THE UNIVERSITY OF HONG KONG

DECEMBER 2008 EXAMINATION

MATHEMATICS: PAPER MATH2303 MATRIX THEORY AND ITS

APPLICATIONS

(To be taken by BSc, BEcon, BEcon&Fin, BEng( CompSc), BEng(EComE),

BSc( ActuarSc) & MPhil students)

12 December, 2008 9:30a.m. - 12:00noon

Candidates may use any self-contained, silent, battery-operated and pocket-sized cal-
culator. 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 SIX 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.

1. (15 points)

Let A, B E nrnxn.

(a) Show that AB is similar to BA if either A orB is nonsingular.

(b) Show that (A: ~:) is similar to ( ~ ~~) . Hence, or otherwise, show
that AB and BA have the same characteristic polynomial.

.
[H1nt: Cons1.der (AB On) (In A) and (In A) (On OnA) . Here On
B On On In On In B B
and In denote then x n zero and identity matrices respectively.]

(c) Give an example of A, BE R 2 x 2 in which AB is not similar to BA. Explain

your answer.

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2. (15 points)

Let A E JFnxn. Suppose that A is an eigenvalue of A with algebraic multiplicity

ma and geometric multiplicity m 9 • Prove or disprove the following:

(a) A is also an eigenvalue of AT with algebraic multiplicity ma and geometric

multiplicity m 9 .

(b) A and AT have the saine eigenvectors.

(c) For all positive integers k, the algebraic multiplicity of )..k as an eigenvalue
of Ak is also ma.

3. (15 points)

Suppose A is a square matrix of order n which is idempotent, that is, A satisfies

A 2 =A.

(a) Show that the eigenvalues of A are either 0 or 1.

(b) Show that A is similar to In-k EB Ok for 0 :5 k :5 n, where In-k and Ok

denote respectively the (n- k) x (n- k) identity matrix and the k x k zero
matrix. [Hint: Consider the possible Jordan form of A.]

4. (20 points)

(a) Let A E JFmxn and bE JFm. Prove that the vector x :=A-b, where A- is
the pseudo-inverse of A, is the unique vector in JFn that satisfies

(i) I!Ax - bilE :5 IlAx- bilE for all x E JFn, and

(ii) llxiiE < llxiiE for all x E JFn which satisfy IIAx- bilE= IIAx- bilE and
x # x. (Here 11· liE denotes the Euclidean norm).

(b) Let A E JFmxr and B E JFrxn. Show that if rankA = rankB = r, then
(AB)-=B-A-.

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5. (15 points)

Let A= (aii) E cmxn have rank r and nonzero singular values 0"1 ~ ••• ~ O"r.

Denote by 11 · IIF and 11 · ll2 respectively the Frobenius norm and the spectral
norm, defined by IIAIIF = Jtr (A* A) and IIAII2 = o-1.

(a) Show that

m n r
(i) IIAII} = L L laii1 = L O";, 2

i=1 j=1 i=1

(b) Show that IIAIIF = IIAII2 if and only if rank A < 2.

6. (20 points)

(a) Let A E lFmxn have rank r ~ 1 and nonzero singular values 0"1 ~ ··• ~ O"r.

Define a (m+ n) x (m+ n) matrix

H(A) = (~: ~),

where Om and On are m x m and n x n zero matrices respectively.

(i) Show that H(A) is Hermitian.

(ii) Show that the m+ n eigenvalues (counting algebraic multiplicities) of
H(A) are

[Hint: Consider the singular value decomposition (version 2) of A and

try to write H (A) in the form of W DW* where W has orthonormal
columns and D is a diagonal matrix.]

(b) Let A E cnxn. Define AH = ~(A+ A*), the Hermitian part, and AK =
~(A- A*), the skew-Hermitian part of A. Then A= AH + AK. Show that

the following statements are equivalent:

(i) A is normal.
(ii) AH and AK commute with each other.

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(iii) AH and AK. are simultaneously diagonalizable by unitary similarity.
[X, Y E cnxn are simultaneously diagonalizable by unitary similarity
if there exists a unitary matrix U E cnxn such that both U* XU and
U*YU are diagonal.]

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