Linear System

Homework 1
Due: Oct. 5 (Th), 2017 (by 17:00)

Problem 1
Given a mn matrix A with mn,

1. Using the singular value decomposition of the matrix A, show that rank(A)=
T T T
rank(A )= rank(A A)= rank(AA ) m.
2. If the above matrix A has full rank, what is its rank?
3. Check your results with the following matrices:

1 4 5
(a) A =
2 7 0
1 4 5
(b) A = 2 7 0
3 11 5

Problem 2
A B
If A and C are nonsingular, find the inverse of the matrix 0 C .

Problem 3

2 3 3
Let A = 0 1 0
3 1 2

1. Find the characteristic polynomial equation of the matrix A.

2. Find the eigenvalues of A using the characteristic polynomial.
3. Determine the eigenvectors of A from the definition Av = v.Verify your results
using the Matlab function eig(A).
4. Using only the eigenvalues of A, find the eigenvalues of the matrix B where
2
(a) B =3I +4A-8A ,
3 2
(b) B = A +5A +17A +13I,
A
(c) B = e .
Problem 4
Let y(t)=4-3tsin4t, find y(s) the Laplace transform of y(t). Show that y(t)is the
solution of a homogenous linear differential equation with appropriate initial
conditions.

Problem 5
1 5
Given a linear transformation defined by the matrix A = .We apply this
4 2
1
transformation to the vector x such that y = Ax where x = .
1
1. Find the spectral norm of A (i.e., ||A|| ).
2. Find the Euclidian norm of the vector ||y|| (i.e., and its normalized direction vector.
3. Describe geometrically the operations performed by the transformation A onto the
vector x.
4. Is ||y|| greater or less than ||A||||x|| ?
5. Using the Rayleigh-Ritz inequality, find a set of lower and upper bounds on
||y||=||Ax|| for any arbitrary x. Obviously, 0||y|| where 0 and are the
non-useful lower and upper bounds on ||y||

Problem 6

2 15 1
Let A = 15 234 33
1 33 14

1. Is the matrix A symmetric ?

2. Can the eigenvalues of A be complex ? Explain. Verify your answers using the
Matlab function eig(A).

x1
3. Find the quadratic expression J = x Ax where x = x2
T

x3

4. Can you find a vector x such that

(a) J =0 ? If yes, find x. If not, explain why.
(b) J< 0? Explain.
(c) J> 0? Explain.