

Study with the several resources on Docsity
Earn points by helping other students or get them with a premium plan
Prepare for your exams
Study with the several resources on Docsity
Earn points to download
Earn points by helping other students or get them with a premium plan
The final examination for math 510, covering topics such as determining invariant factors, normal matrices, idempotent matrices, singular value decomposition, and hermitian matrices. The examination includes questions on finding the rational canonical form, proving that the adjoint of a normal matrix commutes with any commuting matrix, proving that the rank of an idempotent matrix equals the number of nonzero eigenvalues, finding the reduced singular value decomposition, and proving that the schur complement of a hermitian matrix is hermitian.
Typology: Exams
1 / 3
This page cannot be seen from the preview
Don't miss anything!


Math 510 Final Examination 12 December 2006
Directions: All answers must be justified by computation or explanation. Greater weight will be given to one whole (correct) solution than to two error-free but incomplete solutions. Six complete correct answers will receive full credit, but you may answer additional questions if desired. Write each solution on a separate page. Submit solutions in the same order as the questions.
vectors for nonzero singular values) for A =
rank((A − λI)^2 ) + rank((A − λI)^8 ) ≥ rank((A − λI)^5 ) + rank((A − λI)^5 ).
with H 11 , H 22 square and H 11 nonsingular. Prove that the Schur complement H/H 11 is Hermitian.
It was shown in Theorem 8.1 that A normal implies there exists a polynomial f (x) such that A∗^ = f (A). If AB = BA, then A∗B = f (A)B = Bf (A) = BA∗.
A =
vectors for nonzero singular values) for A =
. pA(x) = x^2 − 13 x + 36 = (x − 9)(x − 4), so σ 1 = 3, σ 2 = 2 are the singular values.
Find right singular vectors: A∗A − 9 I =
, so v 1 = √^15
, so v 2 = √^15
Find left singular vectors (for σ 1 , σ 2 ): u 1 = (^) σ^11 Av 1 = 3 √^15
u 2 = (^) σ^12 Av 2 = √^15
It is a consequence of Rayleigh-Ritz (also Theorem 7.10 in Zhang) that
λmax(C + G) ≤ λmax(C) + λmax(G).