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    QR factorization and Generalised inverse computation

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    QR factorization and Generalised inverse computation

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    Download as pdf
    5 views45 pages

    QR General Is Ed Inverse

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    cvaidyan
    QR factorization and Generalised inverse computation

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    Chapter 20 The QR Algorithm ‘THE MODIFIED GRAM-SCHMIDT PROCESS ‘The Gram-Schmidt orthogonalization process (as presented in Chapter 11) may yield grossly inaccurate results due 10 roundoff error under fnite-dgit arithmetic (ee Problems 20.10 and 20.11). A modification of dat algurithun exinia whieh is mare slable and whivk yeuctatea Une sane vector the absence of rounding (sce Problem 20.12). This modification also transforms a set of tincarly independent vectors {X,.X,.... .X.} inloa set of orthonormal vectors (Q,.03,,..,) such that each vector Q, (k= 1,2... n) isa linear combination of X, through X,_.,. The modified algorithm is iterative, with the kth iteration given by the following steps: STEP 20.1: Set r= [Xj] and Q, = (Wir Me STEP 20.2: For j= A+ 1k +2.....moset ny = (X,.Q)) STEP 20.3: For j=k+1.k+2.....m. replace X, by X,~ 7,0, (See Peolerns 20.1 and 20.3.) QR DECOMPOSITION Every mn matrix A (m2) can be foctored into the product of a matrix Q. having orthonormal vectors for its columas, and an upper (right) triangular matrix R. The product ASOR co) is the QR decomposition of A. If A is square, then Q is unitary. “The QR rlécampasitinn flles immestately fern the medified Ciram-Schmid process applied to the columns of A. provided those columns are linearly independent. If they are, then the columns of Q and the elements r, (1 )) of Rare the quantities generated by the modified Gram-Schmidt process. (See Froblems 20.2 and 20.4) Ifthe columns of A are not linearly independent, then one of more of ther, values determined in Stee 201 will he zeee. That ster) must br mee te STEP 20.1°; Calculate ry, = |X,lly» Wray #0, then Q, =Xy/rus. Uf ray =0, then choose Q, to be any normalized wecior which is orthogonal t0 Q,, Qyy- +» Qu-s In practice, ri is rarely zero. Even if the columns of A are linearly dependent, roundott will Produce aM ray value close to bot nol equal to zeto, permitting Q, to be calculated in the usual manner. ‘Ihe Tesult is however, an incorrect vector. {See Problem 20.13.) Thus, whenever an ry, value is suffeiently small, Q, must be checked to guarantee it is orthogonal to the previously calculated Q vectors: if itis nol, the modification given a5 Step 20.1" must be implemented THE QR ALGORITHM ‘The QR algorishm is a procedure for determining all eigenvalues of 4 real matrix Ay. The algorithm sequentially constructs matrices A, (k= 1, 2,3...) by forming QR decompositions ar Qe (20.2) fot Ay. dad then reversing the order of the products to define ARQ, (203) 11 1 ‘THE QR ALGORITHM [cHaR. 20 Each Ay ic timilar to its predecessor and hae the zame eigenvalues (cee Problem 20.9). In general, the sequence {Ag} converges Lo a partitioned matrix having either of two forms: (a4) and (205) Hf form (20.4) occurs, then the element a is an cigenvalue, and the remaining eigenvalues are obtained by applying the QR algorithm anew ta the matrix E, If form (20.5) arises, then two eigenvalues can be determined from the charactcristic equation of the 22 submatrix in the lower right patition, and the remaining cigenvalues are obtained by applying the QR algorithm to the matrix G. If E oF G is already a 22 matrix, its cigenvalues are determined from its characteristic sativa, ACCELERATING CONVERGENCE Convergence of the QR algorithm is markedly accelerate matrices have order n % ay then the clement in the (7,1) position of Ay. is denoted as'5,_,, and a (QR decomposition is constructed for the shifted matrix A, ., =, 1. Equation (202) is modified 10 Aga 5T=Q Rin (20.6) by a shift at each iteration: If the ‘and (20.3) & replaced with AER Qets od (a7) Equations (20,6) and (21.7) consiiute the shifted QR algorithm. (Sco Problems 20.5 through 20.8.) For matrices of larg order, significant computation time is also saved by frst reducing the given matrix to Hessenberg form and then applying the shifted QR algorithm to it. ‘At cach stage the QR (or shifted QR) algorithm is halted once the zeros in form (20.4) or (20.5) are obtained to whatever degree