Linear algebra reviews exercises Sophie Marques Tuesday 15th December, 2015 2 BE CAREFUL, THE SOLUTION IN THE FOLLOWING ARE QUICK ANSWERS WITHOUT JUSTIFICATION AND DO NOT CONTAIN ALWAYS ALL THE DETAILS AS THEY HAVE ALREADY BEEN MENTIONED IN CLASS AND IN HOMEWORK MANY TIMES... For justification and redaction for the exams refer to homework or/and class notes. Problem 1: Find a bases for ColpAq dim of NulpAq, where ¨ 1 2 ˚5 1 A“˚ ˝4 6 3 4 and NulpAq and then deduce the rank of A and ´4 ´9 ´9 ´5 4 2 12 8 ˛ ¨ 6 1 ˚ 10 ‹ ‹„˚0 15 ‚ ˝ 0 9 0 Solution : Basis for Col (A): $¨ ˛ ¨ 1 ’ ’ &˚ ‹ ˚ ˚ 5 ‹,˚ ˝4‚˝ ’ ’ % 3 ˛ ¨ 2 ´4 ‹ ˚ 1 ‹ ˚ ´9 , 6 ‚ ˝ ´9 4 ´5 2 2 0 0 8 3 5 0 ˛, / / ‹. ‹ ‚/ / - So, rankpAq “ dimpColpAqq “ 3. Basis for Nul(A): $¨ ˛ ¨ ˛, 0 0 / ’ / ’ / ’ / ˚ ‹ ˚ ‹ ’ ´2 ´1 &˚ ‹ ˚ ‹. ˚ 0 ‹,˚ 1 ‹ ˚ ‹ ˚ ‹ ’ / ’ ˝ 1 ‚ ˝ 0 ‚/ / ’ / ’ % 0 1 So dimpNulpAqq “ 2. Problem 2: Use the cofactor expansion to compute ˇ ˇ 5 ´2 4 ˇ ˇ 0 3 ´5 ˇ ˇ 2 ´4 7 ˇ ˇ ˇ ˇ ˇ ˇ ˛ 4 ´6 4 ´1 ‹ ‹ 0 ´5 ‚ 0 0 3 Solution: ˇ ˇ ˇ 5 ´2 4 ˇ ˇ ˇ ˇ 0 3 ´5 ˇ “ 1 ˇ ˇ ˇ 2 ´4 7 ˇ Problem 3: Use row reduction to echelon form to compute the following determinant ˇ ˇ ˇ 1 a a2 ˇ ˇ ˇ ˇ 1 b b2 ˇ ˇ ˇ ˇ 1 c c2 ˇ Solution: ˇ ˇ ˇ ˇ 1 a a2 ˇ ˇ 1 a a2 ˇ ˇ ˇ ˇ 1 b b 2 ˇ “ ˇ 0 b ´ a b 2 ´ a2 ˇ ˇ ˇ ˇ 1 c c2 ˇ ˇ 0 c ´ a c2 ´ a2 ˇ ˇ ˇ ˇ “ pb ´ aqpc ´ aqpc ´ aq ˇ ˇ Problem 4: Using the Cramer’s rule, determine the values of the parameter for which the system has a unique solution, and describe the solution. " sx1 ´ 2sx2 “ 1 3x1 ` 6sx2 “ 4 ˆ ˙ s ´2s Solution : The system is equivalent to Ax “ b, where A “ 3 6 ˆ ˙ ˆ ˙ ˆ ˙ ´1 ´1 ´2s s ´1 and b “ . We compute A1 “ , . 4 4 6 3 4 detpA1 pbq detpA2 pbq 4s´3 7 x1 “ detpAq “ 3ps`1q and x2 “ detpAq “ 6sps`1q with s ‰ 0, ´1. Problem 5: Let R be the triangle with vertices at px1 , y1 q, px2 , y2 q and px3 , y3 q. Show that ¨ ˛ x1 y1 1 tarea o f triangleu “ 1{2det ˝ x2 y2 1 ‚ x3 y3 1 Solution: Translate R to a new triangle of equal area by subtracting px3 , y3 q from each vertex. The new triangle has vertices p0, 0q, px1 ´ 4 x3 , y1 ´ y3 q and px2 ´ x3 y2 ´ y3 q. The area of the triangle will be ˇ ˇ ˇ x2 ´ x3 x2 ´ x3 ˇ ˇ 1{2 ˇˇ y1 ´ y2 y2 ´ y3 ˇ Now consider using row operations and a cofactor expansion to compute the determinant in the formula: ¨ ˛ ˆ ˙ x1 y1 1 x ´ x y ´ y 1 3 1 3 det ˝ x2 y2 1 ‚ “ det x2 ´ x3 y2 ´ y3 x3 y3 1 Since detpAT q “ detpAq, ˙ ˇ ˆ ˇ x ´ x3 x2 ´ x3 x1 ´ x3 y1 ´ y3 “ ˇˇ 2 det x2 ´ x3 y2 ´ y3 y1 ´ y2 y2 ´ y3 So the above observation allows us to state that will be ¨ x1 ˝ tarea o f triangleu “ 1{2det x2 x3 ˇ ˇ ˇ ˇ the area of the triangle ˛ y1 1 y2 1 ‚ y3 1 Problem 6: Let H and K be subspaces of a vector space V. The intersection of H and K, written H X K is the set of v in V that belong to both H and K. Show that H X K is a subspace of V. Give an example in R2 to show that the union of two subspace is not, in general a subspace. Solution : Both