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Published by Shridhar Acharya
Econometrics
Econometrics

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Published by: Shridhar Acharya on Jun 27, 2012
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07/02/2014

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Brandenburg Technical University Cottbus
Department 1, Institute of MathematicsChair for Numerical Mathematics an Scientific ComputingProf. Dr. G. Bader, Dr. A. Pawell
Problem Session to the Course: Mathematics I
Environmental and Resource Management WS 2002/03Solutions to Sheet No. 13 (Deadline: January, 27/28 2002)
Homework
H 13.1:
Eigenvalues of 
A
:
λ
1
=
1
,λ
2
/
3
= 1Eigenvectors:
λ
1
=
1:
2 0 00 1 10 1 1
x
= 0
, x
= (0
,
1
,
1)
, c
1
=1
2(0
,
1
,
1)
λ
2
/
3
= 1:
c
2
=1
2(0
,
1
,
1)
, c
3
= (1
,
0
,
0)
=
0 0 1
1
√ 
21
√ 
2
0
1
√ 
21
√ 
2
0
.q
(
x
) =
x
Ax
=
x
21
+ 2
x
2
x
3
.B
=
C,
AC 
= diag(1
,
1
,
1)
q
(
Cy
) = (
C y
)
A
(
C y
) =
 y
ACy
=
 y
diag(1
,
1
,
1)
y
=
y
21
y
22
y
23
.
H 13.2:
det(
A
λE 
) = det
1
λ
1 10 1
λ
50
1
1
λ
=(1
λ
)[(1
λ
)(
1
λ
) + 5] = (1
λ
)[4 +
λ
2
] = 0
 
λ
1
= 1
, λ
2
/
3
=
±
2
i
Eigenvectors:
1
λ
1 10 1
λ
50
1
1
λ
x
=
 
0
λ
1
= 1:
0 1 10 0 50
1
2
, x
=
t
(1
,
0
,
0)
λ
1
= 2
i
:
1
2
i
1 10 1
2
i
50
1
1
2
i
x
=
 
0
1
2
i
1 10
1
1
2
i
0 0 0
x
=
 
0
, x
=
2
i
1
2
i,
1
2
i,
1
λ
1
=
2
i
:
1 + 2
i
1 10 1 + 2
i
50
1
1 + 2
i
x
=
 
0
1 + 2
i
1 10
1
1 + 2
i
0 0 0
x
=
 
0
, x
=
2
i
1 + 2
i,
1 + 2
i,
1
H 13.3:
det(
A
λE 
) = det
1
λ
11 3
λ
= (1
λ
)(3
λ
)
1 =
λ
2
4
λ
+ 2
.
Eigenvalues:
λ
1
/
2
= 2
±
2Eigenvectors:
λ
= 2 +
2
1
2 11 1
2
x
=
 
0
, x
=1
 
4
2
2(
1 +
2
,
1)
λ
= 2
2
1 +
2 11 1 +
2
x
=
 
0
, x
=1
 
4 + 2
2(
1
2
,
1)
2
 
B
1+
√ 
2
4
2
√ 
2
1
√ 
2
4+2
√ 
21
4
2
√ 
21
4+2
√ 
2
B
1
=
B
, B
1
AB
=
2 +
2 00 2
2
Additional Problems
P 13.1:
det(
A
λE 
) = det
5
λ
2 02 5
λ
00 0 3
λ
=(3
λ
)
(5
λ
)
2
4 =
λ
2
10
λ
+ 21
= 0
λ
1
= 7
, λ
2
,
3
= 3
.
2 2 02
2 00 0
4
x
=
 
0
, x
1
=1
2
110
2 2 02 2 00 0 0
x
=
 
0
, x
2
=1
2
1
10
, x
3
=
001
=1
2
1 1 01
1 00 0
2
AC 
=12
1 1 01
1 00 0
2
5 2 02 5 00 0 3
1 1 01
1 00 0
2
=12
14 0 00 6 00 0 6
=
7 0 00 3 00 0 6
=
λ
1
0 00
λ
2
00 0
λ
3
b)
q
(
x
) =
x
Ax
= 5
x
21
+ 4
x
1
x
2
+ 5
x
22
+
x
23
q
(
 y
) :=
q
(
C y
) =
q
(
 x
) =
y
7 0 00 3 00 0 6
 y
= 7
y
21
+ 3
y
22
+ 3
y
23
The transformation
x
=
C y
is an orthogonal transformation of the coor-dinate system. det
= 1
the transformation is a rotation of thecoordinate system.
=1
2
1 1 01
1 00 0
2
=
0 1 01 0 00 0 1
1
2
1
1 01 1 00 0
2
=3

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