_ _

_ _ _ _
_ _
_ _
18.06 PSET 8 SOLUTIONS
APRIL 15, 2010
Problem 1. (6.3, #14) The matrix in this question is skew-symmetric (A
T
= A):
_ _
0 c b
u = cu
2
bu
3 1
du

=
_
c 0 a
_
u or u
2
= au
3
cu
1
dt
b a 0
u

= bu
1
au
2
3
(a) The derivative of u(t)
2
= u
1
2
+u
2
2
+u
3
3
is 2u
1
u
1

+2u
2
u
2

+2u
3
u
3

. Substitute u
1

, u
2

, u
3

to get zero.
Then u(t)
2
stays equal to u(0)
2
.
(b) When A is skew-symmetric, Q = e
At
is orthogonal. Prove Q
T
= e
At
from the series for Q = e
At
.
Then Q
T
Q = I.
Solution. (4 points)
(a)

2u
1
u
1
+2u
2
u
2
+2u
3
u = 2u
1
(cu
2
bu
3
) +2u
2
(au
3
cu
1
) +2u
3
(bu
1
au
2
) = 0.
3
(b) The important points are that (A
n
)
T
= (A
T
)
n
= (A)
n
, and that we can take transpose termwise
in a sum:
_ _
T
Q
T
=

A
n
t
n
=

(A
n
)
T
t
n
=

(A)
n
t
n
= e
At
.
n! n! n!
n=0 n=0 n=0
Then,
Q
T
Q
At At 0
= e e = e = I
because A and A commute (but I dont think the problem intended for you to have to actually
check this!).
Problem 2. (6.3, #24) Write A =
1 3
as SS
1
. Multiply Se
t
S
1
to nd the matrix exponential
0 0
e
At
. Check e
At
and the derivative of e
At
when t = 0.
Solution. (4 points)
2 2
=
1 0
and S =

1 1
.
0 3 0 1
Then,
3 t t
t e e
Se
t
S
1
=
e
2
3

t
2
0 e
This is the identity matrix when t = 0, as it should be.
The derivative matrix is
e
t
3/2e
3t
1/2e
t
0 3e
3t
which is equal to A when t = 0, as it should be.
1
_ _
_ _ _ _
_ _ _ _
_ _
_ _

Problem 3. (6.3, #28) Centering y = y in Example 3 will produce Y
n+1
2Y
n
+ Y
n1
= (t)
2
Y
n
.
This can be written as a one-step dierence equation for U = (Y, Z):
Y
n+1
= Y
n
+tZ
n
_
1 0
_ _
Y
n+1
_ _
1 t
_ _
Y
n
_
= .
Z
n+1
= Z
n
tY
n+1
t 1 Z
n+1
0 1 Z
n
Invert the matrix on the left side to write this as U
n+1
= AU
n
. Show that det A = 1. Choose the large
time step t = 1 and nd the eigenvalues
1
and
2
=
1
of A:
A =

1
1
1
has |
1
| = |
2
| = 1. Show that A
6
is exactly I.
0
After 6 steps to t = 6, U
6
equals U
0
. The exact y = cos t returns to 1 at t = 2.
Solution. (12 points) We have
_ _
1
_ _ _ _ _ _ _ _
1 0 1 0 1 0 1 t 1 t
t 1
=
t 1
and so A =
t 1 0 1
=
t 1 (t)
2
Clearly det A = 1: it is the product of two matrices that are triangular with ones on the diagonal, and so
each have determinant 1.
_ _
For t = 1, the matrix becomes

1
1 0
1
. The eigenvalues are the roots of the polynomial
2
+1 = 0:
1 +i

3 1 i

1
= and
2
= =
1
.
2 2
These numbers are actually pretty special: Since
2
= 1, they satisfy
3
=
2
= 1 and so
6
= 1.
Since
1
=
2
, there is a basis v
1
, v
2
consisting of eigenvectors for A. So to check that A
6
= I, it is enough

6
to check this on the basis v
1
and v
2
. But, A
6
v
1
=
1
v
1
= v
1
and A
6
v
2
=
2
v
2
= v
2
!
(I dont think there was a question in the last sentence. . . )
Problem 4. (6.3, #29) The centered choice (leapfrog method) in Problem 28 is very successful for small
time steps t. But nd the eigenvalues of A for t =

2 and 2:
1

2 1 2
A = and A =

2 1 2 3
Both matrices have || = 1. Compute A
4
in both cases and nd the eigenvectors of A. That value t = 2
is at the border of instability. Time steps t > 2 will lead to > 1, and the powers in U
n
= A
n
U
0
will | |
explode.

