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Prof. Szu Chi Tien Nguyen Van Thanh P96007019 Inst. of Manufacturing & Information Systems 1001- N154000 Linear System
Table of Contents
Problem 1........................................................................................................................ 2 Problem 2........................................................................................................................ 5 Problem 3........................................................................................................................ 6 Problem 4...................................................................................................................... 10 Problem 5...................................................................................................................... 13 Problem 6...................................................................................................................... 15
Page 1
Problem 1
1. Given a matrix A size of , with . Let matrix A be real. According to the
I is identity matrix (hence, U and V have full rank). From the property of the singular value decomposition, ( ) ( ) (1.1)
Where r is the number of nonzero singular values and they satisfy the condition:
( )
(1.3)
] (1.4) Page 2
[ ( ) ( )
] (1.5)
2. If the above matrix A has full rank that means: 3. Check the result with the following matrices.
How to find matrices U, S and V: in Matlab, it is easy to do, but we want to know the way to get the result Step 1: calculate ( ) [ ( ] ). And then, we get . ).
matrix VT (V) by orthogonalizing X. Hows about matrix S? We have Step 2: similarly, calculate ( [ ) ] ( ).
Where, Yi is the eigenvector of AAT corresponding to i(AAT). And then, we get matrix UT (U) by orthogonalizing Y.And matrix S doesnt change because s dont change, but note that get the result. After that, we get the form: , size(S) maybe changes, we need to adjust to
Page 3
(a)
We can expressed,
+* ( ) [ ]
+[ ( )
(b)
Page 4
Problem 2
If A and C are nonsingular, find the inverse of the matrix, * Solution: Assume, * From the property of the matrix inverse, we have, * Hence, * + * + +* + * + (I is identity matrix) + +
Page 5
Problem 3
Let, [ ]
1. Find the characteristic polynomial equation of the matrix A. The characteristic polynomial equation of the matrix A is, ( ) ( ) ([ ( )| | ]) ( )[( ) ]
2. Find the eigenvalues f A using the characteristic polynomial. Now we solve the characteristic polynomial equation of the matrix A. ( )[( ) ] ( { ) {
3. Determine the eigenvectors of A from the definition using the Matlab function eig(A). ( - With [ : ][ ] { ( ) ) [
Page 6
- With [
: ][ ] { ( ) {
[ ]
4. Using only the eigenvalues of A, find the eigenvalues of the matrix B, where Firstly, we have, ( Linear system class HW1 ) ( ) Page 7
( )
( ) (a) ( ) - With
( )
( )
( ) :
( )
( )
( ) - With : ( ) - With :
( ( ( )
) ) ( )
( ( ( )
) )
(b) From section 1, we have the characteristic polynomial equation of the matrix A is ( ) According to the Cayley Hamilton theorem, hence, ( ) For every (c) From property of similarity transformation, we choose, [ ] .
Where, V1,V2, and V3 are three eigenvectors of matrix A. Where, Linear system class HW1 Page 8
] [ ]
( ) ( )
( )
Page 9
Problem 4
Let ( ) ( ), find Y(s) the Laplace transform of y(t). Show that y(t) is the
solution of a homogenous linear differential equation with appropriate initial conditions. Solution ( ) [ ( )] Where, ( ) ( )) ( )) ( * ( ( ) ( ( ) ) ( )( ) + ( ( )) ) ( ) ( ) ( ) ( ( ))
( ) )
Page 10
( ) ( (
) )
( )
( )
( ( ) (
) )
(4.1)
( )) ( ))
( ) ( ) ( ) ) ( ( ) )
( ) ( )
( ) ( )
( ) ( )
( )
( )
( )
( )
( ( )) Let (
( ) ( )
( )
( )
( )
( )
( ) ( )
( )
( )
( )
( )
So, y(t) is the solution of a homogenous linear differential equation: Linear system class HW1 Page 11
( )
( )
( )
( )
( )
( )
( )
( )
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Problem 5
* + * +
2. Find the Euclidian norm of the vector (i.e., ) and its normalized vector. * +* + * + * + Hence, ys normalized direction vector is, * + | | + [ ]* +
3. Describe geometrically the operations performed by the transformation A onto the vector x. Before transform * + | | ( ) After transform: * + ( ) Linear system class HW1 | | [ ]* +
( ) ( ) Page 13
* +
doesnt change the direction, but changes the Euclidean norm. 4. Is ||y|| greater or less than | | | | | | | ? || |
5. Using the Rayleigh - Ritz inequality, find a set of lower and upper bounds on for any arbitrary x. Obviously, , where 0 and are the
non useful lower and upper bounds on ||y||. Applying the Rayleigh - Ritz inequality to | ( ( ( ( )| )| )| )| | So for any arbitrary x, | For the given * + | | | | | | | | | | | | | | | | | | | | ( ( ( | ( )| )| )| ) | | |
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Problem 6
Let [ ]
2. Can the eigenvalues of A be complex? Explain. Verify your answers using the Matlab function eig(A). (6.1)
We can obtain the eigenvalues of a matrix A by using the Matlab command eig(A): {
So, they are all real as they should be. 3. Find the quadratic expression [ ]
( ( )
][
][ ]
4. Can you find a vector x such that: (a) J = 0? If yes, find x. If not, explain why? Linear system class HW1 Page 15
From the Rayleigh Ritz inequality: ( ) The eigenvalues of matrix A are: { ( ) Hence, yes, we can find a vector x such that J = 0. Since ( ) that ( eigenvalue ) . ( ( ) ) [ ] is along the eigenvector ( )
corresponding to the
(b) J < 0? Explain. No. There is no vector x that can produce J < 0, because the matrix A is positive semi-definite ( ( ) (c) J > 0? Explain. Yes. We can find a vector x such that J > 0, because the matrix A is positive semidefinite ( ( ) ( [ ] ). Clearly see that, for any vector x is not in the null space of A ) such that J > 0. ) with all its eigenvalues non-negative.
For example,
[ ] yields J = 2 > 0.
Page 16