Math 219 Homework 1 Solutions

1. Let Q be the matrix

_
_
_
1

3
1

2
q
13
1

3
1

2
q
23
1

3
0 q
33
_
_
_.
Find values for q
13
, q
23
, and q
33
so that Q is an orthogonal matrix.
Solution: Check that the rst two columns are orthonormal:
_
1

3
1

3
1

3
_
_
_
_
1

2
1

2
0
_
_
_ = 0,

_
1

3
1

3
1

3
_

=
_
1
3
+
1
3
+
1
3
= 1,
and

_
1

2
1

2
0
_

=
_
1
2
+
1
2
+ 0 = 1.
Now nd a vector orthogonal to the rst two columns. One solution to the linear
system
1

3
x +
1

3
y +
1

3
z = 0
1

2
x
1

2
y = 0
is x = 1, y = 1, and z = 2 since
_
1

3
1

3
1

3
0
1

2
1

2
0 0
_
is row equivalent to
_
1 0
1
2
0
0 1
1
2
0
_
Normalizing this vector gives
q
13
=
1

6
, q
23
=
1

6
, and q
33
=
2

6
.
Check that the solution works:
_
_
_
1

3
1

2
1

6
1

3
1

2
1

6
1

3
0
2

6
_
_
_
_
_
_
1

3
1

3
1

3
1

2
1

2
0
1

6
1

6
2

6
_
_
_ =
_
_
1 0 0
0 1 0
0 0 1
_
_
.
1
Note: The only other solution is
q
13
=
1

6
, q
23
=
1

6
, and q
33
=
2

6
.
2. The Woodbury binomial inverse theorem claims that if A is a square, nonsingular
matrix; the matrix quantity A+ BCD exists, where B, C, and D are matrices;
C is square and nonsingular, and C
1
+DA
1
B is nonsingular; then
(A+BCD)
1
= A
1
A
1
B(C
1
+DA
1
B)
1
DA
1
.
Verify this claim.
Pf:
(A+BCD)
_
A
1
A
1
B(C
1
+DA
1
B)
1
DA
1

= I B(C
1
+DA
1
B)
1
DA
1
+BCDA
1
BCDA
1
B(C
1
+DA
1
B)
1
DA
1
= I B(C
1
+DA
1
B)
1
DA
1
+BCDA
1
BC
_
C
1
+DA
1
BC
1

(C
1
+DA
1
B)
1
DA
1
= I B(C
1
+DA
1
B)
1
DA
1
+BCDA
1
BCDA
1
+B(C
1
+DA
1
B)
1
DA
1
= I.
3. Let X be an n p matrix with rank r p. Verify that if (X

X)

is a generalized
inverse of X

X, then [(X

X)

is also a generalized inverse of X

X.
Pf: Assume (X

X)

is a generalized inverse of X

X. Then by denition,
X

X(X

X)

X = X

X. (1)
Taking the transpose of both sides of (1), we obtain
(X

X)

[(X

X)

(X

X)

= (X

X)

X[(X

X)

X = X

X.
Thus, [(X

X)

is a generalized inverse of X

X.
4. (Exercise 1.6, p. 29) Verify whether the columns of A are linearly independent
given
A =
_
_
3 3 3
2 2 2
0 1 0
_
_
.
Solution: The reduced row echelon form of A is I
3
. Thus, the only solution to
Ax = 0 is x = 0, and the columns of A are linearly independent.
2
5. (Exercise 1.9, p. 29) Find all matrices that commute with the matrix
B =
_
_
b 1 0
0 b 1
0 0 b
_
_
.
Solution: In order for a matrix A = [a
ij
], i, j = 1, . . . , 3, to commute with the
matrix B, we require that AB = BA. Computing the product on both sides and
equating them gives conditions a
11
= a
22
= a
33
, a
12
= a
23
, and a
21
= a
31
= a
32
=
0.
6. (Exercise 1.12, p. 29) For any n n matrix A, show that the matrices A

A and
AA

are symmetric.
Pf: A matrix X is symmetric if X

= X. Since (A

A)

= A

(A

= A

A and
(AA

= (A

= AA

, the matrices A

A and AA

are symmetric.
7. (Exercise 1.22(a), p. 30) Show that (I + AB)
1
= I A(I + BA)
1
B, provided
AB and BA exist. Hint: Use the Woodbury binomial inverse theorem.
Solution: For clarity, Im going to restate the Woodbury binomial inverse theorem
using dierent letters:
(U+VWX)
1
= U
1
U
1
V(W
1
+XU
1
V)
1
XU
1
.
Now, let U = I, V = A, W = I, and X = B. Then
(I +AB)
1
= I
1
I
1
A(I
1
+BI
1
A)
1
BI
1
= I A(I +BA)
1
B.
8. (Exercise 3.1, p. 88) Find a generalized inverse of
(a) A =
_
_
1 2
1 1
1 0
_
_
, and
(b) A =
_
_
1 2 4 3
3 1 2 2
5 4 0 7
_
_
.
Solution:
(a) The rank of A is 2, so we dont need to permute the matrix. Dene P
1
= I
3
,
P
2
= I
2
, and A
11
=
_
1 2
1 1
_
. Then a generalized inverse of A is
A

= P
2
_
1 2 0
1 1 0
_
P
1
=
_
1 2 0
1 1 0
_
.
3
(b) The rank of A is 2. Again, we dont need to permute the matrix because the
rst two columns are linearly independent. Dene P
1
= I
3
, P
2
= I
4
, and
A
11
=
_
1 2
3 1
_
. Then a generalized inverse of A is
A

= P
2
_
_
_
_
1/7 2/7 0
3/7 1/7 0
0 0 0
0 0 0
_
_
_
_
P
1
=
_
_
_
_
1/7 2/7 0
3/7 1/7 0
0 0 0
0 0 0
_
_
_
_
.
4