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7 views2 pagesLinear system HW1

Oct 30, 2017

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Linear system HW1

© All Rights Reserved

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Linear system HW1

© All Rights Reserved

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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

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

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

(a) J =0 ? If yes, find x. If not, explain why.

(b) J< 0? Explain.

(c) J> 0? Explain.

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