BU EE 453 Homework 2 Solution- Fall 2010

P1. Show that similar matrices have the same characteristic polynomial and consequently, the
same set of eigenvalues. [Hint: det(AB)=det A det B]

B
() =
A
() if B = P
1
AP

B
() = det[I P
1
AP] = det[P
1
(I A)P]
= det[P
1
]det[I A]det[P]
= det[I A]
=
A
()
same eigenvalues
P2. Find the bases of the range spaces and the null spaces of the matrices given below:
A =
_
_
4 1 1
3 2 3
1 3 0
_
_
B =
_
_
0 1 0
0 0 0
0 0 1
_
_
C =
_
_
1 2 3 4 5
2 3 4 1 2
3 4 5 0 0
_
_
N(A) =
_
_
0
0
0
_
_
, N(B) =
_
_
1
0
0
_
_
, N(C) =
_

_
1
2
1
0
0
_

_
,
_

_
6
4.5
0
0.5
1
_

_
R(A) =
_
_
4
3
1
_
_
,
_
_
1
2
3
_
_
,
_
_
1
3
0
_
_
R(B) =
_
_
1
0
0
_
_
,
_
_
0
0
1
_
_
R(C) =
_
_
1
2
3
_
_
,
_
_
2
3
4
_
_
_
_
4
1
0
_
_
P3. Does there exist a solution for the following linear equations?
_
_
3 3 0
2 1 1
1 2 1
_
_
_
_
x
1
x
2
x
3
_
_
=
_
_
6
3
3
_
_
If so, nd one. rank(A) = 2. Then, there are innite number of solutions.
x
1
+ x
2
= 2
x
2
x
3
= 1
One of the solutions is (x
1
= 1, x
2
= 1; x
3
= 0).
1
P4. Consider the set of linear equations
x(n) = A
n
x(0) + A
n1
bu(0) + A
n2
bu(1) + ... + Abu(n 2) + bu(n 1)
where A is an nxn constant matrix and b is an nx1 column vector. Given any x(n) and x(0),
under what conditions on A and b will there exist u(0), u(1), ..., u(n-1) satisfying the equation?
Hint: Write the equation in the form x(n) A
n
x(0) =
_
b Ab .... A
n1
b

_
u(n 1)
u(n 2)
.
.
u(0)
_

_
If rank(
_
b Ab .... A
n1
b

) = n, then there will exist u(0), u(1), ..., u(n 1) satisfying

the equation.
P5. Find the Jordan-canonical form representations of the following matrices:
A =
_
_
0 1 0
0 0 1
2 4 3
_
_
B =
_

_
0 1 1 1 1
0 0 1 1 1
0 0 0 1 1
0 0 0 0 1
0 0 0 1 0
_

_
This question has been canceled by Mehmet
Akar.
P6. Let
i
for i = 1, 2, ...n be the eigenvalues of an nxn matrix A. Show that
detA =
n

i=1

A
() = det(I A)
= (
1
)(
2
)...(
n
)
If = 0

A
(0) = (0
1
)(0
2
)...(0
n
)
= (1)
n
n

i=1

A
(0) = det(0I A)
= det(A)
= (1)
n
det(A)
P7. Prove that a square matrix is nonsingular if and only if there is no zero eigenvalue.
Please see the derivation in P6 that if one of the values is zero, then the determinant(A)
will be equal to zero. In other words, the matrix is singular.
2
P8. Show that the determinant of the Vandermonde matrix
_

_
1 1 ... 1

1

2
...
n

2
1

2
2
...
2
n
. . .
. . .
. . .

n1
1

n1
2
...
n1
n
_

_
is equal to

1i<jn
(
j

i
)
_

_
1 1 ... 1

1

2
...
n

2
1

2
2
...
2
n
. . .
. . .
. . .

n1
1

n1
2
...
n1
n
_

_
=
_

_
1 1 ... 1
0
2

1
...
n

1
0
2
2

2
...
2
n

n
. . .
. . .
. . .
0
n1
2

1

n2
2
...
n1
n

1

n2
2
_

_
= (1)
1+1
1
_

1
...
n

2
2

2
...
2
n

n
. .
. .
. .

n1
2

1

n2
2
...
n1
n

1

n2
2
_

_
=
_

1
...
n

2
(
2

1
) ...
n
(
n

1
)
. .
. .
. .

n2
2
(
2

1
) ...
n2
n
(
n

1
)
_

_
=
_

_
1 ... 1

2
...
n
. .
. .
. .

n2
2
...
n2
n
_

_
(
2

1
)
=

1i<jn1
det
_
1 1

n1

n
_
=

1i<jn
(
j

i
)
3
P9. Consider the matrix
A =
_

_
0 1 0 ... 0
0 0 1 ... 0
. . . .
. . . .
0 0 0 ... 1

n

n1

n2
...
1
_

_
Show that the characteristic polynomial of A is
() det(I A) =
n
+
1

n1
+
2

n2
+ ... +
n1
+
n
If
1
is an eigenvalue of A [that is, (
1
) = 0], show that
_
1
1