H and K contain the zero vector of V because they are subspaces of V. Thus the zero vector of V is in H X K. Let u and v be in H X K. Then u and v are in H. Since H is a subspace u ` v is in H. Likewise u and v are in K. Thus u ` v is in H X K. Let u be in H X K. Then u is in H. Since K is subspace cu is in H. Likewise u is in K. Since K is a subspace cu is in K. Thus cu is in H X K for any scalar c, and H X K is a subspace of V. The union of two subspaces is not in general a subspace. For, an example in R2 let H be the x-axis and let K be he y-axis. Then both H and K are 5 subspaces of R2 , but H Y K is thus not a space in R2 since p0, 1q is in K but not in H and p1, 0q is in H but not in K so they are both in H Y K but p1, 1q “ p1, 0q ` p0, 1q is neither is H nor in K thus not in H Y K but this is suppose to be true if H Y K was a subspace. Problem 7: Let M2ˆ2 be the vector space of all 2 ˆˆ2 matrices ˙ and a b define T : M2ˆ2 Ñ M2ˆ2 by TpAq “ A ` AT , where A “ . c d 1. Show that T is a linear transformation. 2. Let B be any element of M2ˆ2 such that BT “ B. Find an A in M2ˆ2 such that TpAq “ B. 3. Show that the range of T is the set of B in M2ˆ2 with the property that BT “ B. 4. Describe the kernel of T Solution: 1. For any A and B in M2ˆ2 , and for any scalar c, TpA ` Bq “ pA ` Bq ` pA ` BqT “ pA ` AT q ` pB ` BT q “ TpAq ` TpBq and TpcAq “ pcAq ` pcAqT “ cpA ` AT q “ cTpAq So T is a linear transformation. 2. Let B be an element of M2ˆ2 with BT “ B, and let A “ 1{2B. Then TpAq “ A ` AT “ 1{2B ` 1{2BT “ B 3. Note that B in RangepTq, then there is A P M2ˆ2 , TpAq “ B since then B “ A ` AT then BT “ pA ` AT qT “ AT ` A “ B Thus the RangepAq is included on the symmetric matrix M2ˆ2 . The reverse inclusion is obtained by the previous question. Thus, the RangepTq is the 2 ˆ 2 symmetric matrices. 4. ˆ ˙ 0 b KerpTq “ t , b P Ru ´b 0 6 Problem 7: Use coordinate vectors to test the linear independence of the sets of polynomials, t1 ` 2t3 , 2 ` t ´ 3t2 , ´t ` 2t2 ´ t3 u. Explain your work. Solution: The coordinate mapping produces the coordinate vectors .... p1, 0, 0, 2q, p2, 1, ´3, 0q, and p0, ´1, 2, ´1q respectively. We test for linear independence of these vectors by writing them as columns of a matrix and row reducing: ¨ ˛ ¨ ˛ 1 2 0 1 0 0 ˚ 0 1 ´1 ‹ ˚ 0 1 0 ‹ ˚ ‹ ˚ ‹ ˝ 0 ´3 2 ‚ „ ˝ 0 0 1 ‚ 2 0 ´1 0 0 0 Since the matrix has a pivot in each column, its columns and thus the given polynomials, since the coordinate map is an isomorphism, are linearly independent. Problem 8: Explain why the space P of all the polynomials is an infinite dimensional space. Solution: Suppose that dimpPq “ k ă 8. Now, Pn is a subspace of P for all n, and dimpPk´1 q “ k, so dimpPk´1 q “ dimpPq. This would imply that Pk´1 “ P, which is clearly untrue: for example, pptq “ tk is in P but not in Pk´1 . Thus the dimension of P cannot be finite. Problem 9: ¨ ˛ ¨ ˛ 2 a T ˝ ‚ ˝ Verify that rankpuv q ď 1 if u “ ´3 and v “ b ‚. 