Math 2270, Fall 2015 Instructor: Thomas Goller 3 November 2015 Quiz #6 Solutions (1) A dragon hunts down and eats either a horse or a linear algebra student each day. If the dragon eats a horse on a given day, it is 70% likely to eat a horse on the next day and 30% likely to eat a student. If the dragon eats a student on a given day, it is 90% likely to eat another student on the next day and only 10% likely to eat a horse instead. (a) Write down a stochastic matrix P that models the situation. Label the columns and rows. (1 point) Solution: P = .7 .1 (label the columns H and S and the rows H and S). .3 .9 (b) Given that the dragon is 80% likely to eat a student today and only 20% likely to eat a horse, how likely is the dragon to eat a student tomorrow? (1 point) Solution: .7 .1 .3 .9 .22 .2 = , so 78%. .8 .78 (c) Compute the steady-state vector ~q by computing Nul(P Solution: P I= .3 .3 .1 ! .1 .3 .1 1 ! 0 0 0 I). (2 points) 1 3 0 , 1 x 3 2 1 so the parametric vector form of a solution to (P I)~x = ~0 is ~x = = x2 3 . x 1 2 ⇢ 1 3 Thus Nul(P I) = Span . The probability vector in this span is 1 1 13 3 13 1 1 .25 ~q = = = = . .75 4/3 1 4 1 4 3 (d) Check that P ~q = ~q . (1 point) Solution: P ~q = 1 4 .7 .1 .3 .9 1 = 3 1 4 .7 + .3 = ~q .3 + 2.7 (e) Given that the dragon has eaten a student on November 3, 2015, how likely is the dragon to continue the tradition and eat a student on November 3, 2016? (1 point) Solution: Exact answer: the second entry of P entry of ~q , namely 75%. 365 0 . Rough answer: the second 1 Math 2270, Fall 2015 Instructor: Thomas Goller 3 November 2015 (2) In P2 , write down the change-of-coordinates matrix P from the basis B = {1 + t, 2t t2 , 3 + 4t E B 5t2 } to the standard basis E = {1, t, t2 }. (1 point) 2 1 4 Solution: P = 1 E B 0 3 3 45 5 0 2 1 (3) Bonus problem: Consider the stochastic matrix P = 0 1 . (1 bonus point) 1 0 (a) Find a formula for P k . 8" > 1 > > > > < 0 Solution: P k = " > > 0 > > > : 1 0 1 1 0 # if k is even # if k is odd (b) Explain why no power of P has all positive entries. Thus P is not regular. Solution: The formula in (a) shows that no power of P has all positive entries. (c) Find the steady-state vector ~q for P . Check that P ~q = ~q . Solution: P so Nul(P I) = Span I= ⇢ 1 1 1 1 1 ! 1 1 1 1 ! 0 0 0 1 , 0 and the probability vector in this span is ~q = 1 2 1 . 1 (d) Invent an initial state vector ~x0 such that the Markov chain ~xk = P k ~x0 does not converge to ~q as k ! 1. Explain why convergence fails. Possible solution: ~x0 = .2 . (Any probability vector ~x0 will work except ~q .) .8