Beruflich Dokumente
Kultur Dokumente
PREFACE
Steven J. Leon
sleon@umassd.edu
2 Determinants 31
1 The Determinant of a Matrix 31
2 Properties of Determinants 34
3 Additional Topics and Applications 38
MATLAB Exercises 40
Chapter Test A 40
Chapter Test B 42
3 Vector Spaces 44
1 Definition and Examples 44
2 Subspaces 49
3 Linear Independence 53
4 Basis and Dimension 57
5 Change of Basis 60
6 Row Space and Column Space 60
MATLAB Exercises 69
Chapter Test A 70
Chapter Test B 72
iii
5 Orthogonality 88
n
1 The Scalar product in R 88
2 Orthogonal Subspaces 91
3 Least Squares Problems 94
4 Inner Product Spaces 98
5 Orthonormal Sets 104
6 The Gram-Schmidt Process 113
7 Orthogonal Polynomials 115
MATLAB Exercises 119
Chapter Test A 120
Chapter Test B 122
6 Eigenvalues 126
1 Eigenvalues and Eigenvectors 126
2 Systems of Linear Differential Equations 132
3 Diagonalization 133
4 Hermitian Matrices 142
5 Singular Value Decomposition 150
6 Quadratic Forms 153
7 Positive Definite Matrices 156
8 Nonnegative Matrices 159
MATLAB Exercises 161
Chapter Test A 165
Chapter Test B 167
Matrices and
Systems
of Equations
and hence
a1 + a2 + a3 + a4 = b 1 + b 2 + b 3 + b 4
17. If (c1 , c2 ) is a solution, then
a11 c1 + a12 c2 = 0
a21 c1 + a22 c2 = 0
Multiplying both equations through by α, one obtains
a11 (αc1 ) + a12 (αc2 ) = α · 0 = 0
a21 (αc1 ) + a22 (αc2 ) = α · 0 = 0
Thus (αc1 , αc2 ) is also a solution.
18. (a) If x4 = 0 then x1 , x2 , and x3 will all be 0. Thus if no glucose is produced
then there is no reaction. (0, 0, 0, 0) is the trivial solution in the sense that
if there are no molecules of carbon dioxide and water, then there will be no
reaction.
(b) If we choose another value of x4 , say x4 = 2, then we end up with
solution x1 = 12, x2 = 12, x3 = 12, x4 = 2. Note the ratios are still 6:6:6:1.
3 MATRIX ARITHMETIC
8 −15 11
1. (e) 0 −4 −3
−1 −6 6
5 −10 15
(g) 5 −1 4
8 −9 6
36 10 56
2. (d)
10 3 16
15 20
5. (a) 5A = 5
5
10 35
6 8 9 12 15 20
2A + 3A = 2 2
+
3 3 = 5 5
4 14 6 21 10 35
18 24
(b) 6A = 6 6
12 42
6 8 18 24
3(2A) = 3 2 2 = 6 6
4 14 12 42
T 3 1 2
(c) A =
4 1 7
3 4
T
3 1 2
(AT )T = = 1 1 =A
4 1 7
2 7
5 4 6
6. (a) A+B = = B +A
0 5 1
5 4 6 15 12 18
(b) 3(A + B) = 3 =
0 5 1 0 15 3
12 3 18 3 9 0
3A + 3B = +
6 9 15 −6 6 −12
15 12 18
=
0 15 3
5 0
T
5 4 6
(c) (A + B)T = = 4 5
0 5 1
6 1
4 2 1 −2 5 0
AT + B T =
1 3 + 3 2 = 4 5
6 5 0 −4 6 1
5 14 15 42
7. (a) 3(AB) = 3 15 42 = 45 126
0 16 0 48
6 3 15 42
2 4
(3A)B = 18 9 = 45 126
1 6
−6 12 0 48
2 1 15 42
6 12
A(3B) = 6 3 = 45 126
3 18
−2 4 0 48
T
5 14
T
5 15 0
(b) (AB) = 15 42 =
14 42 16
0 16
2 1 2 6 −2 5 15 0
B T AT = =
4 6 1 3 4 14 42 16
0 5 3 1 3 6
8. (a) (A + B) + C = +
=
1 7 2 1 3 8
2 4 1 2 3 6
A + (B + C) = +
=
1 3 2 5 3 8
−4 18 3 1 24 14
(b) (AB)C = =
−2 13 2 1 20 11
2 4 −4 −1 24 14
A(BC) = =
1 3 8 4 20 11
2 4 1 2 10 24
(c) A(B + C) =
=
1 3 2 5 7 17
−4 18 14 6 10 24
AB + AC = + =
−2 13 9 4 7 17
0 5 3 1 10 5
(d) (A + B)C =
=
1 7 2 1 17 8
14 6 −4 −1 10 5
AC + BC = +
=
9 4 8 4 17 8
9. (b) x = (2, 1)T is a solution since b = 2a1 + a2 . There are no other solutions
since the echelon form of A is strictly triangular.
