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_
1 0 0
1 0 0
1 1 1
_
_
.
a) (10pts) Is this matrix diagonalizable? Justify your answer.
Solution. First of all, 0 and 1 are the only eigenvalues of A. Since the characteristic polyno-
mial f(t) is t(1 t)
2
,
dim(E
0
) = 1, dim(E
1
) 2.
Let x E
1
, then
Ax = x (A I)x = 0
_
_
0 0 0
1 1 0
1 1 0
_
_
_
_
x
1
x
2
x
3
_
_
= O x
1
= x
2
= 0.
Therefore, dim(E
1
) = 1, which means that A is not diagonalizable.
b) (10pts) If A is diagonalizable, then nd a nonsingular matrix Q and a diagonal matrix D such
that
A = Q
1
DQ.
If A is not diagonalizable, then A will have a singular value decomposition A = UV
, where
U, V are unitary matrices and is a diagonal matrix in this case. Find U, , and V .
Solution. Since it is proved that A is not diagonalizable, A has a singular value decomposition.
First of all, we need to nd the eigenvalues of
A
A =
_
_
1 1 1
0 0 1
0 0 1
_
_
1 0 0
1 0 0
1 1 1
_
_
=
_
_
3 1 1
1 1 1
1 1 1
_
_
.
The characteristic polynomial f(t) is t(t 1)(t 4). So
1
= 4,
2
= 1,
3
= 0. Notice that
(A
A)
_
_
0
1
1
_
_
= O, (A
A I)
_
_
1
1
1
_
_
= O, (A
A 4I)
_
_
2
1
1
_
_
= O.
Let = {v
1
, v
2
, v
3
}, where
v
1
=
1
6
_
_
2
1
1
_
_
, v
2
=
1
3
_
_
1
1
1
_
_
, v
3
=
1
2
_
_
0
1
1
_
_
.
2
Then is an orthonormal basis for R
3
with
(A
A)v
1
= 4v
1
, (A
A)v
2
= v
2
, (A
A)v
3
= O,
which means that consists of eigenvectors of A
1
= 2 =
_
1
,
2
= 1 =
_
2
.
Therefore, we have
V =
_
v
1
v
2
v
3
_
=
_
_
2
6
1
3
0
1
3
1
2
1
2
_
_
and =
_
1
0 0
0
2
0
0 0 0
_
_
=
_
_
2 0 0
0 1 0
0 0 0
_
_
.
As for U, since A = UV
AV = U = U, we know that
1
u
1
= Av
1
,
2
u
2
= Av
2
.
So
u
1
=
1
1
Av
1
=
1
6
_
_
1
1
2
_
_
, u
2
=
1
2
Av
2
=
1
3
_
_
1
1
1
_
_
.
Now all we need to do is to nd a unit vector u
3
which is orthogonal to u
1
and u
2
, which can
be found to be
u
3
=
1
2
_
_
1
1
0
_
_
.
Therefore,
U =
_
u
1
u
2
u
3
_
=
_
_
1
6
1
3
1
2
1
6
1
2
2
3
0
_
_
.
We nally obtain a singular value decomposition
A = UV
=
_
_
1
6
1
3
1
2
1
6
1
2
2
3
0
_
_
2 0 0
0 1 0
0 0 0
_
_
2
6
1
6
1
6
1
3
0
1
2
_
_
.
3
Problem 2. (20pts) Let T be a normal operator on a nite dimensional real inner product space
V whose characteristic polynomial splits. Prove that V has an orthonormal basis of eigenvectors of
T, which is equivalent that T is self-adjoint.
Solution. Since the characteristic polynomial of T splits, if
1
, . . . ,
k
are the distinct eigenvalues
of T, then
V = K
1
K
k
.
First of all, we would like to show that K
1
, . . . , K
k
are orthogonal to each other. To see this, it
suces to show that for any nonzero v K
, w K
for distinct , {
1
, . . . ,
k
},
v, w = 0.
There exist m
1
> 0 and m
2
> 0 such that
(T I)
m1
v = 0 = (T I)
m11
v, (T I)
m2
w = 0 = (T I)
m21
w.
Let y
i
= (T I)
m1i
v, z
j
= (T I)
m2j
w for 1 i m
1
, 1 j m
2
. Notice that
y
1
, z
1
= Ty
1
, z
1
= y
1
, T
z
1
= y
1
, z
1
z
1
= y
l
, z
1
.
Therefore, y
l
, z
1
= 0. Especially, y
m1
, z
1
= v, z
1
= 0. Likewise, it is easy to show that v, z
j
= 0
for 1 j m
2
, especially v, z
m2
= v, w = 0.
Since we just showed K
i
K
j
if i = j, it suces to consider the case when V = K
with
dim(V ) = n. Let be an orthonormal basis for V and A = [T]
.
Notice that D = I since is the only eigenvalue of T, which means that
A = UDU
= I.
4
Problem 3. Let V be a nite dimensional inner product space over F with inner product ,
V
and
dim(V ) = n. Let = {v
1
, v
2
, . . . , v
n
} be an orthonormal basis for V . We dene V
, a dual space
of V , by the set of all linear transformations from V to F. Then V
j=1
a
j
v
j
_
= a
i
for any a
1
, . . . , a
n
F.
a) (10pts) Show that {f
1
, f
2
, . . . , f
n
} is a basis for V
.
