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Outline Solutions to Problems in Matrix

Algebra
MSc Quantitative Techniques

1 Given " # " #


7 2 2 h i
D= , E= , F= 3 7
5 4 4

1(a) Determine for each of the following whether the products DE,ED and
DF are defined. If so, indicate the dimensions of the product matrix.
Here D is 2 2, E is 2 1 and F is 1 2. The following are defined:
DE is of dimension 2 1, FD is of dimension 1 2, EF is of dimension
2 2, FE is of dimension 1 1. The following are not defined: ED
and DF.

1(b) Calculate EF and FE.


" # " #
2 h i 6 14
EF = 3 7 =
4 12 28

" #
h i 2
FE = 3 7 = 34
4

1(c) Calculate (DE)F and D(EF).


" #
66 154
(DE)F= D(EF) =
78 182

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2 Given matrices A and B
" # " #
4 9 2 4
A= B=
2 1 1 7

2(a) Calculate AB and demonstrate that the commutative law of multipli-


cation does not hold under matrix multiplication.
" # " #
42+91 44+97 17 79
AB = =
22+11 24+17 5 15

" # " #
24+42 29+41 16 22
BA = =
14+72 19+71 18 16
Clearly AB 6= BA.
2(b) Calculate the determinant of A.
The determinant of A is
|A| = 4 1 2 9 = 4 18 = 14

2(c) Find the inverse of matrix A.


There are many legitimate ways of finding the inverse. Here is one.
We know that A1 A = I, the identity matrix, so
" #" # " #
a b 4 9 1 0
=
c d 2 1 0 1
Multiplying out on the LHS, we get
4a + 2b = 1
9a + b = 0
4c + 2d = 0
9c + d = 1
These are two pairs of equations in four unknowns, and we can solve
for the unknown a, b, c and d manually. The solution is
" #
1 9
1 14 14
A = 1
7
72

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3 Consider the equation system

4x1 + 6x2 + 8x3 = 2 (1)


x1 + x2 + x3 = 1 (2)
4x1 + 3x2 + 2x3 = 1 (3)

3(a) Write the system in matrix notation, as Ax=b.


To write the equation system as Ax=b, we have

4 6 8 x1 2
A = 1 1 1 x = x2 b = 1

4 3 2 x3 1

3(b) How many solutions does this system have? Find them.
None, as simple manipulation of the equations shows the equations to
be inconsistent. To see why, note subtract equation (3) from equation
(1) to get
3x2 + 6x3 = 1
Multiply equation (2) by 4 and subtract equation (3) to get

x2 + 2x3 = 3

These two relations are inconsistent.

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4 Consider
1 1 1
0 1 1
A=

0 0 1

4(a) Compute A0 (the transpose of A).



1 0 0
0
A = 1 1 0

1 1 1

4(b) Compute AA0


3 2 1
AA0 = 2 2 1

1 1 1

4(c) Find the inverse A1 . Going through the usual steps, you should get

1 1 0
A1 = 0 1 1


0 0 1

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5 Given
2 1 3
1 1
B=

+1 2 1
For what value(s) of is B not invertible?
" # " # " #
1 1 1 1
|B| = 2 1 +3 =0
2 1 +1 1 +1 2

|B| = 2(1 2) 1(1 ) + 3(2 1) = 0

|B| = 2 + 4 + 1 + 9 = 0 = = 2

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6 A macroeconomic model is specified by the following relations

Y =C +I


Relation A: C = 100 + 0.7Y
I = 180 125r

S = 255
(
MD = M
Relation B:
MD = 220 + 0.2Y 175r
Find equilibrium Y and r using Cramer s Rule.
The variables of interest are Y and r, so we begin by simplifying both
relations purely for these two variables.
Relation A
Y = 100 + 0.7Y + 180 125r
Y (1 0.7) + 125r = 280
0.3Y + 125r = 280
Relation B
220 + 0.2Y 175r = 255
0.2Y 175r = 35
Writing these in matrix notation,
" #" # " #
0.3 +125 Y 280
=
0.2 175 r 35

|A| = 52.50 25 = 77.50




280 +125

35 175 49000 4375

Y =

= = 688.71
77.5 77.5


0.3 280

0.2 35 10.5 56

r =

= = 0.59
77.5 77.5

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7 Let

3 8 1
A= 0 4 3

0 3 4

Find the characteristic roots and characteristic vectors.