Note You might say that nobody would compute with t > 2. But if an atomvibrates with y = 1000000y,
then t > .0002 will give instability. Leapfrog has a very strict stability limit. Y
n+1
= Y
n
+ 3Z
n
and
Z
n+1
= Z
n
3Y
n+1
will explode because t = 3 is too large.
Solution. (12 points) For t =

2, the eigenvalues are the roots of

2
+ 1 = 0, that is i . For t = 2,
the eigenvalues are the roots of
2
+2 +1 = 0, that is 1 (with algebraic multiplicity two).
In the rst case, A
4
= I (for the same reason as in the previous problem, or just multiply it out). The
eigenvectors of A (for i, i respectively) are (multiples of)
v
1
=
1 +i
and v
2
=
1 i
.

2i

2i
In the second case, we dont get distinct eigenvectors and have to multiply it out:
A
4
7 8
= .
8 9
The eigenvectors of A for = 1 are (multiples of)
1
1
2
_ _ _ _ _ _ _ _
_ _ _ _
_ _
(Note that the algebraic multiplicity of = 0 is two, while the geometric multiplicity is one: That is, there
is a one-dimensional space of eigenvectors.)

Problem 5. (6.3, #30) Another good idea for y = y is the trapezoidal method (half forward/half back):
This may be the best way to keep (Y
n
, Z
n
) exactly on a circle.
Trapezoidal
1 t/2 Y
n+1
=
1 t/2 Y
n
t/2 1 Z
n+1
t/2 1 Z
n
(a) Invert the left matrix to write this equation as U
n+1
= AU
n
. Show that A is an orthogonal matrix:
A
T
A = I. These points U
n
never leave the circle. A = (I B)
1
(I +B) is always an orthogonal
matrix if B
T
= B.
(b) (Optional MATHLAB) Take 32 steps from U
0
= (1, 0) to U
32
with t = 2/32. Is U
32
= U
0
? I
think there is a small error.
Solution. (12 points)
(a) I get
_ _
1 4 2 t 4(t)
2
4 t
1 t/2
(t)
2
+4 (t)
2
+4 (t)
2
+4 (t)
2
+4
t/2 1
=
2 t 4
and A =
4 t 4(t)
2
(t)
2
+4 (t)
2
+4

(t)
2
+4 (t)
2
+4
Its an annoying computation to check directly that A
T
A = I, but it works.
(b) Its pretty close (approx. (0.9992, 0.0401)).. . .
Problem 6. (6.4, #7)
1 b
(a) Find a symmetric matrix that has a negative eigenvalue.
b 1
(b) How do you know it must have a negative pivot?
(c) How do you know it cant have two negative eigenvalues?
Solution. (4 points)
(a) The eigenvalues of that matrix are 1b. So take any b > 1 (or b < 1). In this case, the determinant
is 1 b
2
< 0.
(b) We saw in the book that the signs of the pivots coincide with the signs of the eigenvalues. (Alterna
tively, the product of the pivots is the determinant, which is negative in this case. So, precisely one
of the two pivots must be negative.)
(c) The product of the eigenvalues equals the determinant, which is negative in this case. Two negative
numbers cannot have a negative product!
Problem 7. (6.4, #10) Here is a quick proof that the eigenvalues of all real matrices are real:
x
T
Ax
False proof Ax = x gives x
T
Ax = x
T
x so = is real.
x
T
x
Find the aw in this reasoninga hidden assumption that is not justied. You could test those steps on the
90-degree rotation matrix [0, 1; 1, 0] with = i and x = (i, 1).
Solution. (4 points) The vector x doesnt have real components. So, x
T
x can be zero and neither numerator
nor denominator is obviously real. . .
Problem 8. (6.4, #23) Which of these classes of matrices do A and B belong to: Invertible, orthogonal,
projection, permutation, diagonalizable, Markov?
_ _ _ _
0 0 1 1 1 1
1
A =
_
0 1 0
_
B =
_
1 1 1
_
.
3
1 0 0 1 1 1
Which of these factorizations are possible for A and B: LU, QR, SS
1
, QQ
T
?
3

