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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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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.
(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?
(^) 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.
(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.
(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).
(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!).
(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.”