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The final examination for mathematics 307 at the university of british columbia, held on april 24, 2010. The examination is closed book, with 6 questions and a total score of 100. Students have to solve 5 out of 6 questions and indicate which ones are intended for grading. The examination covers various topics in linear algebra and matrix theory, including eigenvalues, jordan canonical form, recursion relations, and stochastic matrices.
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The University of British Columbia
Final Examination - April 24, 2010
Mathematics 307
Section 201
Closed book examination Time: 2.5 hours
Last Name First Name
Signature Student Number
Rules governing examinations
card for identification.
except in cases of supposed errors or ambiguities in examination ques- tions.
to leave during the first half hour of the examination.
shall be liable to disciplinary action. (a) Having at the place of writing any books, papers
or memoranda, calculators, computers, sound or image play- ers/recorders/transmitters (including telephones), or other memory
aid devices, other than those authorized by the examiners. (b) Speaking or communicating with other candidates.
(c) Purposely exposing written papers to the view of other candi- dates or imaging devices. The plea of accident or forgetfulness shall
not be received.
must hand in all examination papers; and must not take any exami- nation material from the examination room without permission of the
invigilator.
question score out of
total 100
Special instructions
draft of the remaining question, if any, will not be graded.
1 3
points per part ).
If you decide that a statement is false, you can give a contradicting example instead. Bear in mind that to
mark a statement true all of its parts must be true.
(a) It is given that a real matrix A is a root of the equation A
n − A = 0 with n > 1 an integer. Then it is
possible to conclude the following. The size of A is n × n because by the Cayley - Hamilton theorem A
satisfies p(A) = 0, with p(λ) being the characteristic polynomial of A. Since it is given that A is a root of
an n-th degree polynomial, its characteristic polynomial must be of degree n and thus A is n × n.
(b) For any two distinct vectors r 1 , r 2 ∈ R
4 there exists a subspace V ⊂ R
4 such that V ⊥ span{r 1 , r 2 }. In
addition there exists a set of vectors W ⊂ R
4 , such that each vector w ∈ W satisfies w /∈ V and 〈w, ri〉 = 0,
i = { 1 , 2 }. Then the set W is
W = R
4 \ {V ∪ span{r 1 , r 2 }}
and its dimension is
dim W = 1 or dim W = 2.
(c) If the equation Ax = 0 with A ∈ R m×n has a non-trivial solution, then dim Im A T 6 n − 1.
(d) The characteristic polynomial of a matrix A is given by p(λ) = λ 2 − λ. Then using the Cayley - Hamilton
theorem it is possible to compute A − 1 = I.
(e) A projection on a subspace spanned by the columns of a real matrix A is given by P = A(A T A) − 1 A T .
Then if A is an orthogonal matrix, P = AA T .
(f) Pn×n is a projection matrix with n > 2. Then regardless of n it is always possible to construct a quadratic
polynomial such that P is its root.
by a matrix S 5 × 5 , i.e. A = SBS − 1
. Answer the questions below, substantiate all your statements ( 3
1 3
points
per part ).
(a) What are the eigenvalues of A? Include algebraic multiplicities.
(b) What is the rank of A − I ( I being the 5 × 5 identity matrix )?
(c) What is the dimension of the kernel of A + I ( I being the 5 × 5 identity matrix )?
(d) What is the determinant of the product matrix CA if C ∈ C
5 × 5 is a Hermitian matrix with full geometric
multiplicity?
(e) What is the condition of A?
(f) How should the matrix S be computed? Write an equation for each column, state whether a unique
solution is expected and explain.
n×n , a real diagonal matrix S
2 containing the eigenvalues of A
∗ A ( all positive ) and
a matrix V that diagonalises A
∗ A. Answer the following questions, substantiate all your statements ( 4 points
per part ).
(a) Explain why S
− 1 exists and show that the matrix U = AV S
− 1 is unitary.
(b) Show that U diagonalises AA
∗ with S
2 giving the eigenvalues.
(c) From (a) and (b) it follows that AA
∗ and A
∗ A have the same eigenvalues. How are their eigenvectors
connected?
(d) For the example below
what is ||A||? Explain. Note that here A /∈ C
n×n .
(e) Find a vector on the unit circle
cos θ
sin θ
that is stretched most by A.
α 0 ∗
0 β 0
∗ ∗ γ
(a) ( 5 points ) Fill in the star etnries so that P is a stochastic matrix.
(b) ( 5 points ) Show that the eigenvalues of P are
λ 1 =
, λ 2 = β, λ 3 = α + γ − 1 , λ 4 = 1.
(c) ( 10 points ) Given that β = 1 and α = γ =
, draw the network corresponding to the random walk
represented by P and find the limiting state xn of the walk. Explain the result according to the drawing.