Final Exam for Matrix Methods Course - December 12, 2005, Exams of Mathematics

This is a final exam for the matrix methods course, held on december 12, 2005. It covers topics such as eigenvalues, singular values, lu decomposition, and the cayley-hamilton theorem. The exam consists of short answer questions, true-false questions, and problems related to vector spaces, inner products, and the gram-schmidt procedure.

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2012/2013

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APPM 3310: Matrix Methods Final Exam December 12, 2005
On the front of your bluebook print (1) your name, (2) your student ID number, and (3) a grading
table. Show all work in your bluebook. Textbooks, class notes and calculators are not permitted,
although you are allowed to use a one page reminder sheet. If you find that the arithmetic for this
exam seems complicated, go back and check your work.
Please sign your bluebook under the Honor Code to indicate that you have neither given
nor received unauthorized assistance on this exam.
1. (20 points) Here are some short answer questions. As always, explain your answer!
(a) Suppose Ais a 3 ×3 matrix with diagonal elements 1,3,and 4, and that two of its
eigenvalues are λ1= 2 and λ2= 3. What is the third eigenvalue?
(b) If Ais a square matrix and A= 5B, then the eigenvalues of Aare five times the eigenvalues
of B. True or False?
(c) Prove that the product of the singular values of a square, nonsingular matrix Ais equal to
|det A|.
(d) Suppose a 3 ×3 matrix Ahas eigenvalues λ= 1,2,and 3. What are the eigenvalues of
B=A2I?
2. (30 points) Consider the system Ax=b, with A=
2 2
2 1
11
and b=
1
3
2
.
(a) Find a basis for rng(A).
(b) Find a basis for coker(A). Explain how your calculation is consistent with the fundamental
theorem of Linear Algebra.
(c) Does the system Ax=bhave a solution? Why or why not?
(d) Find the least squares solution to Ax=b.
3. (20 Points) A few True-False questions. You must explain your answer!
(a) The quadratic form q(x, y) = x2+ 2xy + 3y2is positive definite.
(b) The expression hv,wi=v1w1+ 2v1w2+ 3w2v2is an inner product on R2.
(c) If AB =I, then BA =I.
(d) If Aand Bare invertible, then so is A+B.
(e) If vand ware nonzero column vectors in Rn, then rank(vwT) = 1.
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APPM 3310: Matrix Methods — Final Exam — December 12, 2005

On the front of your bluebook print (1) your name, (2) your student ID number, and (3) a grading table. Show all work in your bluebook. Textbooks, class notes and calculators are not permitted, although you are allowed to use a one page reminder sheet. If you find that the arithmetic for this exam seems complicated, go back and check your work.

Please sign your bluebook under the Honor Code to indicate that you have neither given nor received unauthorized assistance on this exam.

  1. (20 points) Here are some short answer questions. As always, explain your answer!

(a) Suppose A is a 3 × 3 matrix with diagonal elements 1, 3 , and −4, and that two of its eigenvalues are λ 1 = 2 and λ 2 = 3. What is the third eigenvalue? (b) If A is a square matrix and A = 5B, then the eigenvalues of A are five times the eigenvalues of B. True or False? (c) Prove that the product of the singular values of a square, nonsingular matrix A is equal to |det A|. (d) Suppose a 3 × 3 matrix A has eigenvalues λ = 1, 2 , and 3. What are the eigenvalues of B = A − 2 I?

  1. (30 points) Consider the system Ax = b, with A =

 (^) and b =

(a) Find a basis for rng(A). (b) Find a basis for coker(A). Explain how your calculation is consistent with the fundamental theorem of Linear Algebra. (c) Does the system Ax = b have a solution? Why or why not? (d) Find the least squares solution to Ax = b.

  1. (20 Points) A few True-False questions. You must explain your answer!

(a) The quadratic form q(x, y) = x^2 + 2xy + 3y^2 is positive definite. (b) The expression 〈v, w〉 = v 1 w 1 + 2v 1 w 2 + 3w 2 v 2 is an inner product on R^2. (c) If AB = I, then BA = I. (d) If A and B are invertible, then so is A + B. (e) If v and w are nonzero column vectors in Rn, then rank(vwT^ ) = 1.

  1. (20 points). Let V be the set of all polynomials p(x) of at most cubic order with real coefficients such that p(1) = 0.

(a) Show that V is a vector space. (b) Find a basis pi(x), i = 1, ... for V. What is the dimension of V? (c) Using the L^2 inner product on the interval [− 1 , 1], find the inner product of your basis vectors p 1 and p 2. (d) Use the Gram-Schmidt procedure to find a new basis vector q 2 (x) that is orthogonal to p 1 (x).

  1. (30 points) For this problem let A =

(a) Find the LU decomposition of A. (b) Find the eigenvalues and eigenvectors of A. (c) “Complete matrices” can be diagonalized. Explain what this statement means. Is A com- plete? (d) Compute A^5 (Hint: you should use the results you obtained above; no credit if you just multiply A by itself five times!).

  1. (30 Points). Using the same matrix A as the previous problem

(a) Find the singular values of A. (b) What is the condition number of A? (c) Find the singular value decomposition of A. (d) Find the pseudoinverse A+^ of A.

EXTRA CREDIT (20 Points ) A fundamental theorem that we did not cover in class is the Cayley- Hamilton Theorem which says that “a square matrix is a solution of its own characteristic equation.”

  1. Let p(λ) be the characteristic equation for a matrix A. Write out the form of this equation in terms of the eigenvalues of A. The Cayley-Hamilton theorem states that p(A) = 0. Explain what this equation means.
  2. Suppose that A is a diagonal matrix. Prove that p(A) = 0.
  3. Suppose that A is a complete matrix. Use analysis like that in Problem 5 (d) to prove that p(A) = 0.
  4. It is much harder to show that this result works for incomplete matrices as well. I think you’ve worked hard enough for now. Enjoy your break!