Fall 2004 AMS526: Homework 1 Due on Sep. 20, 2004 1. (Trefethen 1.

1) Let B be a 4 4 matrix to which we apply the following operations: 1. double column 1, 2. halve row 3, 3. add row 3 to row 1, 4. interchange columns 1 and 4, 5. subtract row 2 from each of the other rows, 6. replace column 4 by column 3, 7. delete column 1 (so that the column dimension is reduced by 1). (a) Write the result as the product of eight matrices. Solution: M5 M3 M2 BM1 M4 M6 M7 where 2 0 M1 = 0 0 0 0 M4 = 0 1 0 1 0 0 0 1 0 0 0 0 1 0 0 0 1 0 1 0 0 0 1 0 , M2 = 0 0 0 1 0 0 1 1 1 0 1 , M5 = 0 0 1 0 0 0 1 0 0 1 0 M7 = 0 1 0 0 0 1 0 0 , M3 = 1 0 0 2 0 0 1 0 0 1 0 0 , M6 = 0 0 1 0 0 1 0 0 0 . 0 1 0 0 0 1 0 0 0 1 0 0 1 0 1 0 0 0 1 0 0 0 , 0 1 0 0 , 1 0

(b) Write it again as a product ABC (same B) of three matrices. Solution: 1 1 0 1 A = M5 M 3 M2 = 0 1 0 1

1 2

0 0 0 , 1 0 2 0 1

0 1 C = M1 M4 M6 M7 = 0 0

0 0 1 0

0 0 1 0

2. (Trefethen 1.2) Suppose masses m1 , m2 , m3 , and m4 are located at positions x1 , x2 , x3 , and x4 in a line and connected by springs with spring constants k12 , k23 , and k34 whose natural lengths of extension are l12 , l23 , and l34 . Let f1 , f2 , f3 , and f4 denote the rightward forces on the masses; e.g., f1 = k12 (x2 x1 l12 ). (a) Write the 4 4 matrix equation relating the column vectors f and x. Let K denote the matrix in this equation. Solution: k12 k12 k12 k12 k23 K= 0 k23 0 0 0 k23 k23 k34 k34 0 0 k34 k34

(b) What are the dimensions of the entries of K in the physics sense (e. g., mass times time, distance divided by mass, etc.)? Solution: mass time2

(c) What are the dimensions of det(K), again in the physics sense? Solution: mass time2
4

(d) Suppose K is given numerical values based on the units meters, kilograms, and seconds. Now the system is rewritten with a matrix K based on centimeters, grams, and seconds. What is the relationship of K to K? What is the relationship of det(K ) to det(K)? Solution: 1kg/sec = 103 g/sec . Thus, K = 103 K and det(K ) = 1012 det(K) 3. (Trefethen 1.4) Let f1 , f2 , . . . , f8 be a set of functions dened on the interval [1, 8] with the property that for any numbers d1 , d2 , . . . , d8 there exists a set of coecients c1 , c2 , . . . , c8 such that
8 2 2

cj fj (i) = di , i = 1, ..., 8
j=1

(a) Show by appealing to Lecture 1 of the text that d1 , d2 , . . . , d8 determine c1 , c2 , . . . , c8 uniquely. Solution: Consider the map B : (c1 , . . . , c8 ) (d1 , . . . , d8 ). range(B) = C8 . Thus B is invertible and (c1 , . . . , c8 ) is uniquely determined. (b) Let A be the 88 matrix representing the linear mapping from data d1 , . . . , d8 to c1 , . . . , c8 . What is the i, j entry of A1 ? Solution: A1 = B. i,j entry of A1 is fj (i). 4. (Trefethen 2.1) Show that if a square matrix A is both triangular and unitary, then it is diagonal. Solution: Let aj be the j-th column vector of A. Then a aj = ij . Without the loss of generality, we i can assume that A is upper triangular; aij = 0 for i > j. We are done when we prove aij = 0 for j > i. min(i,j) We will prove that using induction. Note that a aj = k=1 aki akj . For i = 1, a aj = a11 a1j = 1j . 1 i Then it is easy to see a1j = 0 for j > 1. Assume that anj = 0 for j > n, n = 1, . . . , i 1. For j > i, i i1 a aj = k=1 aki akj = k=1 aki akj + aii aij . By the induction hypothesis, the rst sum is zero and i ai aj = aii aij = ij . Again it is easy to see aij = 0 for j > i 5. (Trefethen 2.2) The Pythagorean theoream asserts that for a set of n orthogonal vectors {xi },
n n