2
1
...
n1
1

is
an eigenvector associated with
1
. [The matrix A is called the companion matrix of the
polynomial (). Is it said to be in the Frobenius form in the numerical analysis literature.]
Part I:
AI =
_

_
1 0 ... 0
0 1 ... 0
. . . .
. . . .
0 0 0 ... 1

n

n1

n2
...
1

_
=
_

_
+ 1 0 ... 0

2
+
2
1 ... 0
. . . .
. . . .
0 0 0 ... 1
f() ...
_

_
f() =
n
+
1

n1
+
2

n2
+ ... +
n1
+
n
Part II:
_

_
0 1 0 ... 0
0 0 1 ... 0
. . . .
. . . .
0 0 0 ... 1

n

n1

n2
...
1
_

_
_

_
v
1
v
2
.
.
.
v
n
_

_
=
_

_
0
0
.
.
.
0
_

1
v
1
+ v
2
= 0 v
1
= 1 v
2
=
1

1
v
2
+ v
3
= 0 v
3
= v
2
=
2
1
v
2
=
1

1
v
3
+ v
4
= 0

_
1
1

2
1
...
n1
1

4
P10. Find the characteristic polynomials and the minimal polynomials of the following matrices:
_

1
1 0 0
0
1
1 0
0 0
1
0
0 0 0
2
_

_
_

1
1 0 0
0
1
1 0
0 0
1
0
0 0 0
1
_

_
_

1
1 0 0
0
1
0 0
0 0
1
0
0 0 0
1
_

_
_

1
1 0 0
0
1
0 0
0 0
1
0
0 0 0
1
_

_
() ()
(
1
)
3
(
2
) (
1
)
3
(
2
)
(
1
)
4
(
1
)
3
(
1
)
4
(
1
)
2
(
1
)
4
(
1
)
2
P11. Show that if is an eigenvalue of A with eigenvector x, then f() is an eigenvalue of f(A)
with the same eigenvector x.
Please see the notes.
P12. Given
A =
_
_
1 1 0
0 0 1
0 0 1
_
_
Find A
10
, A
103
, and e
At
.
A
10
=
_
_
1 1 9
0 0 1
0 0 1
_
_
A
103
=
_
_
1 1 102
0 0 1
0 0 1
_
_
e
At
= L
1
{(sI A)
1
}
=
_
_
e
t
1 + e
t
te
t
0 1 1 + e
t
0 0 e
t
_
_
P13. Compute e
At
for the matrices:
_
_
1 4 10
0 2 0
0 0 3
_
_
,
_
_
0 4 3
0 150 120
0 200 160
_
_
e
At
= L
1
{(sI A)
1
}
=
_
_
e
t
4(e
t
e
2t
) 5(e
t
e
3t
)
0 e
2t
0
0 0 e
3t
_
_
5
e
At
= L
1
{(sI A)
1
}
=
_
_
1 4t 3t
0 16 15e
10t
12 12e
10t
0 20 + 20e
10t
15 + 16e
10t
_
_
P14. Let A be an nxn matrix. Show by using the Cayley-Hamilton theorem that any A
k
with
k n can be written as a linear combination of {I, A, ......., A
n1
}. If the degree of the
minimal polynomial of A is known, what modication can you make?
A
n+m
, m 0 can be written in terms of A
n1
, ...I
Proof:
m = 0 = Cayley Hamilton theorem. A
n
= a
1
A
n1
......
m = 1
A
n+1
= AA
n
= A[a
1
A
n1
.........]
= a
1
A
n
a
2
A
n1
........
= a
1
[a
1
A
n1
.....] a
2
A
n1
= P
1
(I, ....A
n1
)
Suppose true
A
k1
= P
k1
(I, ......A
n1
)
A
k
= AA
k1
= AP
k1
(I, ....A
n1
)
=
1
A
n
+
2
A
n1
........
=
1
[a
1
A
n1
.....] +
2
A
n1
= P
k
(I, ....A
n1
)
If the degree of the minimal polynomial of A is m, then {I, A.....A
m1
}
P15. Let all eigenvalues of A be distinct and let q
i
be a (right) eigenvector of A associated with

i
, that is, Aq
i
=
i
q
i
. Dene Q
_
q
1
q
2
... q
n

and dene
P Q
1

_
p
1
p
2
...
p
n
_

_
where p
i
is the i
th
row of P. Show that p
i
is a left eigenvector of A associated with
i
, that
is, p
i
A =
i
p
i
Please see the notes for this proof.
P16. Show that if all eigenvalues of A are distinct, then (sI A)
1
can be expressed as
(sI A)
1
=

1
s
i
q
i
p
i
where q
i
an p
i
are right and left eigenvectors of A associated with
i
.
Please see the notes for this proof.
6