Math 415 - Spring 2012 - Exam 3 - Solutions

Problem 1 (10 points). Indicate whether the following statements are true or false.
(1) T F Over complex numbers, trace of a square matrix A is equal to the sum of distinct
eigenvalues of A.
Answer: False, trace is equal to the sum of all eigenvalues listed with their alge-
braic multiplicity, for instance see Theorem 7.5.5
(2) T F If is an eigenvalue of a square matrix, then algebraic multiplicity of is less
than or equal to geometric multiplicity of .
Answer: False, it is the other way around! See Theorem 7.3.7.
(3) T F If det(A) = det(B) then A and B are similar matrices.
Answer: False, for example let A be the zero matrix and B be any nonzero matrix
with determinant zero. Then A and B are not similar, but have equal determinants.
(4) T F If A is a square matrix, then det(AA
T
) is always non-negative.
Answer: True, since det(AA
T
) = det(A)det(A
T
) = det(A)det(A) = det(A)
2
0
(5) T F If = 0 is an eigenvalue of a matrix A, then det(A) = 0.
Answer: True, having zero as an eigenvalue means there exists a nonzero vector v
such that Av = 0. Hence A is not invertible. Or you could use the fact that det(A) is the
product of all eigenvalues over complex numbers.
(6) T F There is no diagonalizable 44 matrix with exactly two distinct eigenvalue.
Answer: False, for example consider diagonal matrices of size 4 with exactly two
distinct diagonal entries.
(7) T F Any eigenvector of an nn matrix A is an eigenvector of A+2I
n
.
Answer: True, if Av = v, then (A+2I
n
)v = (+2)v.
(8) T F Eigenvalues of a symmetric matrix are positive.
Answer: False, for example consider A =
_
1 0
0 1
_
.
(9) T F For any nn matrix with n distinct eigenvalues there exists an orthonormal eigen-
basis.
1
2
Answer: False, by Spectral Theorem, existence of an orthonormal eigenbasis is equiv-
alent to A being symmetric. But not all matrices with n distinct eigenvalues are symmet-
ric. For example, consider A =
_
0 1
0 1
_
.
(10) T F Product of two orthogonal matrices is orthogonal.
Answer: True, for instance see Theorem 5.3.4
3
Problem 2 (4 points). Let M =
_

_
k +1 1 0 0
0 0 0 k
0 0 k 0
3k 2 k 0 0
_

_
.
i) (2 pts) Compute the determinant of M.
Answer: Using the permutation denition of determinant, there are only two nonzero terms
corresponding to permutations {1, 4, 3, 2} and {4, 1, 3, 2} whose signs are 1 and +1 respec-
tively. Thus
det(M) =(k +1)k
3
+k
2
(3k 2) =k
2
(k
2
2k +2)
ii) (2 pts) Determine for which values of the constant k in C matrix M is invertible.
Answer: Recall that M is invertible det(M) = 0.
The roots of k
2
(k
2
2k +2) are 0, 1i.
Hence M is invertible k = 0, 1i
4
Problem 3 (7 points). Consider the basis for R
2
consisting of v
1
=
_
3
4
_
and v
2
=
_
1
7
_
.
i) (3 pts) Use Gram-Schmidt process to convert to an orthonormal basis ={u
1
, u
2
} for R
2
.
ii) (2 pts) Compute the change of coordinate matrix R from to .
iii) (2 pts) Compute the QR factorization of the matrix M =
_
3 1
4 7
_
Answer:
i) As in the Gram-Schmidt process, u
1
=
v
1
||v
1
||
=
v
1
5
=
_

3
5
4
5
_
.
Compute v
2
u
1
=5, hence
v
2
(v
2
u
1
)u
1
= v
2
+5u
1
=
_
4
3
_
Thus,
u
2
=
v
2
Pro j
u
1
(v
2
)
||v
2
Pro j
u
1
(v
2
)||
=
v
2
(v
2
u
1
)u
1
||v
2
(v
2
u
1
)u
1
||
=
1
5
_
4
3
_
=
_

4
5

3
5
_
ii) The change of coordinate matrix R from to is given by
R =
_
[v
1
]

|[v
2
]

=
_
v
1
u
1
v
2
u
1
v
1
u
2
v
2
u
2
_
=
_
5 5
0 5
_
iii) Let Q = [u
1
|u
2
] =
_

3
5

4
5
4
5

3
5
_
.
Then the QR factorization of M = [v
1
|v
2
] is
M = Q R = [u
1
|u
2
] R =
_

3
5

4
5
4
5

3
5
_

_
5 5
0 5
_
5
Problem 4 (8 points). Consider the following linear transformation T : R
3
R
3
Orthogonal projection on the line L through origin along the unit vector u =
1

3
_
_
1
1
1
_
_
in R
3
.
1) (2 pts) Compute the matrix representation of T with respect to the standard basis of R
3
.
2) (4 pts) Compute the eigenvalues of T and corresponding eigenspaces.
3) (2 pts) Compute the eigenvalues of T and corresponding eigenspaces using a geometric ar-
gument.
Answer: 1) Recall that
Proj
L
(x) = (x.u)u = (uu
T
)x
Then the matrix of T is given by
A = uu
T
=
1

3
_
_
1
1
1
_
_

3
_
1 1 1

=
1
3
_
_
1 1 1
1 1 1
1 1 1
_
_
Remark: You could also compute T(e
1
), T(e
2
) and T(e
3
) using the formula
Proj
L
(e
i
) = (e
i
u)u
and then compute the matrix of T as
[T(e
1
) | T(e
2
) | T(e
3
)]
2) Using cofactor expansion of the determinant, characteristic polynomial of A is
f () = det(AI) = det
_
_
1
3