of precision is specified by the user. I'the eigenvalues are real, only estlmates are needed for them. These estimates are then incorporated into the shifted inverse power method (Chapter 19) to quickly obtain better values for the eigenvalue and corresponding eigen- vector, CHAP. 20] THE QR ALGORITHM 183 Solved Problems Ute the moditied Gram-Schmide proces (0 construct an orthogonal set of vector: from the 2. linearly independent set {X,, X,, Xu) when z 2 3] x-[3 6 0 Flt aerator Deity = Var= 781080 = [~ hp dye" hy “0sm80 29, =(198/61, ~240/61,252/61]" (126061 Second ieraion (using vectors from the ft iteystive a= Nah = VOTRE + FUT + ETSI = VER Ls, «| plag- rie eel” . Ta “LTR Vaso san Tee aR ~ (OSI, —0 Seo 528385) au Pn 06.0) © — See waste owssay paseo romero, | tt] osm -0-onch|-[ | ort canes |” Loaioss 909m? Thiet even Gankug uke vesay rt Une sein Melo) 1555 VOL AGSTEIY + (LASTED + (OATORIY = 3.511236 (o-702207,0.72247, 0.117041)" honormal set is (Qy, Qs): 20.2 Construct a QR decompocition for the matrix 4022 as] 3-33 6 60. From Problem 20.1, we Rave 184 THE QR ALGORITHM (CHAP. 20 Q=| o3ssiir -05s9003 07020 656366 —0.80222 0768221 0.620995 0.11704 0 ouStiaH. shows that A = QR. A irect cateulat 20.3 Use the modified Gram Schnill process Ly sunlruet an olugguital set of vectors from the linearly independent set (X,, Xs, X,, ,) when oF Ky Ram ¥ Y 1 1 6, Piet terete a ra RO) =F Aye Xy = ry Q, <1 23.03.13)" Ny OX ry Q, <1, 3,203,103)" Rye X= ru@, £1 103,13, -203)7 Steond karaion (osing vectors from the fist eration): Fag IX, I, = VO 2 = rat O84) > She 13 svB) [as a8 2 | xox, vvis|"] os 1 ws] 2 Xe woner| thal: we] lus, 23, CHAP. 20) ‘THE QR ALGORITHM 1s ‘Think eration (ating vectors from the second iteration} as IvB] [HT - ws} 2 | as} | a7 OR PeW= | 75] 9B] avs |"| a7 av] | -617, Fourth eraion (ig the vector from he thir iteration VOT GATT OMT ear = ME Lely ceca!” LD ET TE TE As orthonormal set is (QQ Qs, Qe}. (Compare with Problem 11.7.) WT ym For the matrix 20.4 Construct 4 QR decomp 0 1 I 1 1 1 0 1 Using te results of Problem 20.3, we have NTS VST 9 VISIS avis avis a 9 ABs anris 0 0 0 vee, BTS SVE 7 Te “aR tnt VTS v8 ~20V7. [? 23 WwW IW ‘A cirect calculation shows that A= QR, 25 Apply the shifted OR algorithm to 31 (id Using (20.6) and (20.7), sable the fthewing Fest tration: -gaf-? ¢ 09427 0.447214]/ 7.236068 —0.894427 acae[ glreme-[ Saints null "on ame ramet onan] -ogsun aumaid), ft 0), [26 92 0 osr7arell oerais oases] *5lo 1)" lo2 sa] 4 00, 186 206 ‘THE QR ALGORITHM [cHar, 20 san( 3 l-on-[ 40 SERIE “5 ovssanlD* REY ARS SsToo4s 2.sesTay 0101s] ocmors 3.414213 ‘Third weraion: fy saver [ “22H OSDOS) gy, [-LepIMD anase](zAmsaT -D.40105 O.o0i05 9.900359 1.o00000| go eT ‘9.000000 900000 6.000358 4 anno omen) "54259 0, +8aurtate[ 2.889786 ~0.00000 nomen ¢alaey AL this point we have genersted form (20.4). It follows that one cigeavalue is 414283 and the sreond ie SRSTHK (Cheerue the uandall error in fl, which ells in columes that are aaly ‘approximately unit vectors.) san Aon ]3 63 664 Using (20.6) and (20.7), we obtain the: Following: iat terete: ‘Apply the shifted QR algorithm to De Ao-%=| 3 = 3/=Q,R, aba Osis ousises osmaery7a1es0 24 0.2087 =| Bia Same amaer|""0 ant Lav Oieaeet aan Galmri @ ASIEN by Piet 20.2.7. sat eld le Bae Laves2e 4 ssc054 4 S146I5 [8 2.484735 2a GPTS05 2.208082 9.410989 Seep iterate: (ES 2.26 1 aos ay osc [ tame Lazes Chee] -a9, Sma dame “0 071s 01369 OMIT AMIE <2 aide ~1 34TH [sim otis $SSoue [70° “Satie he sass oer Gactrr|| gaara 3131498 0.155992 0.303049 +9.4i9991 =| 088575 3.900775 1.98608 Am 4271606 SKTMIG 12873727 ‘Contiving i this wanes, we generate CHAP. 20) THE QR ALGORITHM 187 ans ons 4 PRs! OUgT357 Luawee 3.353551 O.ais64d 045H158 13.681376, 0.005512 4.152641 -| ature “aovetis —2929858 aes Tanasrs ne onMase. 0.000004 | 4.166180" 299907 “tine Samoa! 0.000000, A.-[-ateo0m “30m 8.00000 0.000000 Courergeace is eluted ty the sumuber f decimal planes snrwa. Ous cigenval, 18, appears in the (3,3) poston; itis obvious thatthe other two eigenvalues are ¥ and 3. (Cormpare with Problem 19.2.) 