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EE302 Problem Set 7

1 Vector Norms:

A vector norm is a function k k : Rn R0 satisfying the following properties.

kvk 0 v Rn
kvk = 0 iff v = 0
kvk = ||kvk R, v Rn
ku + vk kuk + kvk u, v Rn

Show that the following functions are vector norms (i.e. show that they satisfy the above properties). Note
that v = . .

a) kvk1 := |vi |
b) kvk2 := |vi |

c) kvk := max |vi |


2 Equivalence of Norms:

If k k and k k are norms on Rn , then there exists positive constants c1 and c2 such that,

c1 kvk kvk c2 kvk v Rn

Show that,

a) kvk2 kvk1 nkvk2

b) kvk kvk2 nkvk

c) kvk kvk1 nkvk

A norm defined on Rn gives rise to the notion of a corresponding sphere or ball in Rn . For example,
the ball centered at a point x0 with radius under a norm k k is defined as

B (x0 , ) := {x Rn | kx x0 k }.

Note that the ball under k k2 is the usual ball we understand in our everyday experience of 3D space.
Show that if the norms k k and k k are equivalent as per the definition above then every ball under k k
is contained in a bigger ball under k k which in turn is contained in a still bigger ball under k k .

3 Matrix Norms:

kAk := max where A Rmn
v6=0 kvk
kAvk2 v T AT Av
kAk2 = max = max
v6=0 kvk2 v6=0 vT v
Prove that:
a) kAk2 = max AT A
b) kAk1 = max |aij |
1jn i=1

c) kAk = max |aij |
1im j=1

4 Symmetric Positive Definite (SPD) Matrix:

Definition: A Rnn is SPD (A  0), if A = AT and

xT Ax 0 x Rn
and xT Ax = 0 x = 0

a) Suppose A Rnn and A = AT . Prove that A  0 if and only if all the eigenvalues of A are positive
b) Let A Rnn is symmeteric (that is, A = AT ). Suppose A  0, and define f (x) := xT Ax. Consider
the set Ek := {x Rn |f (x) k, k R+ }. Note that Ek has the shape of an ellipsoid. Prove that,
i) All axis of the ellipsoid Ek are orthogonal to each other.
ii) Major axis of the ellipsoid is along the eigenvector of A corresponding to smallest eigenvalue, and
Minor axis of the ellipsoid is along the eigenvector of A corresponding to largest eigenvalue.

c) Consider again A Rnn and A = AT . Define a function k k : Rn R in the following manner: for
v Rn
kvkA := v T Av.
Show that k kA is a norm on Rn if and only if A  0.
Related with the idea of positive-definite-ness of a symmetric matrix is that of positive-semi-definite-
ness. A matrix A Rnn , with A = AT , is said to be positive-semidefinite (denoted by A  0)
xT Ax 0 x Rn .
Note that there is no emphasis on xT Ax = 0 if and only if x = 0. That is for a positive-semidefinite
matrix A, the expression xT Ax might equal zero even if x is a non-zero vector.
Show that A = AT is positive-semidefinite if and only if A has non-negative real eigenvalues.

5 Matrix Polynomials:

Let p(s) R[s]. i.e. p(s) is a polynomial in s with real coefficients. Let A Rnn
Prove the following.

a) p(A) Rnn
b) is an eigenvalue of A if and only if p() is an eigenvalue of p(A).
and, A and p(A) have the same set of eigenvectors.
c) eAt has eigenvalues et , and eigenvectors are given by {v1 , v2 , . . .} that are eigenvectors of A.

6 Stability of Linear Dynamical System:

Let a linear-time-invariant (LTI) dynamical system be given by

= Ax
We have P = P T , P  0, and let Ek := {x Rn |xT P x k, k R+ }.
Show that, Ek is an invariant set k, for the dynamical system given above if and only if

AT P + P A  0

7 Jordan Canonical Form:

Consider the matrix

0 1 0 0
0 0 1 0
0 0 1
2 7 9 5
Find out the characteristic polynomial and all the eigenvalues of A. How many linearly independent eigen-
vectors are there? Find a non-singular matrix T R44 such that T 1 AT is a block diagonal matrix with
each block being a Jordan block. This is called the Jordan canonical form of the matrix A. Try to find out
other matrices which have the same characteristic polynomial but different Jordan canonical forms.
Consider the following LTI dynamical system

x = Ax,

where A is given as above. Find out eAt without using Laplace transform.