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Homework 1
Due: Oct. 5 (Th), 2017 (by 17:00)
Problem 1
Given a mn matrix A with mn,
1. Using the singular value decomposition of the matrix A, show that rank(A)=
T T T
rank(A )= rank(A A)= rank(AA ) m.
2. If the above matrix A has full rank, what is its rank?
3. Check your results with the following matrices:
1 4 5
(a) A =
2 7 0
1 4 5
(b) A = 2 7 0
3 11 5
Problem 2
A B
If A and C are nonsingular, find the inverse of the matrix 0 C .
Problem 3
2 3 3
Let A = 0 1 0
3 1 2
Problem 5
1 5
Given a linear transformation defined by the matrix A = .We apply this
4 2
1
transformation to the vector x such that y = Ax where x = .
1
1. Find the spectral norm of A (i.e., ||A|| ).
2. Find the Euclidian norm of the vector ||y|| (i.e., and its normalized direction vector.
3. Describe geometrically the operations performed by the transformation A onto the
vector x.
4. Is ||y|| greater or less than ||A||||x|| ?
5. Using the Rayleigh-Ritz inequality, find a set of lower and upper bounds on
||y||=||Ax|| for any arbitrary x. Obviously, 0||y|| where 0 and are the
non-useful lower and upper bounds on ||y||
Problem 6
2 15 1
Let A = 15 234 33
1 33 14
x1
3. Find the quadratic expression J = x Ax where x = x2
T
x3