30.1 Apply the shifted QR algorithm to After fifteen iterations of the algorithm, we obtai 1.982221 0.528619 4156109 ORB aga] 12776 —1310739 0.78963 1.339487 | o.o00nca 0 o00000 4.430837 2.981749 0.000000 0.000000 .cam264 3.613422, which has form (20.5). The characteristic equation of the lower right 2 Z matrie agosn7 2951718) Onaa7s4 361372 is A? 8.252099 + 18.625075 = 0, which has as its roots the cigenvalve estimates 4.126480 2 (1.263800. The upper len £m z supMtr nas tne CharactensUe equation A" 3.CS490IA + 9.264800 =U, WHEN Nas site rOots the eigenvalue estimates ~ 1.626480 = 10, 758965. Apply the shifted QR algorithm 10 ‘After four iterations of the algo 30.2804 9.090230 vont 8.000000 2.00601 O00 uxsiris ,090000 9.090000 0.008000 0.000000 3 A5H057, 188 THE QR ALGORITHM [CHAP. 20 “This marrix hat form (30-4), 10.00 algemvalue eetimate ie 3.480057. ‘To determine the others. we apply the sited QR algorithm anew 10 M.aetdDd 0.040230 0.00604 £,=| 0.009230 0.021553. a.096866 0.00891 0.096866 0.831736, 0.000038 1.010130 0.000000 ("i .000m33 0.000000) "| gona 6.000000 0.843107: 0 a second eigenvalue estimate is 0.843107. The characteristic equation ofthe upper left 2% 2 submatrix {in E, 1° ~ 302088361 + 0.307440= 0, which can be solved explicitly to obvain 30,288686 and 0.010150, f= the ty remaining eigenvalues, (Compas dhe values with divee wbuained in Problem» 19.6 amd 13.7) 20.9 Show thi the shifted QR algorithm is a series of similarity transformations that leave the eigenvalues invariant Since the Q matrix in any QR decomposition is unitary, it hasan inverse. Therefore, (20.8) may be bis exqatinn into (27). we atin BAO FDO tT Oy FOAL iG Therefore, A, is similar 10 A, By iQyn Sy Oe IO, #8 and the invariance of their eigenvalues follows from Property 10.1 20.10 Working © four significant figures, show that the unmodified Gram-Schmidt orthogonalization process does not generate an orthogonal set of vectors when applled 10 1 101 X= Rs 1 1 1.01 1 1. Using the algorithm glven in Chapter 1] and rounding all tured numerical vals te fows sical ‘gis, we obtain VRE I= 2005 * (0, = ig Ba ISR, 0.507, 0.488, 0.498)" Then ¥,=¥,— 0,00, =X, 20050, 9.940 + 10°, 0.9919 » 107%, 0.9906 = 10-4 ~9, 94002 10-7] and VO = 0.1602 1077 1 Os Tra eT Lastly Ye x, = (8.0.0, — 4,-0.0, = X, - 20080, |= [0.1908 10°, 0.2009 « 10" 0.3007 x 10°, 0.9810 x0 CHAP, 20] ‘THE QR ALGORITHM 189 1 2 . Pa a> apap Yor [+ 0.7165 10% ~ 0.893, 4.4107, 0.401] For tese vectors, (Q,.Q,) = 0.8672, which fs not near zero a5 itshoubd be. Similar results are obtained ‘wherever the components 1.01 ace of the form 11! 10" and all numerics! values are rounded te 2h significant digits Reda Problem 20.10 using the modified Gram-Schmit process and show that the results are better Firs eraion: F,= [ll,= 2.005 1 r 0, = jay Xs = (04988, 0.5037, 0.4988, 0.49681 Fay (Koo Qi) 2.005 ivm Oy Qi) = 2.006 Ky XK, — 20050, = [0.960 10 Xx, 2.4050, = [-0:9400 x 10 0.9819 x 104 09806» 10 0.9919 x 10°, -0.9400 0.9400 1074)" 9906 = 1077] Second berate: ra Mlp= 0.1402 10" es pater = [068% WE, ~ 0.7095, 0.7086, 0.6708 10)° rea (0) = O88RS x10 1, X, — 0.4885 10°%Q, ~ [0.4784 x 10°, 0.5048 10°4, ~0,4959 « 1074, 0.90823 1074) hid sara: Fay = [Xslly = 01221. 10°" eo ane = [oa x1 o. “0.4184, ~0.4061 0.6151] For these vectors, (Q,,.Q,) =0.00003872, which is much better han the result obtained in Problem 20,10, All other inner products formed from the vectors obtained here are at least accurate as those formed from vectors found in Problem 20.10, Show that the modified Gram-Schmidt process yields the sime vectors as the unmodified process in the absence of rounding ‘The proof is by induction, Q, isthe same for both methods becuse itis computed in exactly the same way in both algorithms, Assume that ‘the two methods provide identical results for Q, ‘We need only show that they do 89 for Qy., a8 well IWiotiows from the induction hypothesis that Q, .Q,,-. 7 Q, are mutually orthogonal Because Hey ate the vectors obtained fromthe unmodified Grum-Schmidt provess. LetX:'"K{> j) denote the value of Xfi hs been aliered by j eration ofthe modified presen Then or he med poses, we 190 THE QR ALGORITHM [cHar. 20 ee wy 230, @ 20, e Substituting (7) imo (2) and noting that Q, and @, are orthogonal, we obtain X=, 4 QDQ, = (Kae = aes QIN IQ, (2 QQ, ~ (4.4 QO + ORs 11, 2), Kee Bev QQ, Myra BQ, Substituting this result ono () and noting that @, i orthogonal both Q, and Q,, we obi HE = Kaos — Rae QQ) — ye IQs (aoe Xe eys QQ, ~ Maas BIG IB, Mey — hy 2Qy = Oe ee QI ayn QI D + Fess Qe QQ +41. OHO), OQ, ~ Res IQ, ~ Oa 8305 08,4 09) Qs ‘Continuing in this manner, we find that Xs idestcal to ¥,, ‘s-obtained in one method by normalizing ' the sume fa bath methods. the unmodified Gram Schmidt and in the other by normalizing aos ‘working to six significant digi matrix when the columns of and show how roundoff etror can generate an incorrect Q inearly dependent Designate the columns of A as X,,,, and X, from left 1 right, Then: First orcion: y= [Blle= VE = 0.424 x 1" 1, =10:707108, 0, 0.307109)" Fog = (%y-Q,) = 0.707108 Py (%y.Q,) = 0.212123 « 10! OX, 7.0, =[-0.500008, 1, 04559971" XOX, 10, (0.500012, 1, O490RK8]" ra = UR fp = 2.122474 X10" @,- 2 x, ~|-0.s0se92, 0.816900, 04082571" sn 4K, O,) = ORS 10! 