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Ps 5
Ps 5
The exercises for this week will not count toward your grade, but you are highly encouraged to
solve them all.
Througout these exercises, we will use the following notation:
• S+
n is the set of positive semi-definite n × n matrices.
• S++
n is the set of positive definite n × n matrices.
Whenever we say a matrix is positive semi-definite or positive definite, we require it to be real and
symmetric.
Exercise 1.
n such that A B but A2 B 2 .
1. Show that there exist two matrices A, B ∈ S++
n , and assume A B. Prove that B −1 A−1 .
2. Let A, B ∈ S++
Hint: It might help to first prove that for a matrix C ∈ Rn×n , we have C AC > C BC > .
Exercise 2.
For a matrix Z to be the pseudoinverse of a symmetric matrix M , you need to show that
1. Z > = Z .
2. Z v = 0 for v ∈ ker(M ).
3. M Z v = v for v ∈ ker(M )⊥ .
Prove that if Z and Y are both the pseudo-inverse of symmetric matrix M , then Z = Y , i.e. the
pseudo-inverse is unique.
Exercise 3.
Let M = X Y X > for some X , Y ∈ Rn×n , where X isPinvertible and M is symmetric. Fur-
n >
thermore, consider the spectral decomposition of M = i=1 λi v i v i . Then, we define ΠM =
>
P
i,λi 6=0 v i v i . ΠM is the orthogonal projection onto the image of M : It has the property that for
v ∈ im(M ), ΠM v = v and for v ∈ ker(M ), ΠM v = 0.
1
Prove that
Z = ΠM (X > )−1 Y + X −1 ΠM
is the pseudoinverse of M .
Exercise 4.
2. Use the statement above to give an upper bound on the effective resistance between any two
vertices u, v of G.
Exercise 5.
1. Calculate the expected hitting time E[H1,n ] of the random walk on the path graph Pn starting
in vertex 1 until it reaches vertex n.
2. Calculate the expected hitting time E[Ha,b ] for any two vertices a 6= b ∈ V in the complete
graphs Kn+1 .
3. The graph consisting of Kn and the path Pn joined at an arbitrary vertex of Kn and the first
vertex on Pn is often called the Lollipop graph Ln,n . Show that there exists a set of vertices
a, b ∈ V (Ln,n ), with E[Ha,b ] 6= E[Hb,a ].