(c) The solution to Ax = c is x = (− 52 , − 14 )T . Therefore c = − 52 a1 − 14 a2 .
11. The given information implies that
1 0
x1 = 1 and = 1
x 2
0 1
are both solutions to the system. So the system is consistent and since there is
more than one solution the row echelon form of A must involve a free variable.
A consistent system with a free variable has infinitely many solutions.
12. The system is consistent since x = (1, 1, 1, 1)T is a solution. The system can
have at most 3 lead variables since A only has 3 rows. Therefore there must
be at least one free variable. A consistent system with a free variable has
infinitely many solutions.
13. (a) It follows from the reduced row echelon form that the free variables are
x2 , x4 , x5 . If we set x2 = a, x4 = b, x5 = c, then
x1 = −2 − 2a − 3b − c
x3 = 5 − 2b − 4c
and hence the solution consists of all vectors of the form
x = (−2 − 2a − 3b − c, a, 5 − 2b − 4c, b, c)T
(b) If we set the free variables equal to 0, then x0 = (−2, 0, 5, 0, 0)T is a
solution to Ax = b and hence
b = Ax0 = −2a1 + 5a3 = (8, −7, −1, 7)T
14. AT is an n × m matrix. Since AT has m columns and A has m rows, the
multiplication AT A is possible. The multiplication AAT is possible since A
has n columns and AT has n rows.
15. If A is skew-symmetric then AT = −A. Since the (j, j) entry of AT is ajj
and the (j, j) entry of −A is −ajj , it follows that is ajj = −ajj for each j
and hence the diagonal entries of A must all be 0.
16. The search vector is x = (1, 0, 1, 0, 1, 0)T . The search result is given by the
vector
y = AT x = (1, 2, 2, 1, 1, 2, 1)T
The ith entry of y is equal to the number of search words in the title of the
ith book.
4 MATRIX ALGEBRA
1. (a) (A+B)2 = (A+B)(A+B) = (A+B)A+(A+B)B = A2 +BA+AB+B 2
In the case of real numbers ab + ba = 2ab, however, with matrices
AB + BA is generally not equal to 2AB.
(b)
(A + B)(A − B) = (A + B)(A − B)
= (A + B)A − (A + B)B
= A2 + BA − AB − B 2
In the case of real numbers ab−ba = 0, however, with matrices AB−BA
is generally not equal to O.
2. If we replace a by A and b by the identity matrix, I, then both rules will
work, since
(A + I)2 = A2 + IA + AI + B 2 = A2 + AI + AI + B 2 = A2 + 2AI + B 2
and
(A + I)(A − I) = A2 + IA − AI − I 2 = A2 + A − A − I 2 = A2 − I 2
3. There are many possible choices for A and B. For example, one could choose
0 1 1 1
A= and B=
0 0 0 0
More generally if
a b db eb
A= B=
ca cb −da −ea
Thus 2
2 a + b2 ab + bc
A =
ab + bc b2 + c2
It follows that
d11 = (a11 b11 + a12 b21 )c11 + (a11 b12 + a12 b22 )c21
= a11 b11 c11 + a12 b21 c11 + a11 b12 c21 + a12 b22 c21
d12 = (a11 b11 + a12 b21 )c12 + (a11 b12 + a12 b22 )c22
= a11 b11 c12 + a12 b21 c12 + a11 b12 c22 + a12 b22 c22
d21 = (a21 b11 + a22 b21 )c11 + (a21 b12 + a22 b22 )c21
= a21 b11 c11 + a22 b21 c11 + a21 b12 c21 + a22 b22 c21
d22 = (a21 b11 + a22 b21 )c12 + (a21 b12 + a22 b22 )c22
= a21 b11 c12 + a22 b21 c12 + a21 b12 c22 + a22 b22 c22
If we set
a11 a12 b11 c11 + b12 c21 b11c12 + b12 c22
E = A(BC) =
a21 a22 b21 c11 + b22 c21 b21c12 + b22 c22
9.
0 0 1 0 0 0 0 1
0 0 0 1 0 0 0 0
2 3
A = A =
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
and A4 = O. If n > 4, then
An = An−4 A4 = An−4 O = O
10. (a) The matrix C is symmetric since
C T = (A + B)T = AT + B T = A + B = C
(b) The matrix D is symmetric since
DT = (AA)T = AT AT = A2 = D
(c) The matrix E = AB is not symmetric since
E T = (AB)T = B T AT = BA
and in general AB 6= BA.
