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This document contains a series of problems related to matrix algebra concepts. The problems involve computing sums, differences, products, inverses and determinants of matrices. They also involve decomposing matrices into eigenvectors and singular values. Solving the problems requires applying formulas and properties of matrices introduced in the text, such as (A+B)T = AT +BT and |cA| = c^n|A|.

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David Arechaga
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50 views6 pages

Untitled 1

This document contains a series of problems related to matrix algebra concepts. The problems involve computing sums, differences, products, inverses and determinants of matrices. They also involve decomposing matrices into eigenvectors and singular values. Solving the problems requires applying formulas and properties of matrices introduced in the text, such as (A+B)T = AT +BT and |cA| = c^n|A|.

Uploaded by

David Arechaga
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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37

PROBLEMS

21 , 22 , . . . , 2k , which are the nonzero eigenvalues of A A or of AA . The values


1 , 2 , . . . , k are called the singular values of A. The k columns of U are the normalized eigenvectors of AA corresponding to the eigenvalues 21 , 22 , . . . , 2k . The k
columns of V are the normalized eigenvectors of A A corresponding to the eigenvalues 21 , 22 , . . . , 2k . Since the columns of U and of V are (normalized) eigenvectors
of symmetric matrices, they are mutually orthogonal (see Section 2.11.6), and we
have U U = V V = I.
PROBLEMS
2.1 Let


A=

4 2 3
7 5 8


,

B=

3 2
4
6
9 5


.

(a) Find A + B and A B.


(b) Find A A and AA .
2.2 Use the matrices A and B in Problem 2.1:
(a) Find (A + B) and A + B and compare them, thus illustrating (2.15).
(b) Show that (A ) = A, thus illustrating (2.6).
2.3 Let


A=

1
3
2 1


,

B=

2 0
1 5


.

(a) Find AB and BA.


(b) Find |AB|, |A|, and |B| and verify that (2.89) holds in this case.
2.4 Use the matrices A and B in Problem 2.3:
(a) Find A + B and tr(A + B).
(b) Find tr(A) and tr(B) and show that (2.96) holds for these matrices.
2.5 Let

A=

1
2 3
2 1 1


,

3 2
0 .
B= 2
1
1

(a) Find AB and BA.


(b) Compare tr(AB) and tr(BA) and conrm that (2.97) holds here.
2.6 Let

1 2 3
A = 2 4 6 ,
5 10 15

1
1 2
1 2 .
B = 1
1 1
2

38

MATRIX ALGEBRA

(a) Show that AB = O.


(b) Find a vector x such that Ax = 0.
(c) Show that |A| = 0.
2.7 Let

1 1 4
1 3 ,
A = 1
4
3 2

1
x = 1 ,
2

3 2 4
1 0 ,
B= 7
2
3 5

3
y = 2 .
1

Find the following:


(d) x Ay
(e) x x
(f) x y

(a) Bx
(b) y B
(c) x Ax

(g) xx
(h) xy
(i) B B

2.8 Use x, y, and A as dened in Problem 2.7:


(a) Find x + y and x y.
(b) Find (x y) A(x y).
2.9 Using B and x in Problem 2.7, nd Bx as a linear combination of columns of
B as in (2.67) and compare with Bx found in Problem 2.7(a).
2.10 Let

A=

2 1
1 3


,

B=

1 4 2
5 0 3


,

I=

(a) Show that (AB) = B A as in (2.27).


(b) Show that AI = A and that IB = B.
(c) Find |A|.
2.11 Let

1
a = 3 ,
2

2
b = 1 .
3

(a) Find a b and (a b)2 .


(b) Find bb and a (bb )a.
(c) Compare (a b)2 with a (bb )a and thus illustrate (2.40).

1 0
0 1


.

39

PROBLEMS

2.12 Let

1 2 3
A = 4 5 6 ,
7 8 9

a
D= 0
0

0
b
0

0
0 .
c

Find DA, AD, and DAD.


2.13 Let the matrices A and B be partitioned as follows:

2 1
3 2
A=
1 0

2
0
,
1

0
2
.
2

1 1 1
2 1 1
B=
2 3 1

(a) Find AB as in (2.65) using the indicated partitioning.


(b) Check by nding AB in the usual way, ignoring the partitioning.
2.14 Let

A=

1 3
2
2 0 1

1 2
B = 0 1 ,
1 0


,


C=

2
1
1
5 6 4


.

Find AB and CB. Are they equal? What is the rank of A, B, and C?
2.15 Let

5
4 4
A = 2 3 1 ,
3
7 2
(a)
(b)
(c)
(d)

1 0 1
B = 0 1 0 .
1 2 3

Find tr(A) and tr(B).


Find A + B and tr(A + B). Is tr(A + B) = tr(A) + tr(B)?
Find |A| and |B|.
Find AB and |AB|. Is |AB| = |A||B|?