1
3
1
3
1
3
1
3

1
3
1
3
1
3
1
3

_
_
=
2
(1)
Thus, the eigenvalues are
1
= 0 and
2
= 1. Then
E

1
= ker(A
1
I) = ker(A) = Span
_
_
_
_
_
1
1
0
_
_
,
_
_
1
0
1
_
_
_
_
_
E

2
= ker(A
2
I) = ker(AI) = Span
_
_
_
_
_
1
1
1
_
_
_
_
_
3) Arguing geometrically, orthogonal projection of a vector v on L is parallel to v if and only
if v is on L (for which the corresponding eigenvalue is = 1, they correspond to E

2
in above)
or v is on the plane P perpendicular to L at origin (for which the corresponding eigenvalue is
= 0, since we have T(v) = 0 = 0v for those vectors, they correspond to E

1
in above.).
6
Problem 5 (7 points). 1) (1 pt) State the denition of singular values of a matrix A.
2) (2 pts) Compute the singular values of the matrix A =
_
1 1
0 0
_
.
3) (4 pts) Compute the singular value decomposition of A.
Answer:
1) Square root of the eigenvalues of A
T
A, listed in decreasing order with multiplicity.
2) Compute A
T
A =
_
1 1
1 1
_
.
The characteristic polynomial is f () = (2).
Hence the eigenvalues of A
T
A are
1
= 2,
2
= 0.
So the singular values of A are
1
=

2,
2
= 0.
3) We compute the eigenspaces of A
T
A,
E

1
= ker(A
T
A
1
I) = ker(A
T
A2I) = Span
__
1
1
__
An orthonormal basis for this eigenspace is
_
v
1
=
1

2
_
1
1
__
.
E

2
= ker(A
T
A
2
I) = ker(A
T
A) = Span
__
1
1
__
An orthonormal basis for this eigenspace is
_
v
2
=
1

2
_
1
1
__
.
Let u
1
=
Av
1

1
=
_
1
0
_
.
Since Av
2
= 0, we choose u
2
=
_
0
1
_
so that {u
1
, u
2
} form an orthonormal basis for R
2
.
Then the singular value decomposition of A is
A =UV
T
= [u
1
|u
2
]
_

1
0
0
2
_
[v
1
|v
2
]
T
=
_
1 0
0 1
_

_
2 0
0 0
_

_
1

2
1

2
1

2

1

2
_
7
Problem 6 (10 points). Consider matrix A =
_
_
2k 0 1
0 k 0
k 0 32k
_
_
.
1) (1 pt) State the Spectral Theorem.
2) (1 pt) For which values of k matrix A is orthogonally diagonalizable?
3) (5 pts) For those values obtained in part (2), compute an orthonormal eigenbasis of R
3
cor-
responding to A.
4) (3 pts) Compute orthogonal diagonalization of A.
Answer:
1) A square matrix of size n n is symmetric if and only if A is orthogonally diagonalizable,
equivalently, there exists an orthonormal eigenbasis for R
n
consisting of eigenvectors of A.
2) By Spectral Theorem, we need A to be symmetric, so k = a
31
= a
13
= 1.
3) Let k = 1 in A. Then A =
_
_
1 0 1
0 1 0
1 0 1
_
_
.
Using cofactor expansion of the determinant with respect to the rst row, characteristic polyno-
mial of A is
f () = (1)
3
(1) =(1)(2)
Thus the eigenvalues are
1
= 0,
2
= 1,
3
= 2. The corresponding eigenspaces are
E

1
= ker(A
1
I) = span
_
_
_
_
_
1
0
1
_
_
_
_
_
E

2
= ker(A
2
I) = span
_
_
_
_
_
0
1
0
_
_
_
_
_
E

3
= ker(A
3
I) = span
_
_
_
_
_
1
0
1
_
_
_
_
_
After normalization, we obtain an orthonormal eigenbasis
=
_
_
_
v
1
=
1

2
_
_
1
0
1
_
_
, v
2
=
_
_
0
1
0
_
_
, v
3
=
1

2
_
_
1
0
1
_
_
_
_
_
4) Let
D =
_
_

1
0 0
0
2
0
0 0
3
_
_
=
_
_
0 0 0
0 1 0
0 0 2
_
_
8
and
Q = [v
1
|v
2
|v
3
] =
_

_
1

2
0
1

2
0 1 0

2
0
1

2
_

_
Then
A = QDQ
1
=
_

_
1

2
0
1

2
0 1 0

2
0
1

2
_

_
_
0 0 0
0 1 0
0 0 2
_
_

_
1

2
0
1

2
0 1 0

2
0
1

2
_

_
1
Note that Q is orthogonal, hence Q
1
= Q
T
=
_

_
1

2
0
1

2
0 1 0
1

2
0
1

2
_

_
9
Problem 7 (2 points). Using the method of diagonalization and your results in the previous
question, nd a formula for the n-th power A
n
of A =
_
_
1 0 1
0 1 0
1 0 1
_
_
.
Answer:
In the previous problem we showed that A is diagonalizable as
A = QDQ
1
Thus
A
n
= QD
n
Q
1
= QD
n
Q
T
=
_

_
1

2
0
1

2
0 1 0

2
0
1

2
_

_
_
0 0 0
0 1 0
0 0 2
n
_
_

_
1

2
0
1

2
0 1 0

2
0
1

2
_

_
T
Therefore, after computing the product we obtain
A
n
=
_
_
2
n1
0 2
n1
0 1 0
2
n1
0 2
n1
_
_
Problem 8 (2 points). For which values of a, b, c matrix A =
_
_
1 a b
0 2 c
0 0 3
_
_
is diagonalizable
over R?
Answer: A is upper triangular, hence = 1, 2, 3 are 3 distinct eigenvalues of the 33 matrix
A. Thus A is diagonalizable, independent of the values of a, b, c.