Beruflich Dokumente
Kultur Dokumente
MTH-201, MTH-201A
Linear Algebra
1
Ans: See Chapter 8 Example 25 in Hoffman-Kunze: Linear algebra.
1 1 4
1 4 2
6. Compute the QR decomposition of A =
1 4
2
1 1 0
Ans: Use Gram-Schmidth orthogonalization to the column vectors to find an orthonormal
basis for R3 . Form the matrix Q with all the vectors from this basis.
7. Prove that the length of each eigenvalue of a real orthogonal matrix is 1 and show
that 1 is an eigenvalue of a 3 3 real orthogonal matrix of determinant 1.
Ans: Let a be an eigen value and v be an eigen vector for a. Then A.v = a.v. So
kA.vk2 = ka.vk2 . So |a| = 1 since A is orthogonal.
For a 3 3 real orthogonal matrix of determinant 1 the characteristic polynomial is of
degree 3 and hance has at least one real root. Since the product of eigen values is the
determinant which is 1 we have 1 as an eigen value of A.
8. For the following matrix find a real orthogonal matrix P such that P T AP is diagonal.
1 2 3
A= 2 3 4
3 4 5
Ans: Find an basis consisting of eigen vectors and form the matrix P by putting all the
basis vectors as columns.
9. Prove that a real symmetrix matrix has a real symmetric cube root.
Ans: Since A is real symmetric there exists an invertible matrix P with real entries such
that P 1 AP = D. The entries of the diagonal matrix D are real numbers and have real cubic
roots. So we can find a matrix C with real entries such that C 3 = D. Then (P CP 1 )3 = A.
10. Show that a symmetric positive definite matrix has a square root.
Ans: Note that the eigen values of a symmetric positive definite matrix are positive real
numbers. Since it is symmetric there exists an invertible matrix P with real entries such
that P 1 AP = D. The entries of the diagonal matrix D are positive real numbers and hence
each one having a real square root. So we can find a matrix C with real entries such that
C 2 = D. Then (P CP 1 )2 = A.
3 2 2
11. Find the singular value decomposition of A = .
2 3 2
Ans: Find the eigen values of AAT and follow the procedure given in class.