(d) The matrix F is symmetric since
F T = (ABA)T = AT B T AT = ABA = F
(e) The matrix G is symmetric since
GT = (AB+BA)T = (AB)T +(BA)T = B T AT +AT B T = BA+AB = G
(f) The matrix H is not symmetric since
H T = (AB−BA)T = (AB)T −(BA)T = B T AT −AT B T = BA−AB = −H
11. (a) The matrix A is symmetric since
AT = (C + C T )T = C T + (C T )T = C T + C = A
(b) The matrix B is not symmetric since
B T = (C − C T )T = C T − (C T )T = C T − C = −B
(c) The matrix D is symmetric since
AT = (C T C)T = C T (C T )T = C T C = D
(d) The matrix E is symmetric since
E T = (C T C − CC T )T = (C T C)T − (CC T )T
= C T (C T )T − (C T )T C T = C T C − CC T = E
(e) The matrix F is symmetric since
F T = ((I + C)(I + C T ))T = (I + C T )T (I + C)T = (I + C)(I + C T ) = F
18. For m = 1,
(A1 )−1 = A−1 = (A−1 )1
Assume the result holds in the case m = k, that is,
(Ak )−1 = (A−1 )k
It follows that
(A−1 )k+1 Ak+1 = A−1 (A−1 )k Ak A = A−1 A = I
and
Ak+1 (A−1 )k+1 = AAk (A−1 )k A−1 = AA−1 = I
Therefore
(A−1 )k+1 = (Ak+1 )−1
and the result follows by mathematical induction.
19. If A2 = O, then
(I + A)(I − A) = I + A − A + A2 = I
and
(I − A)(I + A) = I − A + A + A2 = I
Therefore I − A is nonsingular and (I − A)−1 = I + A.
20. If Ak+1 = O then
(I + A + · · · + Ak )(I − A) = (I + A + · · · + Ak ) − (A + A2 + · · · + Ak+1 )
= I − Ak+1 = I
and
(I − A)(I + A + · · · + Ak ) = (I + A + · · · + Ak ) − (A + A2 + · · · + Ak+1 )
= I − Ak+1 = I
Therefore I − A is nonsingular and (I − A)−1 = I + A + A2 + · · · + Ak .
21. Since
cos θ sin θ cos θ − sin θ 1 0
RT R = =
− sin θ cos θ sin θ cos θ 0 1
and
T cos θ − sin θ cos θ sin θ 1 0
RR =
=
sin θ cos θ − sin θ cos θ 0 1
23.
H 2 = (I − 2uuT )2 = I − 4uuT + 4uuT uuT
= I − 4uuT + 4u(uT u)uT
= I − 4uuT + 4uuT = I (since uT u = 1)
24. In each case if you square the given matrix you will end up with the same
matrix.
25. (a) If A2 = A then
(I − A)2 = I − 2A + A2 = I − 2A + A = I − A
(b) If A2 = A then
1 1 1 1 1
(I − A)(I + A) = I − A + A − A2 = I − A + A − A=I
2 2 2 2 2
and
1 1 1 1 1
(I + A)(I − A) = I + A − A − A2 = I + A − A − A=I
2 2 2 2 2
Therefore I + A is nonsingular and (I + A)−1 = I − 12 A.
26. (a)
2
d11 0 ··· 0
0 d222 ··· 0
D2 =
..
.
· · · d2nn
0 0
Since each diagonal entry of D is equal to either 0 or 1, it follows that
d2jj = djj , for j = 1, . . . , n and hence D2 = D.
(b) If A = XDX −1 , then
A2 = (XDX −1 )(XDX −1 ) = XD(X −1 X)DX −1 = XDX −1 = A
27. If A is an involution then A2 = I and it follows that
1 1 1 1
B 2 = (I + A)2 = (I + 2A + A2 ) = (2I + 2A) = (I + A) = B
4 4 4 2
2 1 2 1 2 1 1
C = (I − A) = (I − 2A + A ) = (2I − 2A) = (I − A) = C
4 4 4 2
So B and C are both idempotent.
1 1 1
BC = (I + A)(I − A) = (I + A − A − A2 ) = (I + A − A − I) = O
4 4 4
T T T T T T
28. (A A) = A (A ) = A A
(AAT )T = (AT )T AT = AAT
29. Let A and B be symmetric n × n matrices. If (AB)T = AB then
BA = B T AT = (AB)T = AB
Conversely if BA = AB then
(AB)T = B T AT = BA = AB
30. (a)
B T = (A + AT )T = AT + (AT )T = AT + A = B
C T = (A − AT )T = AT − (AT )T = AT − A = −C
(b) A = 12 (A + AT ) + 12 (A − AT )