THE UNIVERSITY OF HONG KONG

DEPARTMENT OF MATHEMATICS

MATH2822 Mathematical Methods for Actuarial Science II

Sample Test 2 Solutions

1. (2 points) Let A and B be square matrices of the same size such that det A = 2 and det B = 3.
Which of the following can be true?

(a) det (A2 ) = 16

(b) det (2A) = 8
(c) det (AB) = 5
(d) det (A−1 B) = 1

Solution. Answer: (b)

(a) ×: det (A2 ) = (det A)2 = 22 = 4

2 0
(b) ✓: e.g. A = ( )
0 1
(c) ×: det (AB) = (det A)(det B) = (2)(3) = 6
1 1 3
(d) ×: det (A−1 B) = ⋅ (det B) = ⋅ 3 =
det A 2 2

2. (2 points) Let A and B be two m × n matrices, and let c and d be two m × 1 vectors. It is
known that the equations Ax = c and By = d have a common solution. Which of the following
must be true?

(a) the equation (A + B)x = c + d is consistent

(b) the equation ABx = c is consistent
(c) if A ≠ B, then both A and B are non-invertible
(d) the equations Ax = c and By = d have infinitely many common solutions

Solution. Answer: (a)

(a) ✓: let v be the common solution to Ax = c and By = d, so (A + B)v = Av + Bv = c + d

(b) ×: e.g. A = I, B = O, c = e1 , d = 0
(c) ×: e.g. A = I, B = 2I, c = d = 0
(d) ×: e.g. A = B = I, c = d = 0

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3. (2 points) Let A be an n×n matrix where n ⩾ 2. Which of the following implies A is invertible?

(a) det A = 0
(b) Ax = 0 has infinitely many solutions (where the equation is well-defined)
(c) A2 x = 0 only has the trivial solution (where the equation is well-defined)
(d) adj A = O

Solution. Answer: (c)

(a) ×: by theorem 7.3

(b) ×: by proposition 7.6
(c) ✓: A2 is invertible (proposition 7.6) ⇒ det (A2 ) ≠ 0 (theorem 7.3) ⇒ det A ≠ 0 ⇒ A is
invertible (theorem 7.3)
(d) ×: A is non-invertible since otherwise adj A is invertible by Q4(a) of tutorial 9

4. (3 points) Let D be the triangle in R2 with vertices (0, 0), (k, 0) and (0, 2k), where k is a
positive real number. Given that ∬ x dA = 9, find the value of k.
D

Solution. Answer: 3

The boundaries of D are straight lines with equations x = 0, y = 0 and y = 2k − 2x. Therefore,
the bounds for x and y are 0 ⩽ x ⩽ k and 0 ⩽ y ⩽ 2k − 2x respectively. It follows that
k 2k−2x k x=k
2 1
9 = ∬ x dA = ∫ ∫ x dy dx = ∫ x(2k − 2x) dx = [kx2 − x3 ] = k3 .
D 0 0 0 3 x=0 3
Thus, k = 3.

(0, 2k)
y = 2k − 2x

x
(0, 0) (k, 0)

2
 √
5. (3 points) Let D be the region in R3 inside the cone z = −2 x2 + y 2 and lying above the plane
√
z = −4. Compute ∭ x2 + y 2 dV . (Correct the answer to 2 decimal places.)
D

Solution. Answer: 16.76

Using cylindrical coordinates, the equation of the cone becomes z = −2r. Since z ⩾ −4, we
need 0 ⩽ r ⩽ 2. Then the bounds for z are −4 ⩽ z ⩽ −2r. It follows that
√ 2π 2 −2r 2 16π
∭ x2 + y 2 dV = ∫ ∫ ∫ r ⋅ r dz dr dθ = 2π ∫ r2 (4 − 2r) dr = ≈ 16.76.
D 0 0 −4 0 3

6. (3 points) Find all possible value(s) of k such that the following system of linear equations
has infinitely many solutions.

2x + (k − 3)y = 4,
{
kx + (k + 3)y = k + 6

Solution. Answer: 6

2 k−3
If the coefficient matrix A = ( ) is invertible, the system has a unique solution by
k k+3
proposition 7.3. So A must be non-invertible. By theorem 7.3, we need det A = −k 2 +5k +6 = 0.
The solutions are k = 6, −1.

2x + 3y = 4,
When k = 6, the equation becomes { , which has infinitely many solutions as
6x + 9y = 12
it is the same as 2x + 3y = 4.

2x − 4y = 4,
When k = −1, the equation becomes { , which has no solution as the two
−x + 2y = 5
equations contradict with each other.

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7. (8 points) Let D be the (unique) bounded region in R3 enclosed by the plane y = 4 and the
1
surfaces with equations z = y − x2 + 4 and z = (y − x2 + 4). Find the volume of D.
2
√
512 2
Solution. Answer:
15
1
Indeed, D is the region determined by the constraints y ⩽ 4, z ⩽ y − x2 + 4 and z ⩾ (y − x2 + 4).
2
This can be seen by plotting the graph, and can also be justified by the algebraic steps below
(which show x, y, z are bounded).

