ME681: I Semster 2012-13: Mid Semester Exam: Solutions

Question 1 The solution is given below. 2 3 2 3 2 3 1 1 1 (i) Given a1 = 405 , a2 = 415 , a3 = 415 . 0 0 1 Checking of Linear Independence of set a = {a1 , a2 , a3 }: Let 1 , 2 , 3 2 R. Then 1 a1 + 2 a2 + 3 a3 = 0, 2 32 3 2 3 1 1 1 1 0 40 1 15 42 5 = 405 . ) 0 0 1 3 0 Now, using back substitution, it is easy to obtain the solution 1 = 2 = 3 = 0 as the unique (trivial) solution. Alternatively, 2 3 1 1 1 det 40 1 15 = 1 (1 1 0 0 1

0 1)

0 + 0 = 1.

So, 1 = 2 = 3 = 0 (unique trivial solution). Therefore given set a is linearly Independent. Checking whether 2 3 is a basis for R3 : set a x1 4x2 5 2 R3 , where x1 , x2 , x3 2 R. Let 1 , 2 , 3 2 R be such that Take any vector x = x3 1 40 ) 0 2
1 a1

+ 1 1 0

2 a2

Using back substitution, we get

+ 3 a3 = x, 32 3 2 3 1 x1 1 5 4 2 5 = 4 x2 5 . 1 1 x3 3 x1 x2 x3 x2 , x3 ,

1 2 3

= = =

as the (unique) solution for 1 , 2 , 3 for given x1 , x2 , x3 2 R. So the given basis a spans the space R3 and since the terms in the linear combination are unique (in other words, the set a is linearly Independent as proved previously), therefore, a is a basis for R3 . 2 3 2 3 2 3 1 i 0 4 i5 , b2 = 415 , b3 = 405 . (ii) Given, b1 = 0 0 i Checking of Linear Independence of set b = {b1 , b2 , b3 }: Let 1 , 2 , 3 2 C3 . Then 1 b1 + 2 b2 + 3 b3 = 0, 2 32 3 2 3 1 i 0 1 0 ) 4 i 1 05 42 5 = 405 . 0 0 i 3 0

Now, using Gauss elimination, it is easy to obtain the solution and nd that there is one free variable. Therefore, there are innite number of solutions (besides trivial solution). Alternatively, 2 3 1 i 0 det 4 i 1 05 = 1(1 i 0) i( i i 0) + 0 = 0. 0 0 i

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

So, 1 , 2 , 3 may not be necessarily zero. Therefore b is not linearly independent. Checking whether 2 3 is a basis for C3 : set b x1 4x2 5 2 C3 , where x1 , x2 , x3 2 C. Let 1 , 2 , 3 2 C such that Take any vector x = x3
1 b1

Using back substitution,

1 )4 i 0 i i
1 1 3 2 2

+ 32 i 0 1 05 4 0 i

2 b2

= x, 3 2 3 x1 1 5 = 4x2 5 . 2 x3 3
3

3 b3

= = =

x3 ) x2 , x1 ) i

ix3 ,
2

+i

= ix1 .

Adding last equations gives (x2 + ix1 ) = 0. Hence if (x2 + ix1 ) 6= 0 then 9 no solution for 1 and 2 . So, b will not span C3 , therefore it is not a basis for C3 . Alternatively, since b is not linearly independent, it also cannot be a basis. (iii) Using the standard3inner product in R3 , i.e., (x, y)R3 = x1 y1 + x2 y2 + x3 y3 , where 2 3 2 x1 y1 x = 4x2 5 , y = 4y2 5 2 R3 and xi , yi 2 R, i = 1, 2, 3. Since it has been shown that a is x3 y3 linearly independent, we use it to construct an orthonormal set. Let, 2 3 1 a1 c2 a2 (a2 , c1 )R3 c1 c1 = = a1 = 405 , c2 = = . ka1 kR3 k2 kR3 c ka2 (a2 , c1 )R3 c1 kR3 0 2 3 2 3 2 3 2 3 1 1 0 0 415 1 405 = 415 and k2 kR3 = 1. ) c2 = 415 . * c2 = c 0 0 0 0 c3 Let c3 = k3 k 3 , where c
R

c3 = a3

(a3 , c1 )R3 c1

(iv) Check whether c = {c1 , c2 , c3 } is a basis for R3 . Checking of Linearity Independence of set 2 1 1 c1 + 2 c2 + 3 c3 = 0 ) 40 0 Now, 1 det 40 0 Lecture 22 2 0 1 0