2.16 Let

3 4 3
A = 4 8 6 .
3 6 9

(a) Show that |A| > 0.


(b) Using the Cholesky decomposition in Section 2.7, nd an upper triangular
matrix T such that A = T T.

40

MATRIX ALGEBRA

2.17 Let

3 5 1
0 .
A = 5 13
1
0
1
(a) Show that |A| > 0.
(b) Using the Cholesky decomposition in Section 2.7, nd an upper triangular
matrix T such that A = T T.
2.18 The columns of the following matrix are mutually orthogonal:

1 1
1
1
0 .
A= 2
1 1 1
(a) Normalize the columns of A by dividing each column by its length; denote
the resulting matrix by C.
(b) Show that C is an orthogonal matrix, that is, C C = CC = I.
2.19 Let

1 1 2
1 .
A = 1 2
0 1 1

(a) Find the eigenvalues and associated normalized eigenvectors.

3
3
(b) Find tr(A) and |A| and show that tr(A) = i=1
i and |A| = i=1
i .
2.20 Let

3 1 1
A = 1 0 2 .
1 2 0

(a) The eigenvalues of A are 1, 4, 2. Find the normalized eigenvectors and


use them as columns in an orthogonal matrix C.
(b) Show that C AC = D as in (2.111), where D is diagonal with the eigenvalues of A on the diagonal.
(c) Show that A = CDC as in (2.109).
2.21 For the positive denite matrix

A=

2 1
1
2


,

calculate the eigenvalues and eigenvectors and nd the square root matrix A1/2
as in (2.112). Check by showing that (A1/2 )2 = A.

41

PROBLEMS

2.22 Let

3 6 1
4 .
A= 6 9
1 4
3
(a) Find the spectral decomposition of A as in (2.109).
(b) Find the spectral decomposition of A2 and show that the diagonal matrix
of eigenvalues is equal to the square of the matrix D found in part (a), thus
illustrating (2.115).
(c) Find the spectral decomposition of A1 and show that the diagonal matrix
of eigenvalues is equal to the inverse of the matrix D found in part (a), thus
illustrating (2.116).
2.23 Find the singular value decomposition of A as in (2.117), where

4 5 1
7 2
3
.
A=
1
4 3
8
2
6

2.24 If j is a vector of 1s, as dened in (2.11), show that the following hold:

(a) j a = a j = i ai as in (2.37).
(b) j A is a row vector whose elements are the column sums of A as in (2.38).
(c) Aj is a column vector whose elements are the row sums of A as in (2.38).
2.25 Verify (2.41); that is, show that (x y) (x y) = x x 2x y + y y.
2.26 Show that A A is symmetric, where A is n p.
2.27 If a and x1 , x2 , . . . , xn are all p 1 and A is p p, show that (2.42)(2.45)
hold:

n
 x = a
(a)
a
xi .
i

i=1

ni=1
n
(b)
Axi = A i=1 xi .

i=1

n
 x )2 = a ( n x x )a.
(c)
(a
i
i=1 i i

i=1
n
 = A( n x x )A .
Ax
(Ax
)
(d)
i
i
i=1
i=1 i i
a 
2.28 Assume that A = a1 is 2 p, x is p 1, and S is p p.
2

(a) Show that



Ax =
as in (2.49).

a1 x
a2 x


,

42

MATRIX ALGEBRA

(b) Show that


ASA =

a1 Sa1
a2 Sa1

a1 Sa2
a2 Sa2


,

as in (2.50).

n

2.29 (a) If the rows of A are denoted by ai , show that A A =
i=1 ai ai as in
(2.51).

p

(b) If the columns of A are denoted by a( j) , show that AA =
j=1 a( j) a( j)
as in (2.53).
2.30 Show that (A )1 = (A1 ) as in (2.75).
2.31 Show that the inverse of the partitioned matrix given in (2.76) is correct by
multiplying by


A11
a12

a12
a22

to obtain an identity.
2.32 Show that the inverse of B + cc given in (2.77) is correct by multiplying by
B + cc to obtain an identity.
2.33 Show that |cA| = cn |A| as in (2.85).
2.34 Show that |A1 | = 1/|A| as in (2.91).
2.35 If B is nonsingular and c is a vector, show that |B + cc | = |B|(1 + c B1 c) as
in (2.95).

2.36 Show that tr(A A) = tr(AA ) = i j ai2j as in (2.98).


2.37 Show that CC = I in (2.102) follows from C C = I in (2.101).
2.38 Show that the eigenvalues of AB are the same as those of BA, as noted in
Section 2.11.5.
2.39 If A1/2 is the square root matrix dened in (2.112), show that
(a) (A1/2 )2 = A as in (2.114),
(b) |A1/2 |2 = |A|,
(c) |A1/2 | = |A|1/2 .

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