2 OX, = ry = [0.586000 10%, 0.407500 10%, 0.128138 « CHAP. 20} ‘THE QR ALGORITHM 1 ‘Third iovation: yy [fa = 0.450899 > 10% 0.335525, -0,523965, ~0. 78289] =e ‘Observe that ry i very close toast, ad the Last Ny estr is very else to the zero vector if we were not ovading intermediate results, they would not exist, Homever, because of the rounding ith Zero, and Q, can be aleuated with what are, in effect, error terme, The recut 2 vector which ie mot orthogonal to either Q, oF Q, Supplementary Problems ‘LLG Consiract QR decomposilions for the following matrices: wpe ae wpe [$i -j] [i 6] 240 ot vs) OPO 0 07) [Mm 0 ww a Of oe tot 8 ee 3a) a0) ote te oe oot Oa) a8 {In Problems 20.15 through 20.24, use the sifted QR algorithm to determine estimates fr all eigenvalues of the given matrix, 4 B32 tag me [EET] nw [2 Fo] aw [3] its ait a pies om 2-131 -w iat mom ie vos [it 7d -t] on (id : j] a 1 ee 3] ° $ : Chapter 21 Generalized Inverses PROFERTIES The (Moore-Penrose) gencralized inverse (or pacudainverse) of a mattix A, not necessarily aie, a matric A chat satisfies the conditions: (It: AA’ and A“A are Hermitian. (2k AMARA. (By AAAS At A generalized inverse the following properties: Property 21.1: A* is unique, Reapenty 3468. AT — A"! foc aonsiguls A Property 21.3: (A°)' =A. Property 21.4: (kA)* =(1/KJAT for & #0, Property 20.8: (A)" = (a7) oo. The rank vf AY equals dhe rank of A Property 21.8: If P and Q are unitary matrices of appropriate orders so that the product PAQ is defined, then (PAQY' = Q"A'P" for every matrix. IFA has order m x m, then A* has order m x n and bas Property 21.9: Property 21.10: For square matrix A, AAT = ACA if and only if polynomial fn. (See Problems 21.13, 21.14, 21.17, and 21.36 1 21.32) can be expressed ac a ‘A FORMULA FOR GENERALIZED INVERSES ‘The following procedure will provide the generalized inverse for any matrix A! STEP 21.1: Determine the eank of A. and denote it as K. STEP 21.2: Locate a K * K submatrix of A having rank K, STEP 21.3: Theouph a sequence of elementary row and column operations of the frst kind (F1). move the submatrix identified in Step 21.2 into the upper left portion of A. That is determine where P and Q are each the product of elemenisry mairices ofthe first kind, and A, is a submatrix of A that is nonsingular and of rank X. If no clementary operations were necessary, then P and Q are identity matrices. A,,, A... OF Az muy be empty. svep 2.4 seep [A], penile and C= [BA weet ie RK dey man 192 CHAP. 21] GENERALIZED INVERSES 193 STEP ILS. at -achoe") (ay {See Problems 21-1, 21.2, and 21.26) When the colinies of A forrh a linearly independent set of vectors, (21.4) reduces to an (aay ath (21.2) {See Problem 21.3) SINGULAR-VALUE DECOMPOSITION Eguttions (27.1) and (21.2) ae useful formulas for calculating generalized inverses. However, they are not stable when roundoff error is involved, because small errors in the elements of a.matrix ‘A-can recult im large errors in the computed elements of A". (See Problem 23.12 ) fn uch sitstations ‘a better algorithm exists, For any matrix A, not necessarily square, the product AMA is normal and has nonnegative ‘igenvalues (Gee Problems 13,2 and 13.3), The poiltive square roots of these eigenvalues are the singular values of A, Moreover, there exist unitary matrices U and V such that (21.3) where D is a diagonal matrix having as its main diagonal all the positive singular values of A. The block diagonal matrix hhas the same order as A and, therefore, is square only when A is square: Equation (21.3) is a singufar-value decomposition for A. An algorithm for constructing such a decomposition 1s the following: STEP 21.6: Determine the eigenvalues of AYA and a canonical basis of orthonormal eigenvectors for A°A. STEP 21.7; Construct D as a square diagonal matrix whose sliagonal elements are the posi singular values of A. STEP 21.8: Set V=[V,| Vi], where the columns of ¥, are the eigenvectors identified in Step 21.6 that correspond to nositive eigenvalues. and the columns of ¥, are the remaining eigenvectors STEP 21.9: Calculate U,= Av,D™™ STEP 21.10: Augment onto U, the identity matrix having the same umber of rows a6 U, STEP 21.11: Tdentfy those columns of the augmented matrix that