2 3 0 405 . and so k3 kR3 = 1. ) c3 = c 1 8 2 3 2 3 2 39 0 0 = < 1 405 , 415 , 405 is an orthonormal set constructed in R3 . Finally c = {c1 , c2 , c3 } = : ; 0 0 1 c = {c1 , c2 , c3 }: Let 1 , 2 , 3 2 R. 32 3 2 3 0 0 1 0 1 05 42 5 = 405 . 0 1 3 0

2 3 1 (a3 , c2 )R3 c2 = 415 1

2 3 1 1 405 0

2 3 2 3 0 0 1 415 = 405 0 1

3 0 05 = 1. 1 103

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

Using back substitution, 1 = x1 , 2 = x2 , 3 = x3 . So, c will span R3 . Therefore c is a basis in R3 . Alternatively, since c is an orthonormal set and the set a is a basis for R3 , c is automatically an orthonormal basis for R3 . 2 p 3 1 2 p 1 b1 i (v) Let d1 = kb1 k 3 , where kb1 kC3 = (1 + ( i) ( + 0) 2 = 2. ) d1 = 4 p2 5 . 1 i) C 0 Let f2 =
f2 kf2 kC3

So, 1 = 2 = 3 = 0 (Unique Trivial Solution). Therefore set c = {c1 , c2 , c3 } is linearly independent. Alternatively, since c is an orthonormal set, it is automatically linearly independent. Checking whether set c = {c1 , c2 , c3 } spans R3 : 2 3 x1 Take any vector x = 4x2 5 2 R3 , where x1 , x2 , x3 2 R. Let 1 , 2 , 3 2 R such that x3 1 c1 + 2 c2 + 3 c3 = x, 2 32 3 2 3 1 0 0 x1 1 ) 40 1 05 4 2 5 = 4x2 5 . 0 0 1 x3 3

, where

f 2 = b2

and so kf2 kC3 = 0. As b1 and b2 are linearly dependent, i.e. b2 =ib1 , we expected this. 2 p 3 1 So, we have so far only one vector d1 = 4 Let d2 =
d2 k d 2 k C3

2 3 i (b2 , f1 )C3 f1 = 415 0

1 i (i p + 1 p + 0) 4 2 2
2 i p 5. 2

1 3 p 2 i p 5 2

2 3 0 = 405 0

, where

d 2 = b3 2 3 0 = 1, ) d2 = 405 . i

2 3 0 (b3 , d1 )C3 d1 = b3 = 405 i

and clearly kd2 kC3

(vi) Since the the dimension of C3 is three and d contains only two vectors, it cannot be a basis for C3 . 2 p 3 i Let (guess) d3 = 4 0 1 i i 1 (d1 , d3 )C3 = p ( p ) + ( p )( p ) + 0 = 0 2 2 2 2 (d2 , d3 )C3 = 0. ) (d1 , d2 , d3 ) is an orthonormal basis for C3 . Alternatively, you need to guess only one vector in C3 which is linearly independent of {d1 , d2 } and use Gram-Schmidt method to make it an orthonormal basis. 104 Lecture 22
2 1 p 5 2

82 < So, an orthonormal set that we have constructed in C3 is d = {d1 , d2 } = 4 : so kd3 kC3 = 1. Further,

1 3 2 39 p 0 = 2 i p 5 , 4 05 . 2 ;

and similarly,

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

Question 2 The solution is given below. 2 3 1 2 2 15. So (i) Given [S]e = 42 0 2 1 0

Since e is an orthonormal basis for R3 , and [S]e is symmetric, we conclude that S is a self-adjoint transformation. (ii) For eigenvalues of S : 2 1 2 0 det = 4 2 2 1 3 2 1 5 = 0 ) (1
2

1 [S ]e = ([S]e )T = 42 2

2 0 1

3 2 15 = [S]e . 0

)[

1]

2[ 2 + 2] + 2[ 2 + 2 ] = 0, = 3, = 3.

