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1 Vector Norms:
kvk 0 v Rn
kvk = 0 iff v = 0
kvk = ||kvk R, v Rn
ku + vk kuk + kvk u, v Rn
Show that the following functions are vector norms (i.e. show that they satisfy the above properties). Note
v1
v2
that v = . .
..
vn
n
P
a) kvk1 := |vi |
i=1
n
12
2
P
b) kvk2 := |vi |
i=1
2 Equivalence of Norms:
If k k and k k are norms on Rn , then there exists positive constants c1 and c2 such that,
Show that,
a) kvk2 kvk1 nkvk2
b) kvk kvk2 nkvk
B (x0 , ) := {x Rn | kx x0 k }.
Note that the ball under k k2 is the usual ball we understand in our everyday experience of 3D space.
Show that if the norms k k and k k are equivalent as per the definition above then every ball under k k
is contained in a bigger ball under k k which in turn is contained in a still bigger ball under k k .
1
3 Matrix Norms:
Definition:
kAvk
kAk := max where A Rmn
v6=0 kvk
e.g.
kAvk2 v T AT Av
kAk2 = max = max
v6=0 kvk2 v6=0 vT v
Prove that:
21
a) kAk2 = max AT A
m
P
b) kAk1 = max |aij |
1jn i=1
n
P
c) kAk = max |aij |
1im j=1
xT Ax 0 x Rn
and xT Ax = 0 x = 0
a) Suppose A Rnn and A = AT . Prove that A 0 if and only if all the eigenvalues of A are positive
real.
b) Let A Rnn is symmeteric (that is, A = AT ). Suppose A 0, and define f (x) := xT Ax. Consider
the set Ek := {x Rn |f (x) k, k R+ }. Note that Ek has the shape of an ellipsoid. Prove that,
i) All axis of the ellipsoid Ek are orthogonal to each other.
ii) Major axis of the ellipsoid is along the eigenvector of A corresponding to smallest eigenvalue, and
Minor axis of the ellipsoid is along the eigenvector of A corresponding to largest eigenvalue.
c) Consider again A Rnn and A = AT . Define a function k k : Rn R in the following manner: for
v Rn
kvkA := v T Av.
Show that k kA is a norm on Rn if and only if A 0.
Related with the idea of positive-definite-ness of a symmetric matrix is that of positive-semi-definite-
ness. A matrix A Rnn , with A = AT , is said to be positive-semidefinite (denoted by A 0)
if
xT Ax 0 x Rn .
Note that there is no emphasis on xT Ax = 0 if and only if x = 0. That is for a positive-semidefinite
matrix A, the expression xT Ax might equal zero even if x is a non-zero vector.
Show that A = AT is positive-semidefinite if and only if A has non-negative real eigenvalues.
2
5 Matrix Polynomials:
Let p(s) R[s]. i.e. p(s) is a polynomial in s with real coefficients. Let A Rnn
Prove the following.
a) p(A) Rnn
b) is an eigenvalue of A if and only if p() is an eigenvalue of p(A).
and, A and p(A) have the same set of eigenvectors.
c) eAt has eigenvalues et , and eigenvectors are given by {v1 , v2 , . . .} that are eigenvectors of A.
dx
= Ax
dt
We have P = P T , P 0, and let Ek := {x Rn |xT P x k, k R+ }.
Show that, Ek is an invariant set k, for the dynamical system given above if and only if
AT P + P A 0
x = Ax,
where A is given as above. Find out eAt without using Laplace transform.