xi
i=1

=
i=1

xi 2 . x1 + x2
2

(a) Prove this in the case n = 2 by an explicit computation of x1 + x2 2 . Solution: (x1 + x2 ) (x1 + x2 ) = x x1 + x x2 + x x1 + x x2 = x x1 + x x2 = x1 + x2 2 . 1 1 2 2 1 2 (b) Show that this computation also established the general case, by induction.

Solution: We will show this by induction. We have snown this when n = 2. n1 n1 n1 2 i=1 xi + xn . Since i=1 xi and xn are orthogonal, this is equal to i=1 xi n1 n 2 2 2 By induction hypothesis, this is equal to i=1 xi + xn = i=1 xi .

n i=1 2

xi 2 = + xn 2 .

6. (Trefethen 2.3) Let A Cmm be hermitian. An eigenvector of A is a nonzero vector x Cm such that Ax = x for some C, the corresponding eigenvalue. (a) Prove that all eigenvalues of A are real. Solution: Let x = 0 and are eigen pairs such that Ax = x. Then x x = (x) x = (Ax) x = x A x = x Ax = x (x) = x x. Since x x = 0, = . (b) Prove that if x and y are eigenvectors corresponding to distinct eigenvalues, then x and y are orthogonal. Solution: Let Ax = 1 x and Ay = 2 y where 1 and 2 are distinct real eigenvalues. 1 x y = (1 x) y = (Ax) y = x A y = x Ay = x (2 y) = 2 x y. Since 1 = 2 , x y = 0. 7. (Trefethen 2.4) What can be said of the eigenvalues of a unitary matrix? Solution: Let Qx = x. Since Q preserves the length of the vectors, x = Qx = x = || x . Thus || = 1. 8. (Trefethen 3.3) (a) Solution: (b) Solution: x x
2 2 2

= max |xi |2

|xi |2 = x 2 . Equality holds for x = e1 . 2

2 .

Equality holds for x = (1, 1, . . . , 1). (c) Solution: For y Cn , Ay Ay 2 A 2 y 2 A 2 n y = n A 2 y . Equality holds for A whose rst row is (1, 1, . . . , 1) and zero elsewhere. (d) Solution: Ay 2 m Ay m A y m A y 2 Equality holds for A whose rst column is (1, 1, . . . , 1) and zero elsewhere. 9. (Trefethen 3.4) (a) Solution: B can be written as a product of three matrices RAC where C Can you imagine what R and C look like? (b) Solution: 10. (Trefethen 4.1) (a) Solution: (b) Solution: 3 0 0 2 2 0 0 3 = = 0 1 1 0 0 1 1 0 0 1 0 0 1 3 0 3 0 0 2 0 2 1 0 0 1 1 0 0 1 B
p p

|xi |2 m max |xi |2 = m x

1 and R

1.

= RAC

A p.

0 (c) Solution: 0 0 (d) Solution: 1 0 1 1

2 1 0 = 0 0 0 1 0 1 1 = 1 0
1 2 1 2

0 2 0 0 1 0 2 0 0 0 2 0

0 0 0

0 1

1 0
1 2 1 2

1 2 1 2

(e) Solution:

1 2 1 2

0 0

1 2 1 2

1 2 1 2