)(

1)(

9) = 0 )

= 1,

(iii) There will be no complex eigenvalues of S as it is a self adjoint transformation. Alternatively, since there are three distinct eigenvalues and the dimension of R3 is three, there are full number of eigenvalues and so there is no complex eigenvalue. (iv) Finding eigenvectors corresponding to 1 = 1 : 2 32 3 2 3 1 1 2 2 x1 0 4 2 0 1 1 5 4 x 2 5 = 4 05 . 2 1 0 1 x3 0 2 3 0 2 2 : 0 1 1 : 05 , Augmented Matrix: 42 2 1 1 : 0 1 R3 ! R3 R2 and R1 ! 2 R1 + R2 : 2 3 2 0 0 : 0 1 1 : 05 , ) 42 0 0 0 : 0 R2 ! R 2 R1 and R1 ! 1 R1 : 2 ) R2 ! ( 1)R2 : ) 2 1 40 0 2 1 40 0 0 1 0 0 1 0 : : : : : : 3 0 05 , 0 3 0 05 . 0

0 0 1 1 0 0

Using back substitution, x2 + x3 = 0 ) x2 = ( 1)x3 and x1 = 0 ) x1 = 0.x3 . 2 3 0 ) eigenvector for 1 : v1 = 4 15 . 1 Finding eigenvectors corresponding to 2 = 3 : 2 32 3 2 3 1 3 2 2 x1 0 4 2 0 3 1 5 4x2 5 = 405 . 2 1 0 3 x3 0 Lecture 22

105

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

3 2 2 2 : 0 3 1 : 05 , Augmented Matrix: 4 2 2 1 3 : 0 1 R1 ! 2R1 + R2 + R3 , R2 ! 4 (R2 + R3 ) and R3 ! 1 (R3 2 ) R 2 ! R2 + R 3 : ) R1 ! R2 : ) R2 ! R3 : ) Using back substitution, x2 2 0 41 0 2 2 2 0 1 1 0 1 1 : : : 3 0 05 , 0

R2 ) :

0 0 41 0 0 1 1 0 40 0 0 1 1 0 40 1 0 0

0 : 2 : 1 : 2 : 0 : 1 : 2 : 1 : 0 :

3 0 05 , 0 3 0 05 , 0 3 0 05 . 0

Finding eigenvectors corresponding to 3 = 3 : 2 32 3 2 3 1+3 2 2 x1 0 4 2 0+3 1 5 4 x 2 5 = 4 05 . 2 1 0 + 3 x3 0 3 4 2 2 : 0 1 : 05 , Augmented Matrix: 42 3 2 1 3 : 0 R1 ! R1 (R2 + R3 ), R2 ! 1 (R2 + R3 ) and R3 ! 1 (R2 2 4 ) R2 ! 1 (R2 + R3 ) : 2 ) R1 ! R2 : ) R2 ! R3 : ) 106 2 0 0 42 1 0 1 2 2 2 0 0 41 1 0 1 1 1 40 0 0 1 1 1 40 1 0 0 0 : 1 : 1 : 3 0 05 , 0 3 0 05 , 0 3 0 05 , 0 3 0 05 . 0 2

x3 = 0 ) x2 = x3 and x1 2x3 = 0 ) x1 = 2x3 . 2 3 2 ) eigenvector for 2 : v2 = 415 . 1

R3 ) :

0 : 0 : 1 : 0 : 0 : 1 : 0 : 1 : 0 :

Lecture 22

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

Using back substitution, x2

Since S is a self adjoint transformation, the eigenvectors are orthogonal. In fact the following are orthonormal eigenvectors for three respective eigenvalues, 2 2 3 2 1 3 2 3 p p 0 1 6 p6 7 6 p 37 1 1 f 1 = 4 p 2 5 , f2 = 4 6 5 , f 3 = 4 3 5 .
1 p 2 1 p 6 1 p 3

x3 = 0 ) x2 = x3 and x1 + x2 = 0 ) x1 = 2 3 1 4 1 5. ) eigenvector for 3 : v3 = 1

x2 =

x3 .

Since there is no complex eigenvalue, so there are no complex eigenvectors. (v) Let f = {f1 , f2 , f3 }. 2 0
1 p 2 1 p 2 2 p 6 1 p 6 1 p 6 1 p 3 1 7 p 5. 3 1 p 3

Since C ef has orthonormal column vectors, so it is a orthogonal matrix and ) C f e = (C ef ) Now, let 1 0 D = [S]f = 40 3 0 0 2
1

6 ) C ef = 4

= [C ef ]T .

