Solutions to Homework 4 Section 6.1 8d) The solution is (13.5, −11.5, 23.75, 121.5, 97.75)t . See the matlab output. 10) The determinant of the matrix A in this system of equations is 1 − α2 . If the determinant is not zero, we know there is a unique solution. So the possible values for α so that there are no solutions or infintely many solutions are α = ±1. (a) If α = 1, we have the following sequence of matrices via Gaussian elimination 1 −1 1 −2 1 −1 1 −2 1 −1 1 −2 −1 2 −1 3 → 0 1 0 1 → 0 1 0 1 . 1 1 1 2 0 2 0 4 0 0 0 2 The last row of the final matrix requires x3 to satisfy the equation 0x3 = 2 which is of course impossible. Therefore, if α = 1 there is no solution to the system. (b) If α = −1, we have the following sequence of matrices via Gaussian elimination 1 −1 −1 −2 1 −1 −1 −2 −1 2 1 3 → 0 1 0 1 . −1 1 1 2 0 0 0 0 The last row of the final matrix requires x3 to satisfy the equation 0x3 = 0 which is true for any choice of x3 . The second row requires x2 = 1. Finally, we have x1 = −2 + x2 + x3 = x3 − 1. Therefore, if α = −1 there are infintely many solutions (y − 1, 1, y)t for any y ∈ R. (c) If α 6= ±1, then a unique solution exists. Gaussian elimination provides the following sequence of matrices: 1 −1 α −2 1 −1 α −2 1 −1 α −2 −1 2 −α 3 → 0 → 0 1 1 0 1 0 1 . 2 2 α 1 1 2 0 1 + α 1 − α 2(1 + α) 0 0 1−α 1+α −1 1 t , 1, 1−α ). Backward substituion provides the solution ( 1−α Section 6.2. 18b) The solution is (1, 0.5, −1)t . See the matlab output. Section 6.3 1 6 6 2 3 −1 −1 3 . Then A and B are both symmetric but AB = 6) (a) Let A = and B = 3 17 is not symmetric since (AB)12 6= (AB)21 . 16 0 (b) If a matrix is nonsingular, its inverse exists and is automatically nonsingular. Thus we only need to show that the inverse of a symmetric matrix is also symmetric. Suppose (*) is true and that A is symmetric. Then t t t I = I t = AA−1 = A−1 At = A−1 A 1 where the third equality is from (*) and the last equality is due to A being symmetric. Multiplying t this equation by A−1 on the right we have A−1 = A−1 and therefore A−1 is symmetric whenever A is symmetric and nonsingular. (*) This is a proof of the fact we all know that (AB)t = B t At : We denote the entry in the ith row and jth column of A as (A)ij = aij and of At as (At )ij = atij . By definition, atij = aji . Let A and B be n × n matrices. Then we have the following t BA t ij = = = n X k=1 n X k=1 n X btik atkj (1) bki ajk (2) ajk bki (3) k=1 = (AB)ji = [AB]t ij . (4) (5) with the equalities due to (1) the definition of matrix multiplication, (2) the definition of the transpose, (3) the commutative property of multiplication of scalars, (4) the definition of matrix multiplication, and (5) the definition of the transpose. Since every entry of the matrix B t At is identical to every entry of the matrix [AB]t , then [AB]t = B t At . t Using A and B from part (a), we know that (AB) = is false. (We know (*) is true.) (c) This 3 17 3 16 . So (AB)t 6= At B t . . However, At B t = AB = 16 0 17 0 Section 6.4 12) (a) Using Cramer’s rule, we compute the derivatives of the following four matrices from the equation Ax = b: 4 3 −1 2 3 −1 1 1 B1 = 6 −2 A = 1 −2 10 −12 5 1 −12 5 2 4 −1 2 3 4 1 B2 = 1 6 B3 = 1 −2 6 1 10 5 1 −12 10 Then we have D = det(A) = 2, D1 = det(B1 ) = 0, D2 = det(B2 ) = 20, and D3 = det(B3 ) = 52. Therefore x1 = DD1 = 0, x2 = DD2 = 10, and x3 = DD3 = 26. (b) The change in A results in D = 0 thus there is no unique solution since A is singular and we can not find a solution via Cramer’s rule. There are no soltions since performing the elementary operations (2E1 − 4E2 ) → E2 and (E3 + E2 ) → E3 results in two equations with no solution: 14x2 − 6x3 = −16 and 14x2 − 6x3 = −15. Section 6.5 2 2b) To solve the equation LU x = b 4 1 0 0 1 2 −3 x1 2 1 0 0 1 2 x2 = 6 8 −3 2 0 0 0 1 x3 we make the substitution y = U x and 1 2 −3 So y1 = 4, y2 = 6 − 2(4) = −2, and 1 0 0 solve Ly = b. 4 0 0 y1 1 0 y2 = 6 . 