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This is the Exam of Applied Linear Algebra which includes Symmetric Matrix, Decomposition, Positive and Negative Eigenvalues, Number, Row Space, Matrix, Bases, Projection, Orthogonal Sum Decomposition etc. Key important points are: Vectors, Matrix Norm, Determine, Trying, Equation, Matrix, Largest Possible Relative, Solution, Accuracy, Interpolating Three Points
Typology: Exams
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Time: 8:30 am
Name (print): Student ID Number: Signature:
Instructions:
This examination consists of 16 pages (including this cover sheet). Check to ensure that it is complete.
Rules governing formal examinations
Qu. Mark Maximum 1 14 2 14 3 14 5 14 6 14 7 15 8 15 9 15 Total 100
[14] 1. (a) Calculate the 1- and 2-norms of the following vectors:
a = (2, − 3 , 1) and b = (2 + 3i, 2 − 3 i).
(b) Define the matrix norm for a matrix A.
[Continued on next page]
[14] 2. (a) A cubic spline f (x) interpolating three points (x 1 , y 1 ), (x 2 , y 2 ) and (x 3 , y 3 ) can be written as f (x) =
p 1 (x) if x 1 ≤ x ≤ x 2 p 2 (x) if x 2 ≤ x ≤ x 3 where p 1 (x) and p 2 (x) are polynomials. What conditions do these polynomials have to satisfy?
(b) Write down a matrix equation that you would need to solve in order to find the cubic spline passing through the points (1, 2), (2, 4), and (3, 3).
[14] 3. Let
v 1 =
, v 2 =
, v 3 =
(a) Write down a 4 × 3 matrix A such that the equation Ac = 0 has a non-zero solution c if and only if v 1 , v 2 and v 3 are linearly dependent.
(b) Explain how you could use MATLAB/Octave to determine whether v 1 , v 2 and v 3 are linearly dependent. What output would tell you that the vectors are independent?
[Continued on next page]
[14] 4. (a) Draw and label the connections between the nodes in the diagram
so that the incidence matrix of the resulting graph is given by
(b) Suppose the resulting graph represents a resistor network with all resistances equal to
[Continued on next page]
(c) If the entries of the vector v =
v 1 v 2 v 3 v 4 v 5 v 6
represent the voltages at the nodes of the graph,
what do the entries of Lv represent?
(d) A battery is attached to nodes 1 and 2 with voltages v 1 = 0 and v 2 = 1. Write down the MATLAB/Octave commands that compute the voltages v 3 ,... , v 6 for the rest of the network. Assume that the matrix L has already been defined in MATLAB/Octave.
(b) Suppose φ 0 (x), φ 1 (x), φ 2 (x),... is an infinite orthonormal basis of functions on the in- terval [0, 1] and we have the expansion
eiπx^ =
n=
dnφn(x).
Suppose, in addition, that φ 0 is the constant function φ 0 (x) = 1. Is it true that d 0 = c 0 , where c 0 is the Fourier coefficient above? Give a reason.
For questions 6, 7 & 8 choose and answer any TWO of the questions. Note that only two of the questions will be marked. Indicate which two you would like to have marked by circling the appropriate question numbers.
[15] 6. (a) Define the algebraic multiplicity and geometric multiplicity for an eigenvector λ. Under what conditions is a matrix diagonalizable?
(b) Given a non-singular matrix A, and an “initial guess” vector x, write out the steps involved in the algorithm for the power method for calculating an eigenvector corre- sponding to the smallest (in magnitude) eigenvalue.
[Continued on next page]
[15] 7. Given the recurrence relation xn+1 = 3xn − 2 xn− 1 with the initial condition x 0 = a and x 1 = b,
(a) Solve the recurrence relation. (Give a general scalar expression for xn in terms of n, a, and b).
[Continued on next page]
(b) For what values of a and b will the sequence x 0 , x 1 , x 2 ,... converge to a finite limit?
(c) Suppose you are told that the eigenvalues of the stochastic matrix are
λ 1 = 1, λ 2 = 1, λ 3 =
3 ,^ λ^4 =^ −
and the corresponding eigenvalues are
v 1 =
v 2 =
, v 3 , v 4 ,
and that the eigenvectors form a basis of R^4. Write down a matrix equation that you would solve in order to find the unique set of coefficients {c 1 , c 2 , c 3 , c 4 } to express the initial state of the game, x 0 =
, in terms of the above basis of eigenvectors. Just write the equation symbolically using vi, ci, and x 0.
(d) Given that when the initial state x 0 is written in terms of the eigenvectors, vi, the coefficients (c 1 , c 2 , c 3 , c 4 ) = (0. 43 , 0. 57 , 0. 28 , 0 .93), determine the probability of winning the game. Explain your solution by writing a expression for the long-time behaviour of the game in terms of ci, λi, and vi.