)C

= C f e = [C ef ]T . Therefore, using [S]e = C ef [S]f C f e , we get [S]e = CDC

1

3 0 0 5 and C = C ef 3 .

Thus the answer is yes, 9 an invertible 3 3 real matrix C and diagonal 3 3 real matrix D such that [S]e = CDC 1 . An example of C and D is already given above. Question 3 Given u + u + u = e
t

cos t.

(i) (a) For homogeneous solution, let u(t) = e t and putting it in the given dierential equation for non-trivial solution of given dierential equation, we get characteristics polynomial equation as p 1i 3 2 p( ) + +1=0) = . 2 So the homogeneous solution is uh (t) = e
t/2

p 3t 3t (A cos + B sin ), 2 2

where A, B 2 R. Now we nd a particular solution. Clearly, the right hand side e t cos t is not a linear combination of any of the homogeneous solutions, so, using the method of undetermined coe cients a particular solution can be assumed to have the form up (t) = e t (C1 cos t + C2 sin t), where C1 , C2 2 R are undetermined yet. Now up (t) up (t) = = e t (C1 cos t + C2 sin t) + e t ( C1 sin t + C2 cos t), e t (C1 cos t + C2 sin t) e t (C1 cos t + C2 sin t) Lecture 22 e t ( C1 sin t + C2 cos t) e t ( C1 sin t + C2 cos t). 107

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

Substituting above in the given ODE, ) C1 e

t

sin t

C2 e

cos t = e

cos t,
t

Comparing the coe cients of the linearly independent functions e both sides, we get the values of C1 , C2 as C1 = 0, C2 = Hence, we get a particular solution up (t) = e
t

sin t and e

cos t on

1.

sin t.

(b) Now we use the method of variation of parameters to obtain a particular solution assuming its form as up (t) = v1 (t)u1 (t) + v2 (t)u2 (t) where v1 , v2 are unknown (variable parameters) functions yet. Now up = v1 u1 + v1 u1 + v2 u2 + v2 u2 and similar expression for up . Since as a particular solution, we have to nd any one solution, we assume u1 v1 + u2 v2 = 0. But by using this assumption up = v1 u1 + v2 u2 and up = v1 u1 + v1 u1 + v2 u2 + v2 u2 . Substituting both these expressions in the ODE, u(t) + u(t) + u(t) = f (t), ) v1 (1 + u1 + u1 ) + v2 (2 + u2 + u2 ) + v1 u1 + v2 u2 = f. u u In above equation each of the terms (1 + u1 + u1 ) and (2 + u2 + u2 ) is equal to 0 u u because u1 and u2 are the solutions of homogeneous equation. Therefore v1 u1 + v2 u2 = f, and we have assumed earlier, v1 u1 + v2 u2 = 0. From equation (1) and (2), u1 u1 u2 u2 u1 (t) u1 (t) v1 0 = . v2 f (2) (1)

Using the Wronskian W (t) = det Z

t 0

u2 (t) , we have u2 (t) Z

t 0

v1 (t) =

u2 (s)f (s) ds, and v2 (t) = W (s)

p

u1 (s)f (s) ds. W (s)

p

3t 3t For given problem f (t) = e t cos t, u1 (t) = e t/2 cos 2 and u2 (t) = e t/2 sin 2 . So, " # p p p 3t 3t 3 t e t/2 cos 2 e t/2 sin 2 p p p p p p W (t) = det = e . 3t 3t 3t 3t 1 1 t/2 t/2 2 e ( 2 cos 2 3/2 sin 2 ) e ( 2 sin 2 + 3/2 cos 2 )

Hence, v1 (t) = Z
t 0

s/2

e s sin p 3/2e

3s 2 s

cos s

ds =

2 p 3

e
0

s/2

p sin( 3s/2) cos sds,

which can be simplied using integration by parts to get p p p 1 3t 3t t/2 v1 (t) = p e ( 3 sin t cos + sin (sin t 2 2 3 108

2 cos t)). Lecture 22

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

Similarly, v2 (t) = So Z
t 0

s/2

e s cos p 3/2e

3s 2 s

cos s

2 ds = p 3

e
0

s/2

p cos( 3s/2) cos sds.

