) = trace(A).