form a maximal set of linearly independent columa vectors, and delete the others, Orthonormalize the cokimns that remain, and denote the resulting. matrix as W. If A is real, then both U and Y tay be chosen to be orthogonal. (See Problems 21.4 and 21.5.) A STABLE PORMULA FOR THE GENERALIZED INVERSE Decomposition (21.3) generates the numerically stable formula Which can he simplified 1 194 GENERALIZED INVERSES (CHAR. 21 Al ovr ena where V, and U, are defined by Steps 21.8 and 21.9, respectively. For the purpose of caleulating a aenerilized inverse, Steps 21.10 and 21.11 can be ignored. (See Problems 21.6 and 21.7.) LEAST-SQUARES SOLUTIONS: ‘A least squares solution to a set of simultaneous linear equations AX Euclidean norm that minimizes |]AX™~ Bl|;. That vector is xaa'B (sy When A has an inverse, (21.5) reduces to X= A'B, which is the unique solution, For consistent systems (see Chapter 2) that admit infinitely many solutions, (21.5) identifies the solution having minimum Euclidean norm, Equation (21.5) also identifies a solution for inconsistent systems. the Cone that is best in the feastesquares sense. (See Problems 21.8 through 21.11.) the vector of smallest Solved Problems 22 [3 23 2-2 6 (Using Steps 24.1 through 21.5, we Fist determine that A has rank 2, A 2 2 submatrix of A having rank 2 is obtained by deleting the second row and second column of A. This submatrix can be moved 0 the upper left position by interchanging the order of the cecond and thitd rows ond then the second, ‘ad thee eolusans. Then, eetting og baa r-o-[b o ‘| sives us me-| . | ato i BLA Find the generalized inverse of whee pos [ 3] amt Ay eR,-21 sat Ayy hey ok 2, These 2-2 28 rea tan aa tallal-[o] = ng f2 OP Lie 0 1/32 532) vo ccoty eff =[ t] 5132 3 and At ge"co"y (BB) BP fed ife Jee que saya 2 aye es ge ite ito cll'sia sala ~~ alee! 6 36 U8 [a6 ane ve) UR Ua te CHAP, 21) GENERALIZED INVERSES iss 212 Find the generalized inverse off oor? 1224 ‘The matrix has rank 2. A 2% 2 eubanatic of A having rank 2 (but not the aoly one) is obtained by ‘deleting the second and fourth colvinns of A. This submatrix can be moved into the upper lft postion Dy interchanging the OFGer of the second and tnird cowmmns. en, sein, na ae ofiott : Ua) me ele si AS 0 10 01 weeps wage ( 159 2] wn 1 Jd with both Ay and Ay emp, Then cage[t? [2 yep - 1 oj2 1 Beau lt a] weavaen[ Falls iefh a} ti a] pe ft 27 ef 8 2 ay - “ se mtme[y S] [5G] ans coor [$3] = LR a od acttce"y aay" Te oy 1 6 [totale tps ages ayo op 0 oo of 2 afans sall-> lly allot ooo th & -ai25 525 wer28 0/25 wae "26 i861, 23 Find the generalized inverse: of 1 1 1 : 1 1 i Since the clus ofA re linea independent, me we (21.2), The Bo peta t8 4 oo] ame etter [EE sc cataya of -30e Eras irae 0 trae ares ram we wow UP rag ur an wr} 2d Construct a singular-value decomposition for the matrix in Problem 21.1 ‘We use Steps 21.6 through 21.11. RR 20 STEP 216 was] 2-2 -2 -m ‘which has eigenvalues 6, 4, and 0 with corresponding orthonormal eigenvectors ANB aw “vd x=] -1v6] x=] 03] x=] aNd 2B Wi, ° as GENERALIZED INVERSES (CHAP, 2 VE ays STEP 217 all usa STEP 21.6 =| Uvt] with Y= IMI) ° 202 2-1 WT} gg y_[-UVE wT srep 219: boa alive taps 9)-[ ve ina 2-2 alae ina INE INS STEP 21.10: Augeneoting the 3% 3 identity matric onto U,, we generate “VB W310 8 =e Id a1 0 2V6 INT Oo + STEP 21.11; The first thee columns of thc matrix form a maximal set of linearly independent columa vectors. Discarding. the Inst two columns and applying the modified Gram-Schmidt process to the Rest three columns, We ODLAN INE VIVE -1vT UNE UWE UE ave wT 0. ich, im this case, i ideatca 10 VA direst salealation shows thot fi ° ‘ aqvfo 2 ofum ooo vue ‘Construct a singular-value decomposition for the matrix in Problem 21.3. Using Steps 21.6 through 21.11, we fest form P89 wran[ 9) ws cemales 28 ad ois nyt nme [10 ad {0,117 Then o[F 5) a eal et emp 29 Wo 1 IV NT 3h Sie ins a4 vm in wemore| oft pes 8) | MG ake ans WV WT ta 2H vt 34. IVR v7, ‘We augment U, on the right by the 7 7 identity matrix and then determine thatthe fist seven columns of the augmented matrix form a maximal set of linearly independent column vectors. We discard the last ‘wo columns of the augmented idembity matrix and apply the modied Gran Schmidt process to what remains, generating CHAP. 21) ‘GENERALIZED INVERSES co ne at ne 9 IWR at sw ° 6 6 VR 7 10ND wT 0 an) “IVE vd -1VE VT VT wo ouNT 4H -9~VT -2VT a WV UF 1-270 -1v1 4/30 vs rv 7 wa To =D -2V8 | BVE Vv? SED ANT IVT IND WE, ‘A direst ealeuation shows that wu socoeeg