1 1
Firstly, since y − x2 + 4 ⩾ z ⩾ (y − x2 + 4), we have (y − x2 + 4) ⩾ 0. This means x2 ⩽ y + 4 ⩽ 8.
2 √ √ 2
Therefore, the bounds for x are −2 2 ⩽ x ⩽ 2 2. Then it is clear that x2 − 4 ⩽ y ⩽ 4 and
1
(y − x2 + 4) ⩽ z ⩽ y − x2 + 4. Thus, the volume of D is
2
√
2 2 4 y−x2 +4
∭ 1 dV = ∫ √ ∫ ∫ 1 dz dy dx
D −2 2 x2 −4 12 (y−x2 +4)
√
2 2 4 1
= ∫ √ ∫ 2 (y − x2 + 4) dy dx
−2 2 x −4 2
√
2 2 1 y=4
1
= ∫ √ [ y + (4 − x )y] 2 dx
2 2
−2 2 4 2 y=x −4
√
2 2 1
= ∫ √ ( x − 4x + 16) dx
4 2
−2 2 4
√
x=2 2
√
1 5 4 3 512 2
= [ x − x + 16x] √ = .
20 3 x=−2 2 15

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 ⎛2 2 3⎞
8. (a) (4 points) Find the inverse of A = ⎜3 3 4⎟ by converting the matrix (A∣I) to the
⎝4 5 8⎠
reduced row echelon form.
(b) (4 points) Solve the following system of linear equations using matrices.
⎧
⎪ 3x + 2y + 2z = 1,
⎪
⎪
⎨ 4x + 3y + 3z = 3,
⎪
⎪
⎪
⎩ 8x + 5y + 4z = 5

Solution.
⎛4 −1 −1⎞
(a) Answer: ⎜−8 4 1⎟
⎝3 −2 0⎠

We apply EROs as follows.

⎛ −2 −2 −3 −1 0 0 ⎞
r2 +r1 →r1
⎛ 1 1 1 −1 1 0 ⎞
(A∣I) ÐÐÐÐ→ ⎜ 3 0 1 0 ⎟ ÐÐÐÐÐ→ ⎜ 3 3 4 0 1 0 ⎟
−r1 →r1
3 4
⎝ 4 5 8 0 0 1 ⎠ ⎝ 4 5 8 0 0 1 ⎠
−3r1 +r2 →r2 ⎛ 1 1 1 −1 1 0 ⎞ ⎛ 1 1 1 −1 1 0 ⎞
r2 ↔r3
ÐÐÐÐÐÐÐ→ ⎜ 0 0 1 −2 0 ⎟ ÐÐÐ→ ⎜ 0 1 4 −4 1 ⎟
−4r1 +r3 →r3
3 4
⎝ 0 1 4 4 −4 1 ⎠ ⎝ 0 0 1 3 −2 0 ⎠
⎛ 1 0 −3 −5 5 −1 ⎞ 3r3 +r1 →r1 ⎛ 1 0 0 4 −1 −1 ⎞
ÐÐÐÐÐÐ→ ⎜ 0 1 −4 1 ⎟ ÐÐÐÐÐÐÐ→ ⎜ 0 1 0 −8 1 ⎟
−r2 +r1 →r1 −4r3 +r2 →r2
4 4 4
⎝ 0 0 1 3 −2 0 ⎠ ⎝ 0 0 1 3 −2 0 ⎠

⎛4 −1 −1⎞
This shows A−1 = ⎜−8 4 1 ⎟.
⎝3 −2 0⎠

(b) Answer: x = −3, y = 9, z = −4

Rewrite the equation as

⎧
⎪ 2z + 2y + 3x = 1,
⎪
⎪
⎨ 3z + 3y + 4x = 3,
⎪
⎪
⎪
⎩ 4z + 5y + 8x = 5.
By proposition 7.3, we have

⎛z ⎞ ⎛1⎞ ⎛ 4 −1 −1⎞ ⎛1⎞ ⎛−4⎞

⎜y ⎟ = A−1 ⎜3⎟ = ⎜−8 4 1 ⎟ ⎜3⎟ = ⎜ 9 ⎟ .
⎝x⎠ ⎝5⎠ ⎝ 3 −2 0 ⎠ ⎝5⎠ ⎝−3⎠

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9. Let k be a real number.

⎛k 2 6 1⎞
⎜1 k+1 2 2⎟
(a) (5 points) Find the determinant of B = ⎜ ⎟ in terms of k.
⎜−2 0 k−2 −3⎟
⎝−2 1 3 0⎠
(b) (4 points) Find the value(s) of k such that the following system of linear equations only
has the trivial solution.
⎧
⎪ kw + 2x + 6y + z = 0,
⎪
⎪
⎪
⎪ w + (k + 1)x + 2y + 2z = 0,
⎨
⎪
⎪ −2w + (k − 2)y − 3z = 0,
⎪
⎪
⎪
⎩ −2w + x + 3y = 0

Solution.
(a) Answer: 9k 2 + 28k + 20

We have
RRR k 1 RRRR RR k + 4 1 RRRR R
RRR 2c2 +c1 →c1 RRRRR
2 6 2 0
RRR R Rk+4 1 RRRR
2 RR −3c2 +c3 →c3 RR2k + 3 k + 1 −3k − 1 2 RRRR RRRR
0
RRR 1 k+1
2 RRRR
2
RRR−2 = = R + −3k −1
−3RRRR RRR −2 −3RRRR RRRR
2k 3
k−2 k−2 R
RRR RRR −3RRRR
0 0
RRR R R −2 −
0 RRRR R
RRR−2 RRR 0 k 2
1 3 0 RR 1 0
RRR 0 0 1 RRRR
−(k+4)c3 +c1 →c1 RR −5 −3k − 1
= R
RRR −5 −3k − 1 2 RRRR = ∣ ∣
RRR3k + 10 R
RRR 3k + 10 k−2
R k − 2 −3 R
= 9k 2 + 28k + 20.

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(b) Answer: k ≠ −2, −
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The homogeneous system only has the trivial solution if and only if the coefficient matrix
B is invertible by proposition 7.6. This holds if and only if det B ≠ 0 by theorem 7.3.
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Equivalently, 9k 2 + 28k + 20 = (k + 2)(9k + 10) ≠ 0. So k ≠ −2, − .
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