Solution. It is easy. All you need to check is that V
= span({f
1
, f
2
, . . . , f
n
}) and
f
1
, . . . , f
n
are linearly independent. It is easy to check that for f V
, v V ,
f(v) = f(v
1
)f
1
(v) +f(v
2
)f
2
(v) + +f(v
n
)f
n
(v),
that is,
f =
n
i=1
f(v
i
)f
i
.
This shows that {f
1
, f
2
, . . . , f
n
} spans V
. That {f
1
, f
2
, . . . , f
n
} is linearly independent is even
easier to prove.
5
b) (10pts) Let T : V V be a linear operator. Now we dene a pairing (or a function)
, : V V
F
by
x, f = f(x).
Notice that , is NOT an inner product. Then, we know
T(x), f = f(T(x)) for any x V, f V
,
which is well-dened. Show that there exists a unique linear operator T
: V
satisfying
f(T(x)) = T(x), f = x, T
(f) = (T
.
( T
is called the adjoint of T. This also holds true for innite dimensional inner product
spaces and is more general and more important than the adjoint we saw in class. ) Hint : You
need to dene T
explicitly. However, if you read the statement of the problem carefully, then
you will nd how T
has to be dened.
Solution. First of all, T(x), f = x, T
. It just provides an
idea of what T
. Hence, since T
(f
i
) which is an element in V
, i.e., T
(f
i
)
is a linear transformation from V to F for i = 1, 2, . . . , n. Now given x V , there exists a unique
representation of T(x) in the basis , i.e.,
T(x) = c
1
v
1
+c
2
v
2
+ +c
n
v
n
.
Since f
i
(T(x)) = c
i
, we dene
T
(f
i
)(x) = c
i
.
It is easy to check that T
(f
i
) is a well-dened linear transformation for i = 1, 2, . . . , n. Once this is
done, since we already saw that
f =
n
i=1
f(v
i
)f
i
,
we can now dene
T
(f) =
n
i=1
f(v
i
)T
(f
i
).
It is also easy to check that this denes a linear operator T
on V
which satises
T(x), f = x, T
(f)
for any f V
and any x V .
6
Problem 4. (20pts) Let V be an inner product space of continuous functions with inner product
f, g =
_
0
f(x)g(x)dx.
Let W be a subspace of V spanned by
{sinx, cos x, 1}.
Find the orthogonal projection of h(x) = x on W.
Solution. The Gram-Schmidt process gives
v
1
=
_
2
sin x, v
2
=
_
2
cos x, v
3
=
w
3
||w
3
||
,
where
w
3
= 1 1, v
1
v
1
1, v
2
v
2
= 1
4
sin x.
And
w
3
, w
3
= 1
4
sin x, 1
4
sin x
= 1, 1 + 21,
4
sinx +
4
sin x,
4
sin x
=
16
+
8
=
8
=
2
8
.
Hence,
=
_
v
1
=
_
2
sinx, v
2
=
_
2
cos x, v
3
=
_
2
8
_
1
4
sin x
__
is an orthonormal basis for W. Then the orthogonal projection of h(x) on W is
x, v
1
v
1
+x, v
2
+x, v
3
v
3
= 2 sinx
4
cos x +
2
_
1
4
sin x
_
=
2
4
cos x.
7
Problem 5. (10pts) Let A be an n n matrix. Show that
dim(span({I
n
, A, A
2
, A
3
, . . . })) n.
Solution. Simply speaking, the Caley-Hamilton theorem says that if f(t) is a characteristic poly-
nomial of A, then f(A) = 0. Notice that f(t) is a polynomial of degree n. Therefore, for some
a
0
, a
1
, . . . , a
n1
,
A
n
+a
n1
A
n1
+ +a
1
A+a
0
I
n
= 0,
which means that A
n
is a linear combination of I
n
, A, A
2
, . . . , A
n1
. It is now easy to show that
A
k
span({I
n
, A, A
2
, . . . , A
n1
})
for k n. Hence,
dim(span({I
n
, A, A
2
, A
3
, . . . })) n.
8
Problem 6. (10pts) Let T be a linear operator on a nite dimensional vector space V whose char-
acteristic polynomial splits. Let
1
, . . . ,
k
be the distinct eigenvalues of T. Show that T is diagonal-
izable if and only if rank(T
i
I) = rank((T
i
I)
2
) for 1 i k.
Solution. () If T is diagonalizable, then it is known that E
= K
, where E
is the eigenspace
and K
= E
= N(T I),
which means that N((T I)
2
) = N(T I) and dim(N(T I)) = dim(N((T I)
2
)). Therefore,
rank(T I) = rank((T I)
2
).
Since
1
, . . . ,
k
are the distinct eigenvalues of T,
rank(T
i
I) = rank((T
i
I)
2
)
for 1 i k.
() We need to show that
dim(N(T
i
I)) = dim(N((T
i
I)
m
))
for any m. Now if rank(T
i
I) = rank((T
i
I)
2
) for 1 i k, then we notice that
dim(N(T
i
I)) = dim(N((T
i
I)
2
)).
Suppose that
dim(N(T
i
I)) = dim(N((T
i
I)
p
))
for 2 p m1. It is obvious that
dim(N(T
i
I)) dim(N((T
i
I)
m
)).
Let x N((T
i
I)
m
). Then (T
i
I)(x) N((T
i
I)
m1
) = N(T
i
I), which also means
that
x N((T
i
I)
2
) = N(T
i
I).
Therefore,
dim(N(T
i
I)) = dim(N((T
i
I)
m
)).
9