escosgo Use (21.4) to caleulate the generalized inverse of the matrix in Problem 21.1 Using what we have already found in Problem 21.4, we compute vB IN 3116 3016 18 ue 18 0 [ANG -1NvE ane weypwr=| Ve vd ~]3/16 3/1618 [ 2B ina) Onl 18 iA] [F va i8] en ananassae a “LBA Sal AE LA ad aN 308 208-18 os 28 3728) 1? a a Solve the following systeur of equations 2k, + 2k, - 2x <1 Wx, — Bey Hx 2 matrix foum and then using (2P.S) and the rests of either re beaal-ayures see: ‘This syitem is inconsistent. Writing Probeah 21.1 o¢ Probless 21.6, We obtais vite aime aren) pe die ate ESY3)-[1 tie te walla) is the solution in the least-squares sense Therefore, 1, = ‘Solve the following system of equations in the least-squares sense: xy tiyer ay t2ey t 2x +3ey=2 ‘Wiiting this system in mate form and then using (2.5) andthe results of Prables 21.2, we obiain 198 GENERALIZED INVERSES. [cHar 21 ef S03} fans sae Saelta}-[ain 1226-1028) Sn. Thus, 4, =1/93, 4, = 2/13, x, = 3/03, and x, 2513, Problem 21.9 the solution of minimum Euclidean norm that problem. 21.10 Verify that the solution obtained ‘or the set of equations given Imerchanging the order of the (wo equations, we obtain the system ay thx; t 2x, 34,72 nye deet ‘whose coefcent mattis is in row-eshelon form, Using the techniques of Chapter 2, we determine the solution to Be atte Xe) aay an ‘with x, and x, arbitrary, For this vector, IE = Cae, ret rete, Hay eat ‘The mininnaen of this Function mecura ati eric points, Setting the frat pani derivatives equal to 2210, we Be! Sa} + 602 ~ dra, = 42,41 Wz, — y= Hay + RAS ‘which has the unique solutinn 1, = 2/18 and 1. S11 Suhsttwing these values ia (1) gives ws the same solution te we obtained in Problem 21.9. 24.11 Sales data were taken over a sevemyear period of time and coded so that the midpoint of the period coincides with time (= 0, The results are given in the following table (in hundreds of thousands of dollars: Time f-3 2-1 © 123 Sues | 0 1S 19 7 2 ‘A graph of these data reveals» near linear type of growth. Find the equation of the straight line that best fits the data in the least-squares sense. A stinight line here would satis the equation Seah w where $ denotes tales, r denotes tie, and a and b aca conetanis o be determined. Substituting «ach data pit into Bg. (7) yields the system: -3a+b=10 ~2a4 b=15 a+b ben ashes Barbe Bat bea CHAP. 2 GENERALIZED INVERSES 19 m2 2.13 m4 ‘Wiking thie aye in mtr form, and then ening (24-5) a Problem 21,7, me obtain 7 "I fe) _[oa 2 “1 9b ane sag] 8] pa ey “The equation of the bine that best fis the data in the least-squares sense is $~ Wr +25, Working to four significant digits, show that (21.2) is numerically unstable when applicd 10 Lh hd Rounding all sored (incre) nome quate 10 fur ica dg, we cae 00 200 ae ata w=. 10" tayte ef 8 3) Pena et amca men a's ono -13 23] La (@) [2% r3l () asl mle 2 8 9 Bo (b) undefined 1.25 (2) uadefioed: (0) 2, 5, 5) LM (2) [ 246 16 (a) [; 2 ] ey tar ft 2) on 369 ha [pap tae yr ae 9 ot Jerr} 090 te fre way aan bo 0 fl oo 0 ‘ ae O2 Ox HH wt (Ls 4] 1.34 Tonal sales revenue for the Might 1.38 ND (20700, 5300, 4900 of both brands vector representing the money invested by each sore in unsold computers CHAPTER 2 2AE (b) and (0) are solutions. eas a 3 S) ait [2-4 4 6-4 21 0 6 aad osha ia 208 ob a2 tal. 2am Ge) HBAS WY BT Seay area a5, 40 203 204 ANSWERS TO SUPPLEMENTARY PROBLEMS 286 Beye y= <= aye arbioary 2.0 The system i not consistent 21 Only the trivial solution 2, = x, =a, =0 exists, RAD ay 4b ye ay Bay ny anbitrany 296 jeepers eet 225 4, = 500, 1, =.4860, 2, = =10920,, = 7000 2.26 1, = = 19999300022, x, = ~9999.298601, 1, = 0.690113, x, = 10000707204, The system it inconsistent hin result are sominualy rounded to four aigniiras Agures. 27, 45088 1, = 0.00001, x, = 0.5 8 (w) Consistent only if 7, and hen x, =2— xy. tq= 1+ ays arbitrary: (4) consistent only if = 2 nd then x, = a9 There ar tely many solutions to-the system Wie 10d r= 400 Ser Bde r= 020 BW b= 0.03; +0036 40.0%: -0 Tr) 0.04 008-0 B31 AY 2) =AY-Az=B-| 232 Y= 26 w soluion of the homogeneous system; simply call dt difference H, ‘CHAPTER 3 an (foo) oe [7 ao) w@ Pi og oor o10 310 oo oad O04 3M (@) [10007 @) P1%00) @ prose ood o1oo o100 o1oa oorn oo18 ooot “3004. oo 01 asf ine 2 32 612 302-1 LIT Let A and B he n Xn fewer tsiangulie matrices. Then ay

