THE UNIVERSITY OF HONG KONG

DECEMBER 2006/JANUARY 2007 EXAMINATION

MATHEMATICS: PAPER MATH2303 MATRIX THEORY AND ITS

APPLICATIONS

(To be taken by BSc & BSc(ActuarSc) students)

15 December, 2006 2:30p.m. - 5:00p.m.

Candidates may use any self-contained, silent, battery-operated and pocket-sized

calculator. The calculator should have numerical-display facilities only and should
be used only for the purposes of calculation. It is the candidate's responsibility to
ensure that his/her calculator operates satisfactorily.

Candidates must record the name and type of their calculators on the front page
of their examination scripts.

Answer ALL FIVE questions

NOTE: You should always give precise and adequate explanations to support your
conclusions. Clarity of presentation of your argument counts. So think carefully
before you write.

~e: ::ks() i i :::;) .

1

1.
1 2 -1
(a) Find the characteristic polynomial of A.

(b) Determine(~he gorga)n Form of A.

(c) Let B = 1 1 0 .. Is B similar to A? Explain your answer.

0 0 2

2. (15 marks)
1
1 1
2 -5)
-7
G D (j5
4
Let A= 4 andB= -8 .
2 5
2
-7 -8 20
/Q2.(a) .....
1
MATHEMATICS: PAPER MATH2303 Matrix Theory and Its Applications

(a) Show that the largest eigenvalue of A is greater than or equal to five.

(b) Show that B can have at most one non-positive eigenvalue.

(c) Show that B is positive semidefinite.

3. (20 marks)

Let A E cnxn have singular values a1 2:: · · · 2:: an and eigenvalues .Ai,··· , An·
(a) Show that
n n
Lat 2:: L1>-i1 2

i=l i=l

with equality holds if and only if A is normal.

(b) Show that

n n
II =II I.Ail·
i=l
O"i
i=l

(c) Suppose A E crxr is formed by deleting n - r rows and n - r columns

from A. Let the eigenvalues of A be denoted by ~1, · · · , ~r· Show that

r r
II 1~i1 ~II
i=l i=l
O"i·

4. (25 marks)

Let A, B be· two Hermitian matrices of order n whose eigenvalues are

.A1(A) 2:: · · · 2:: >-n(A) and .A1(B) 2:: · · · 2:: >-n(B).

Define C = A + B and let

be its eigenvalues.

/Q4.(a) .....
2
MATHEMATICS: PAPER MATH2303 Matrix Theory and Its Applications

(a) Show that for each 1 ~ j ~ n,

(b) Suppose V is a vector subspace of en. Define

Rv(A) = max{x* Ax Ix E V, x*x = l}.

Show that if Vi, V2 are two vector subspaces of en, then

(c) Let k, £, m ~ 1. Show that if£+ m = k + 1, then

Show that if f, + m = k + n, then

(d) Prove that

where a 1 (B - A) is the largest singular value of B - A.

5. (25 marks)
Let A E enxn be a positive semidefinite matrix and we shall denote the null
space of A by N(A).

(a) Show that (J + A)- 1 exists.

/Q5.(b) .....
3
MATHEMATICS: PAPER MATH2303 Matrix Theory and Its Applications

(b) Show that if x is an eigenvector associated with an eigenvalue ).. of A,

then x is also an eigenvector of both I - A and (I + A )- 1 . Find the

corresponding associated eigenvalues and hence show that if x E N(A),

then

(I - A)(I + A)- 1 x = x.

(c) Prove that if x -::/= 0 is in the orthogonal complement of N (A), then

here II · llE is the usual Euclidean norm on en. [Hint: You may use the

fact that the orthogonal complement N(A)J_ is the sum of the null spaces

N(A - >..I) associated with the non-zero eigenvalues).. of A.]

(d) Prove that

for all x E en and the equality holds if and only if x E N (A).

******* End of Paper *******