5 c Solution : Compute that ¨ ˛ 2a 2b 2c uvT “ ˝ ´3a ´3b ´3c ‚ 5a 5b 5c . Each column of uvT is a multiple of u, so dimpColpuvT qq “ 1, unless a “ b “ c “ 0, in which case uvT is the 3 ˆ 3 zero matrix and dimpColpuvT qq “ 0. In any case, rankpuvT q “ dimpColpuvT qq ď 1. 7 Problem 10: Let D “ td1 , d2 , d3 u and F “ t f1 , f2 , f3 u be bases for a vector space V, and suppose that f1 “ 2d1 ´ d2 ` d3 , f2 “ 3d2 ` d3 and f3 “ ´3d1 ` 2d3 . 1. Find the change-of-coordinates matrix from F to D. 2. Find rxsD for x “ f1 ´ 2 f2 ` 2 f3 . Solution : 1. ¨ PDÐF ˛ 2 0 ´3 “ rr f1 sD , r f2 sD , r f3 sD s “ ˝ ´1 3 0 ‚ 1 1 2 2. ¨ ˛ ´4 rxsD “ PDÐF rxsF “ ˝ ´7 ‚ 3 Problem 11: Find the general solution of this difference equation. yk “ k ´ 2; yk`2 ´ 4yk “ 8 ´ 3k Solution: The general solution of the difference equation yk`2 ´ 4yk “ 8 ´ 3k is yk “ k ´ 2 ` c1 2k ` c2 p´2qk . Problem 12: Show that every 2 ˆ 2 matrix has at least oneˆ steady-state vector. Any ˙ 1´σ β such matrix can be written in the form P “ , where α α 1´β and β are constant 0 and 1. (There are two linearly independent steadystate vectors if α “ β “ 0. Otherwise there is only one.) Solution: A steady state vector for P is a vector x such that Px “ x, that is such that pPˆ´ Iqx ˙ “ 0.ˆ ˙ 1 0 If α “ β “ 0, then and are two linearly independent steady 0 1 vector. 8 If α or β is not 0, then ˆ P´I “ ´α β α ´β ˙ Row reducing the augmented matrix give one possible solution ˆ ˙ β x“ α Problem 13: Consider a matrix A with the property that the rows sum all equal the same number s. Show that s is an eigenvalue of A. Solution : Let v be the vector in Rn whose entries are all ones. Then Av “ sv. Problem 14: Orthogonally diagonalize if possible: ¨ ˛ 3 1 1 ˝1 3 1‚ 1 1 3 Solution : Let ? ? ? ˛ 1{ ?3 ´1{? 2 ´1{ ?6 P “ ˝ 1{ ?3 1{ 2 ´1{? 6 ‚ 1{ 3 0 2{ 6 ¨ and ¨ ˛ 5 0 0 D“˝0 2 0‚ 0 0 2 Then P orthogonally diagonalizable A, and A “ PDP´1 . Problem 15: Let T : P2 Ñ P4 be the transformation that maps a polynomial pptq into a polynomial pptq ` 2t2 pptq. 1. Find the image of pptq “ 3 ´ 2t2t . 2. Show that T is a linear transformation. 3. Find the matrix for T relative to the bases t1, t, t2 u and t1, t, t2 , t3 , t4 u. 9 Solution: 1. Tppq “ 3 ´ 2t ` 7t2 ´ 4t3 ` 2t4 . 2. Let p and q be polynomials in P2 and c be any scalar. Then Tpp ` qq “ pp ` qq ` 2t2 pp ` qq “ pp ` 2t2 pq ` pq ` 2t2 q “ Tppq ` Tpqq and Tpcpq “ pcpq ` 2t2 pcpq “ cpp ` 2t2 pq “ cTppq Thus T is a linear transformation. 3. ... The matrix for T relative to B and C is ¨ ˚ ˚ rrTpb1 qsC , rTpb2 qsC , rTpb3 qsC s “ ˚ ˚ ˝ 1 0 2 0 0 0 1 0 2 0 0 0 1 0 2 ˛ ‹ ‹ ‹ ‹ ‚ Problem 16: Classify the origin as an attractor, repeller or saddle point of the dynamical system xk`1 “ Axk . Find the direction of the greatest attraction and/or repulsion when ˙ ˆ 1.7 0.6 A“ ´0.4 0.7 Solution: The eigenvalue for A are λ “ 1.1 and 1.3. The origin is a repeller because both eigenvalues are greater than 1 in magnitude. The direction of the greatest repulsion is through the ˆ origin ˙and the eigenvec´3 tor v1 such that Av1 “ 1.3v1 , you can find v1 “ . 