    %, and by, i> Set C= AI Fac) = Sars Baty + So ANSWERS TO SUPPLEMENTARY PROBLEMS 205 st ert eS] elk gl PRE ii SF hn etn np nce AA) = CAA) ATA ST = (AAT = (Al)! caren. co peyote ineting init [a ean co lent ae whoa « 423 206 ANSWERS TO SUPPLEMENTARY PROBLEMS 427 45537128, x, = 26028, 2, = 48728 4 seh e ed 420 902,48 1/2 252, 4.30 (AT) fe the inverse of AX Now ANAC!) = (QUAY =a? =, oo (A! fe alto the inverse of A! ‘Equality follows from the uniqueness ofthe invert 4.31 Each part follows from the uniqueness che verse: (a) A b) AB and BA! are both inverses of AB‘; (c) ABM and cnaPTeR s S20 (a) —3 (6) -38; (@) 2916-4 3015~= -3(—-39) = 99 S22 (a) 0: (8) ~28: (@) OM say GeUF is undefined because F is not square, su 4) 0 63 4 “3 8. fas sano 528 > 8 [-26 a] 6 5.30, Diet the equal ros 68 roms fund j Ad 1 ees 10/10 10m j and then ube Propertic 5.5 nd 5.6 5.31 Use Property $4 m times, once on cach 20m of A. S332 det A= det AA = det Adet A 5.89 det AB=det A det b= det Bdet A= det BA, SM T= det = det AA’ deta. S38 Note that deta =det LU detL det, and then use Property $2. In particular, det U~ | sice it has ‘only unity clements on its main eiggonal, ANSWERS TO SUPPLEMENTARY PROBLEMS 207 ous on od 611 a2 623 ams oa om 60 on on Lineutly dependent 6.16 Lineasly dependent Lineasly independent 6.38 Linearly dependent Lineatty independent 6.38 Linearly dependent Na (0) Yom (0.0, 1} OE 12] M22 2ACVZ OY ww (a) Yes, (2,1, 2,1] 292.0, 1, 1+ (10, 1,2, =A] + (-2ML, <1, =1, 11+ 0f0, 01,2}; (8) Yes, (0,0, 0,1} =(173)f2,04 1,1] + (2/3905 1,2 M+ (-203)fL, 1, Es A] + (123310, 8,143] tes tat BEBE ays S2DEE ageys 222 EEE a 7) M6 1702.2, 2.4 ang HARD. 18596024 C1004, Els) US} (4) fect (io pery 83), bse ey ey nd, et ot vost in he aot, bevatoe of the Iypetbesia IU hen follows from Propesty 62 thatthe ening 2st linearly independent, is set of constants no all ero suck ‘Consider {Vs ¥an Yo that 6W¥, 4a¥ robe, I). Then c= 6; = == 04 v, + (1)€0) =o. ony (R)0 [e}eaf Foie say [SH em cuarTeR 7 ‘All, in the solutions for this chapter denoce arbitary constants, 1 Be ey ee) an eigenvalue of multplsty two torieaant [2] tras 208 ANSWERS TO SUPPLEMENTARY PROBLEMS pa [2] toerseaa [72] rao gar fh 2° 8] fora= VS und f° Y97] ora v5 na afl?) eeaczsat af V2] eeaez-e ' 1 ° aoe sfo] toca, aft] toraszand aft] terans np “1 va fafesft] eearovimmecy oat aft] oraeat one 0 2 1 16 | 3] eases empty ns [28] ornen ' ' 327 for A 5 Kol mulipticitythees) 748 8 | a fF] eet s tt mitts ey ‘ am {i} fe © a] [t] ont [a] tenes arty en 7.20 72 - ’ 4 B] om [8] oesovammr ine at [ 2) ses a 1 p r= |] \ ont [2] sei 2, it 7a | | ee i 2.85 [= 1.1] and [1.3], comesponding to eigerwalues @ and 4, respectively 136 1 18 1. rt ra 1a ra 746 16 var 18 18 ANSWERS TO SUPPLEMENTARY PROBLEMS 2 [-1, a) sorresponing 1 the cigenale 1 (oF onpticay 60) 1, ~2] and [1,4], corresponding 10 eigenvalues 3 and 9, respectively 11,101, 11.1.2]. and (1,1. conesponding 1 eigenvalues 1, 3, and 6, respectively [71.1.0], (1.0.1) and 1.1, 1, coreponding 0 eipenvalvs 0,0 an 3, respectively 11,10), [-1.0,1), and ft, -1, 1, eotesponding 10 eigenvalues 2, 2, and 8, respectively APR = ACAW~ ACA) = AAR) ~ ACA A I~ DIK = AX ~ AX = AX eX A- ox “The proof is by induction on the order of the matrices. The propaxition i certainly tue for 11 sasuteas Asoumne fe be ue far AA amiinesy ail dor A be am atbivary (A> 1) (44 1) anauiae Designate as A’ the matrix oblained from A by deleting it iret row and column, Then A’ has order Jk vc, and rhe induction hyporhesis can be used on it, Evaluating det(A ~ AT) by expansion of the frst ow, we get set (A~ AI= (0), ~A) det (K'— a0) + 0448") 2) = ANE = (race AEE OA E+ OCA (by induc CONAN = (ay, # race aa! + OCA) =I IEAN Crags AIRE OTA =) Dewote the eigenvalues of A at A,, Ay dex (A aI) = (19°C ~ A, A ~ ay) ‘But from Problem 7.44, det (A ~ AL) = (AYA ~ (trae AAT! + OLA") “The result follows from equating the coctfcients of A°~" ia the two expressions for the characteristic polynomial AN [A= tay ton AA OLA) race (A +B) = (4, +4.) * (is + By) to FG, +B) Elta tht ot aT Hlbse dt Bs tad ace Ase B race an = 3 (5 9,0,.)