_ _




Solution. (4 points) One at a time:
(a) Matrix A is invertible, orthogonal, a permutation matrix, diagonalizable, and Markov! (So everything
but a projection. . . )
Lets see why: A satises A
2
= I and A = A
T
, and so also AA
T
= I. This means it is invertible,
symmetric, and orthogonal. Since it is symmetric, it is diagonalizable (with real eigenvalues!). It is
a permutation matrix by just looking at it. It is Markov since the columns add to 1 (just by looking
at it), or alternatively because every permutation matrix is. It is not a projection since A
2
= I = A.
All of the factorizations are possible for it: LU and QR are always possible, SS
1
is possible
since it is diagonalizable, and QQ
T
is possible since it is symmetric.
(b) Matrix B is a projection, diagonalizable, and Markov. It is not invertible, not orthogonal, and not a
permutation.
Lets see why: B is a projection since B
2
= B, it is symmetric and thus diagonalizable, and
its Markov since the columns add to 1. It is not invertible since the columns are visibly linearly
dependent, it is not orthogonal since the columns are far from orthonormal, and its clearly not a
permutation.
All the factorizations are possible for it: LU and QR are always possible, SS
1
is possible since
it is diagonalizable, and QQ
T
is possible since it is symmetric.
Problem 9. (6.4, #28) For complex matrices, the symmetry A
T
= A that produces real eigenvalues
T
changes to A = A. From det(A I) = 0, nd the eigenvalues of the 2 by 2 Hermitian matrix
4 2 +i T
A = = A
2 i 0
T
To see why eigenvalues are real when A = A, adjust equation (1) of the text to Ax = x.
Transpose to x
T
A
T
= x
T
. With A
T
= A, reach equation (2): = .
Solution. (12 points) We solve
2
4 5 = 0 to nd = 1 or = 5.
Now lets do the proof:
x
T
x =
_
x
T
Ax
_
T
= x
T
A
T
x = x
T
Ax = x
T
x.
But now, x
T
x is the complex conjugate of x
T
x. Since x
T
x =
i
|x
i
|
2
is a non-negative real number, it is its
own complex conjugate (and non-zero). Dividing the previous displayed equation by this non-zero number,
we get = .
Problem 10. (6.4, #30) If
max
is the largest eigenvalue of a symmetric matrix A, no diagonal entry can
be larger tha
max
. What is the rst entry a
11
of A = QQ
T
? Show why a
11

max
.
Solution. (12 points) Set e
1
= (1, 0, 0, . . .)
T
and v = Q
T
e
1
= (v
1
, . . . , v
n
). Then,
n
T T
(Q
T T
v =
2
a
11
= e
1
Ae
1
= e
1
QQ
T
e
1
= e
1
)
T
(Q
T
e
1
) = v
i
v
i
.
i=1
Since Q
T
is orthogonal,
v = Q
T
e
1
= e
1
= 1
and so
n
a
11

max
v
i
2
=
max
v
2
=
max
.
i=1
Problem 11. (8.3, #9) Prove that the square of a Markov matrix is also a Markov matrix.
4

_ _

Solution. (4 points) A matrix A is matrix precisely if the sum of the components of Ax is equal to the sum
of the components of x, i.e. x
i
= (Ax)
i
. (In other words, if the transition probabilities given by A
keep the total probability the same.) But if A doesnt change the sum of the components, then certainly A
2
doesnt either.
Problem 12. (8.3, #12) A Markov dierential equation is not du/dt = Au but du/dt = (A I)u. The
diagonal is negative, the rest of A I is positive. The coulmns add to zero.
Find the eigenvalues of B = A I =

.2
.2

.3
.3
. Why does A I have = 0?
When e
1 t
and e
2 t
multiply x
1
and x
2
, what is the steady state as t ?
Solution. (4 points) The eigenvalues are the roots of
2
+ 1/2, that is 0, 1/2 . This has = 0 as an
eigenvalue since A has = 1 as an eigenvalue (since it is Markov).
For
1
= 0, e
1 t
x
1
= x
1
is already the steady state.
For
2
= 1/2, e
2t
x
2
= e
1/2t
x
2
goes to the steady state (0, 0) as t .
Problem 13. (8.3, #16) (Markov again) This matrix has zero determinant. What are its eigenvalues?
_ _
.4 .2 .3
A =
_
.2 .4 .3
_
.
.4 .4 .4
Find the limits of A
k
u
0
starting from u
0
= (1, 0, 0) and then u
0
= (100, 0, 0).
Solution. (12 points) The eigenvalues are the roots of
3
6/5
2
+1/5 = 0, which are 0, 1/5, 1
We can nd corresponding eigenvectors:
For = 0: (1, 1, 2).
For = 1/5: (1, 1, 0).
For = 1: (3, 3, 4) (for = 1).
(And in fact, we only care about the last one since the others have < 1) | |
So, lim
k
A
k
is a (non-orthogonal) projection onto the line spanned by (3, 3, 4). Since A is Markov,
lim
k
A
k
is as well and its columns are vectors parallel to (3, 3, 4) whose components sum to 1. This tells
us right away what this limit must be:
_ _
.3 .3 .3
lim A
k
=
_
.4 .4 .4
_
k
.4 .4 .4
The limits we wanted are
_ _ _ _ _ _ _ _
1 .3 100 30
limA
k
_
0
_
=
_
.3
_
and limA
K
_
0
_
=
_
30
_
0 .4 0 40
Note that we knew ahead of time that the second answer would just be 100 times the rst by linearity. I
have no idea why the book would ask such a silly thing.
5
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18.06 Linear Algebra
Spring 2010
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