p p p 2 1 3t 3t t/2 v2 (t) = p + p e ( 3 sin t sin + cos (sin t 2 cos t)). 2 2 3 3 Finally, up = v1 u1 + v2 u2 gives p 2 3t 2 t t/2 up (t) = e sin t + p e sin = e t sin t + p u2 (t). 2 3 3 (ii) As obtained above the general solution of the homogeneous ODE is p p 3t 3t t/2 uh (t) = e (A cos + B sin ), 2 2 (iii) Let a particular solution which is coming from both methods (i)(a) and (i)(b) be denoted by up1 , up2 , i.e. up1 + up1 + up1 = f, up2 + up2 + up2 = f. Then the dierence of both particular solutions up1 up2 must be a solution of the homogeneous equation. This means it must be a linear combination of u1 , u2 as after subtracting both the equations, we get (up1 up2 + (up1 ) up2 ) + (up1 up2 ) = 0. where A, B 2 R.

Thus, depending on the constants of integration in the method of variation of parameters, we can say that the solution from both methods may be same or dierent (in the solution presented above, they turned out to be the dierent) but the dierence will always be a solution of the homogeneous equation. (iv) The general solution of given ODE is u(t) = uh + up = e So u(t) = p 3t 3t (A cos + B sin ) + e t sin t 2 p 2 p p p 3 3t 3 3t t/2 +e ( A sin +B sin ) e 2 2 2 2 1 e 2
t/2 t/2

p 3t 3t (A cos + B sin ) 2 2 p

sin t.

cos t.

Applying the initial conditions u(0) = 1, u(0) = 0, in above expressions, we get p 1 3 u(0) = 1 = A, u(0) = 0 = A+ B 1, 2 2 p which can be solved to obtain B = 3. Therefore the solution of given ODE for given initial conditions is p p 3t p 3t t/2 u(t) = e (cos + 3 sin ) e t sin t. 2 2 Question 4 (i) CORRECT

(ii) WRONG CORRECTED 1: Any real matrix with real eigenvalues may not be symmetric. CORRECTED 2: Any real matrix with an orthogonal eigenbasis must be symmetric. Lecture 22 109

Basant Lal Sharma

ME 681 : Mathematics for Engineers Lecture Notes: 2012

(iii) WRONG CORRECTED: The sum of rank and nullity of a transformation from a nite dimensional linear space to another nite dimensional linear space is equal to the dimension of the domain. (iv) CORRECT (v) WRONG CORRECTED: The dimension of the linear space of linear transformations from one nite dimensional linear space to another nite dimensional linear space is the product of dimensions of both linear spaces. (vi) CORRECT (vii) WRONG CORRECTED 1: Every eigenvalue of a self adjoint transformation from a complex inner product space to itself must be real (but may not have unit modulus). CORRECTED 2: Every eigenvalue of a unitary transformation from a complex inner product space to itself must have unit modulus. (viii) CORRECT (ix) CORRECT (x) CORRECT (xi) WRONG CORRECTED: Every positive (i.e. semi-denite) transformation on a nite dimensional real inner product space may not be an invertible transformation (as one eigenvalue may be zero). CORRECTED: Every positive denite transformation on a nite dimensional real inner product space must be an invertible transformation. (xii) CORRECT (xiii) CORRECT (xiv) WRONG CORRECTED: The tensor product of any two non zero vectors in three dimensional Euclidean space has an eigenvalue equal to zero with geometric multiplicity two. (xv) CORRECT (xvi) WRONG CORRECTED: The dimension of null space of a non-invertible transformation from a linear space to itself is equal to the geometric multiplicity of the zero eigenvalue (which may be less than its algebraic multiplicity). (xvii) WRONG CORRECTED: Every n n complex matrix can be decomposed as the product of a unitary matrix, a diagonal matrix and conjugate transpose (adjoint) of the same unitary matrix. (xviii) CORRECT (xix) WRONG CORRECTED 1: A real transformation on a nite dimensional real inner product space which has a diagonal matrix in some basis for the space may not be a self adjoint transformation. CORRECTED 2: A real transformation on a nite dimensional real inner product space which has a diagonal matrix in an orthonormal basis for the space must be a self adjoint transformation. (xx) WRONG CORRECTED 1: The sum of two orthogonal transformations on a nite dimensional real inner product space is not an orthogonal transformation. CORRECTED 2: The product of two orthogonal transformations on a nite dimensional real inner product space is also an orthogonal transformation.

110

Lecture 22