8 2 0 y3 y3 = 8 − 2(−2) − (−3)(4) = 24. Now we solve U x = y. 2 −3 x1 4 1 2 x2 = −2 . 0 1 x3 24 So x3 = 24, x2 = −2 − 2(24) = −50, and x1 = 4 − (−3)(24) − 2(−50) = 176. So the solution to the original system is x = (176, −50, 24)t . 6c) My LU factorization returns 1 0 0 −.5 1 0 1 −.8571 1 −1 .8571 −.16 (see Matlab output): 0 2 1 0 0 0 3.5 0 3 0 0 0 0 3.5714 4 1 0 0 0 5.64 2 1 0 −1 3 3 = 2 −2 1 −2 2 2 0 0 . 4 5 Section 6.6 2) (a) Symmetric and strictly diagonally dominant, (b) strictly diagonally dominant, (c) symmetric and positive definite, and (d) singular. For part (d), performing the elementary row operations 1 7 (E2 + E1 ) → E2 , (E4 − 2E3 ) → E3 , and (E4 − 3E1 ) → E4 returns the matrix 2 3 1 2 0 1 0 1 0 −23 0 −2 0 −18 0 1 which clearly has determinant 0. Since the original matrix has zero determinant if and only if a matrix obtained by performing elementary row operations has determinant zero, then the original matrix is singular. 4d) To obtain a factorization A = LDLt , my LDLt algorithm returns (see Matlab output): 1 0 0 0 4 0 0 0 .25 0 2.75 1 0 0 0 0 . D= L= .25 −.0909 1 0 0 0 1.7273 0 .25 −.4545 .3684 1 0 0 0 2.9474 3 6.1 8d: A8d = 1 1 -1 1 -1 2 2 2 1 -1 1 4 3 1 -3 -2 3 8 4 1 -1 4 -5 16 16 -1 1 -1 -1 32 >> gausselim(A8d) A= 1 1 -1 0 0 3 0 -2 0 0 -3 3 0 -17 17 1 -1 -3 3 -5 6 0 -1 -17 15 2 0 2 8 0 A= 1.0000 0 0 0 0 1.0000 -2.0000 0 0 0 -1.0000 0 3.0000 3.0000 17.0000 1.0000 -5.0000 -3.0000 7.5000 25.5000 -1.0000 6.0000 3.0000 -10.0000 -36.0000 A= 1.0000 1.0000 0 -2.0000 0 0 0 0 0 0 -1.0000 0 3.0000 0 0 1.0000 -5.0000 -3.0000 10.5000 42.5000 -1.0000 6.0000 3.0000 -13.0000 -53.0000 2.0000 2.0000 0 5.0000 -17.0000 A= 1.0000 0 0 0 0 1.0000 -2.0000 0 0 0 -1.0000 0 3.0000 0 0 1.0000 -5.0000 -3.0000 10.5000 0 -1.0000 6.0000 3.0000 -13.0000 -0.3810 2.0000 2.0000 0 5.0000 -37.2381 2.0000 2.0000 0 5.0000 -17.0000 ans = 13.5000 -11.5000 23.7500 121.5000 97.7500 6.2 18b: >> A18b=[3.3330 15920 10.333 7953; 2.2220 16.710 9.6120 .965; -1.5611 5.1792 -1.6855 2.714] A18b = 1.0e+004 * 0.0003 1.5920 0.0010 0.7953 0.0002 0.0017 0.0010 0.0001 -0.0002 0.0005 -0.0002 0.0003 >> scaledpivot(A18b) A= 0.0002 1.0000 0.0006 0.4996 0.1330 1.0000 0.5752 0.0577 -0.3014 1.0000 -0.3254 0.5240 A= -0.3014 1.0000 -0.3254 0.5240 0 1.4412 0.4317 0.2889 0 1.0007 0.0004 0.4999 A= -0.3014 1.0000 -0.3254 0.5240 0 1.4412 0.4317 0.2889 0 0 -0.2993 0.2993 ans = 1.0000 0.5000 -1.0000 6.5 6c: >> A6c=[2 1 0 0;-1 3 3 0;2 -2 1 4;-2 2 2 5] A6c = 2 1 -1 3 2 -2 -2 2 0 3 1 2 0 0 4 5 >> [P,L,U]=BLAlu(A6c) P= 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 L= 1.0000 0 0 -0.5000 1.0000 0 1.0000 -0.8571 1.0000 -1.0000 0.8571 -0.1600 0 0 0 1.0000 U= 2.0000 0 0 0 1.0000 3.5000 0 0 0 3.0000 3.5714 0 0 0 4.0000 5.6400 6.6 4d: A4d = 4 1 1 1 1 3 0 -1 1 1 0 -1 2 1 1 4 >> [L,D]=LDLfactor(A4d) L= 1.0000 0 0.2500 1.0000 0.2500 -0.0909 0.2500 -0.4545 0 0 1.0000 0.3684 0 0 0 1.0000 D= 4.0000 0 0 0 0 2.7500 0 0 0 0 1.7273 0 0 0 0 2.9474