3 8 1
[A I] = 0

4 3

0 3 4
We require values for such that |A I| = 0.
That is, expanding down first column of [A I],

4 3 8 1 8 1
|A I| = (3 ) 0 + 0 =

3 4 3 4 4 3

= (3 )(4 )(4 ) 9(3 ) = 0

Rewriting the characteristic equation as

= (3 )[(4 )(4 ) 9] = 0

Solutions:
i) (3 ) = 0 = 1 = 3
ii) (4 )(4 ) 9 = 0 = 2 8 + 7 = 0 = 2 = 7, 3 = 1
Then 1 = 3, 2 = 7, 3 = 1 are the eigenvalues.
For some eigenvalue i , we have, for i = 1, 2, 3

[A i I]xi = 0

where xi is the eigenvector corresponding to i .


Consider the case where 2 = 7 . Here

7

3 2 8 1 4 8 1
[A 2 I] = 0

4 2 3 = 0

3 3
0 3 4 2 0 3 3

Clearly x2 must satisfy the equation



4 8 1 x21 0
0

3 3 x22 = 0


0 3 3 x23 0

Note that Rank [A 2 I] is 2. In fact, the 3rd row, multiplied by 1,


is identical to the 2rd row.
Solving the system
4x21 + 8x22 + x23 = 0 = 4x21 + 9x22 = 0 = x21 = 94 x22
3x22 + 3x23 = 0 = x22 = x23
3x22 3x23 = 0 = x22 = x23
Since we can choose x22 arbitrarily, choose to eliminate fraction, yield-
ing

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x2 = 4 , with x22 = x23 = 4

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We can check that our value of x2 is indeed an eigenvector correspond-
ing to the eigenvalue 2 = 7, by showing that Ax2 = 2 x2

3 8 1 9 63 9
Ax2 = 0 4 3 4 = 28 = 7 4 = 2 x2

0 3 4 4 28 4

h i>
Similarly we can find that for 1 = 3, x1 = 1 0 0 is an eigen-
vector (determined only up to a scalar multiple).
h i>
Analogously, for 3 = 1, x3 = 7 2 2
Verify that the trace of the matrix equals the sum of the characteristic
roots.

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The trace is the sum of the diagonal elements, so equals 3+4+4 = 11.
The sum of the characteristic roots is 1+3+7 = 11.
Verify that the determinant of the matrix equals the product of the
characteristic roots.

Expanding using the first column, the determinant equals 3 (16 9) =


21. The product of the characteristic roots is 1 3 7 = 21.

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8 Show that if is an eigenvalue of a square matrix A, then 2 is an
eigenvalue of A2 .
If is an eigenvalue of A, then

Ax = x

where A is a square matrix, is a scalar and a x 6= 0 is an (n 1)


vector. Pre-multiplying both sides by A

AAx = Ax.

But note that the right hand side is the same Ax and since we know
that Ax = x, we can write

AAx = Ax = x

A2 x = 2 x
If so, 2 is an eigenvalue of A2 .

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9 Given a 2 4 matrix X0 , define P = X(X0 X)1 X0 and M=I-P.

Show that P is idempotent.

PP = X(X0 X)1 X0 X(X0 X)1 X0

But (X0 X)(X0 X)1 = I, so

PP = X(X0 X)1 X0 = P

Show that M is idempotent.

MM = [I-P][I-P]

or
M 2 = I P P + P2

But as we know that P is idempotent, so P2 = P. The result follows.


Show that MP=0
MP = [I-P]P
pr
MP = P P2
But as we know that P is idempotent, so P2 = P. The result follows.

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