2 Problem 17: Let W “ Spantv1 , ¨ ¨ ¨ , vp u. Show that if x is orthogonal to each v j , for 1 ď j ď p, then x is orthogonal to every vector in W. Solution: A typical vector in W has the form w “ c1 v1 ` ¨ ` cp vp . If x is orthogonal to each v j , then w ¨ x “ pc1 w1 ` ¨ ¨ ¨ ` cp vp q ¨ x “ c1 pv1 ¨ w1 q ` ¨ ¨ ¨ ` cp pvp ¨ wp q “ 0 So x is orthogonal to each w in W. 10 Problem 18: Show that if the vector of an orthogonal set are normalized the new set will still be orthogonal. Solution: Just note that v1 ¨ v2 “ 0 then pc1 v1 q ¨ pc2 v2 q “ c1 c2 v1 ¨ v2 “ c1 c2 0 “ 0 Problem 19: Find the orthogonal projection of y onto Spantu1 , u2 u where ˛ ¨ ˛ ¨ ¨ ˛ 0 ´4 6 y “ ˝ 4 ‚, u1 “ ˝ ´1 ‚, u2 “ ˝ 1 ‚ 1 1 1 Solution: ¨ ˛ ´6 ŷ “ ˝ 4 ‚ 1 Problem 20: Find the QR factorization for A where ˛ ¨ 5 9 ˚ 1 7 ‹ ‹ A“˚ ˝ ´3 ´5 ‚ 1 5 Solution: ¨ ˛ 5{6 ´1{6 ˚ 1{6 5{6 ‹ ‹ Q“˚ ˝ ´3{6 1{6 ‚ 1{6 3{6 and ˆ ˙ 6 12 R “ QT A “ 0 6 Problem 21: Find the least squares solution of Ax “ b where ¨ ˛ ¨ ˛ 1 5 4 A “ ˝ 3 1 ‚, b “ ˝ ´2 ‚ ´2 1 ´3 11 Solution: ˆ x̂ “ ´3 1{2 ˙ ˛ 1 (b̂ “ ˝ 1 ‚) 0 ¨ Problem 22: Find the least squares line y “ β0 ` β1 x of the least-squares line that best fits data points: p2, 3q, p3, 2q, p5, 1q, p6, 0q Solution: The least square line is y “ 1.1 ` 1.3x. Problem 23: Let P3 have the inner product given by evaluation at ´3, ´1, 1 and 3. Let p0 ptq “ 1, p1 ptq “ t and p2 ptq “ t2 . 1. Compute the orthogonal projection of p2 onto the subspace spanned by p0 and p1 . 2. Find a polynomial q that is orthogonal to p0 and p1 , such that tp0 , p1 , qu is an orthogonal basis for Spantp0 , p1 , p2 u. Scale the polynomial q so that its vector of values at p´3, ´1, 1, 3q is p1, ´1, ´1, 1q. Solution: 1. pˆ2 “ 5 2. q “ p2 ´pˆ2 “ t2 ´5 will be orthogonal to both p0 and p1 and tp0 , p1 , qu will be an orthogonal basis for Spantp0 , p1 , p2 u. The vector values for q at p´3, ´1, 1, 3q is p4, ´4, ´4, 4q, so scaling by 1{4 yields the new vectors q “ p1{4qpt2 ´ 5q. Problem 24: Make a change of variable x “ Py so that transforms the quadratic form into one with no cross-product term. Write the new quadratic form and determine if it is positive definite, negative definite or indefinite when the quadratic form is Qpxq “ 8x21 ` 6x1 x2 12 Solution: The matrix of the quadratic form is ˙ ˆ 8 0 A“ 3 0 Orthogonally diagonalize A and get ? ˙ ˆ ? 3{ ?10 ´1{? 10 P“ 1{ 10 3{ 10 and ˆ D“ 9 0 0 ´1 ˙ The desired based change is x “ Py and the new quadratic is xT Ax “ yT Dy “ 9y21 ´ y22 Problem 25: Find a SVD for ¨ ˛ 7 1 A“˝0 0‚ 5 5 Solution : ? ? ˛¨ ? ˛ ? ˙ ? ˆ 3 10 ?0 1{ 2 ´1{ 2 0 5 1{ 2{ ? ?5 0? 1 ‚˝ 0 A “ UσV T “ ˝ 0? 10 ‚ ´1{ 5 2{ 5 1{ 2 1{ 2 0 0 0 ¨