= 3 (3 teu) ace ea (Using the results of Problem 7.47, we have trace 5 5 ~ trace (9 "(AD) trace (aga ')} = Wace At = trace (race (AS) Denne the eigenvalues of Aas Ay. Aes. Ay Then dew(A ~ AI) =(-1)"U =A, ay) 042) Set A= 0, and deta = A, 4, The proot 8 by mduction on the order of the matsix. When & bas order (+1) (K+ 1), expand dei{C~ al) slong the frst columa, obtaiing the sum of rwo determinants. Use the tnduction hypothesis fm the cofactor matrix Of the element A in the (1,1) position. The second determinant is easy 10 sie bectuse the colactor mattis oF — ay i lower (angelar 210 ANSWERS TO SUPPLEMENTARY PROBLEMS. ial fm, Cy dos not exist became fi ((K ~A®)0E +1 ‘0 Every square matsix A $21 All eigenvalues must be leas than 4 in absobu value, tan cy anand [aR TRCR Bee oaate oh) p-omgrm, came: 3 4sin5=asint-1) 2ains-easin(=0]*| oom —o mane? Lfagetet ze rae] [guna sna) lac =det et eae) *Lonesen 49.7163, ro ) Soet toot BD. paste S[te SER ELSE sta) toy an an of 26 () HmA~O; (6) Conant fer) [epee sss] ey [renee isin 2e ] wa laa loli eore Bat get ary aga gs OT ata ar @ te" o O sin2e 28 ta miy-[ $0407] 44 Ca[c,.c,]" w aitrary. The solution vector in terms of C, is x09 [ BLEEP eres ces er seri aes Jers jere sas xto= [FS woe xy-['gc2ifal] as x CHAPTER » 9.16 (c) and (d) PAT OX, X81 1.0.2, 1, 1X, # 12.0, 01", x, =| 0,0,0,0)" ANSWERS TO SUPPLEMENTARY PROBLEMS a sa {0.1.0)7 99 Xs, Ma = 10.107 X, <1. 0,0)" 9.0 (a) Two chains of length 2; (8) ane chain of length 2 and two chains of ength 4; (c}one chain of length 3 ‘and one chain of length 1; (a) two chain of length 3 and one chin of length 2; (#) one cin of length 3, nme chain of lenge 2, und three chatss of length 1; (/) three chains af length ? and twa chains af Aeagths 15 (g) the eigenvalue rank numbers at given are impossible 9.2L (2) Nj=M=N,=1 and Ny=2 for Aw ty (8) the vectors found in Problem 9.17, along with Y= (0.1.0 0,0)" 9.22 (a) N,=Ny=N,=1 for A= 5; (B} the vectors ound in Probless 9.19 923 (@) forae 2 CH) X,= (0.17 M=[-2.3)" 9.24 (a) for both A=O and A=4; (6), =(-3,11' ¥,* (LF ea) for A 2; (BPA, = [ULL 1T Ky LE QUI, 928 (0) Ne Blo Awdand Nj=t for set: th) X, 927 (0) Mp=Tand N= 2 for A=H (b) y= (00,0) -01, 16-3) ¥, of 100" 9.28 (0) Ny= =H for A=2 andl y= I for Am 4s (8) B10, X, = 14, BY, ¥, E10," 9.29 (0) NaN, = Lot both A= 2 and A= 8, (6) = 1,044,015 ¥,=1,0,-1,11, ¥,=(75,-1,2,015, Wy =[0, 0,01)" 9.30 (a) Ny == 1 fot A= 2 and N= 2 for 4-3; (8) X,10,0,1,0)7, X, 11,9, ¥,=(0.0.0,1)".2, =[-3-1. 1.0)" B31 (a) Nye Ny= Land Ny= 2 forA4S,N,—1 ford =2; (6) X,=(0,0,1,9,0),, x, =[2, -1,0,0,0)% My [71.0,0,0,0), 9, (0.0, 0, 1.117, = [0,0,0,-2 11" 932 (a) (A — 2; 1) CA ANCA Te fed CA Ud (4 VE de) 7a ~ 99 ()O-270~3) HAPTER iv 1020 Nowe we sine, moat [2 9 wa [-3 1] my a1 ra 1-2) sas oi 0 ro 3, ANSWERS TO SUPPLEMENTARY PROBLEMS m2 oy @ o rr) © alo.) wan [-2 ] Joos wind cos? tin e082 0 ANSWERS TO SUPPLEMENTARY PROBLEMS. 213 rio 2 0 00 2 ~ Ty Tee ma | 3e—26" dee 2e 10,42 Prematinly (10.19 om the left by 8; thes postmuiply on the right by 5"! and set T= 87" 19.43 Preenatiply (30.1) on the left by $ to obtain SA = BS, Then BY ~ B(SX) ~ (BS)X = (SA)K = S(AX} = S(AX)= A(SX) = AY. CHAPTER 1 1d (@) 0: (8) 0: Co) 5 (D5 Ke) MH () Gi (8) 2 Meld (ay 18 (0) (A= i% (A) “1 is) He FPSO WaatS Q,= (UV ZIE @e = (VIH=1 1” = QTY. 217.0, = CoV BETTI, 9)" 11.17 The given vectors ate not linearly independent, The Grasm-Schmidt process produces ¥, = on which Step 11.4 cannot be performed. 11.18 Q,= (V3) £0, = 2 he 0, = (WVEyLE 1.07, Qe = IV BHBo 2% UV LevBy12, 1, “11%, Qe (UV RITYI-4, 13,10)", @, = (1 188)/8, -7, 91° sur Ma Q.~ (VBE LM @, VEE 1, 21%, QI 11.0)" VTA, Q, = (HPV TAL #42, 2.2- (7 y= CIV BMR-2 — 14 8.1 +2 CUNBN=1, 1,-2.0), VN LOI @,= (VFI 1.0.0)". 0, 1124 Q.= (VEN. 6.0.01, = CUTE 4.0), Qs LIV TTAB, 4, -2,91% = HVT. P42 rv TOME, 7,0, = CLV TDI -7. 5)? 1125 @ 11.36 Q,= (UV BIE, 1.01", O: = UV AIL 27) AV, ETE 14.27 Consider the equation ©, each (49 1.2,--- +--+ 6,0, = 0, where the Q, vectors form an orthogonal set, Far a4 ANSWERS TO SUPPLEMENTARY PROBLEMS ontnaie {8 10-0), BQ eek de Since is monger, si £00 is (QO) this. €, =0. Mae Set WXEWALy ae cc ape Tae (XX) y = (WH) (WR) =¥-P= yl? -Theeefore, (KX) q0, Furhermore, if #0, then ¥=W'N @, unl Chay Leis inne. 11.29 we continue om Problem 11,28, i follows that (X, X).q = 01 and ond if ¥= 0 and that i che case i ‘nd only it X=W"'W =O, CHAPTER 12 1219 (0) 1: (H) VTE (9 VT: () VB) VB W230 (0) 15 (6) 65 (€) TU 9 (8B TAM (a) 1; (6) 5 (C4 CIB EO nh (0) VT (0) VB: Ce) VB (a) VER, (0) VIR wad (0 3": (8) VE (9) (aD SSIS LE 122 (0) (6) VIB (2) 8) VB IIS (a) Hs (O) 7; (c) 85 (e) 3 4-V3 1228 (ad: O) 5 (AAS WET tap (0) 139" ce) (d) SAS 12.28 (01 VM; (6) VFR ke) VB: (4) VEE Ce) VIS 12.29 (0) 6; (6) 1, (21 95 (4) 5; @) BUD 12.30 (2-75 (8) 8: (2) 95 (#) Se fe) 9472 12.31 (0) 5.4680; (6) 8.6099; (¢) 8.120 (a) 4.2992; (€) 74517 12.32 For any induced noc, [il] eaxy4<1 (UH = many (RI) = 1s 12.31 Renate the ith row of A as A,, nd the jth colume of Bas B,. Then ani? ~ 33 |§ o.b.|'- ES lear Bar andy the Seas ineguaiy, Vapi = 2 2 4a7 ary (3,3 rt )(E 3 seat) tees ANSWERS TO SUPPLEMENTARY PROBLEMS as BEDE I WI <8 YEN Dy = OM OED I YS ae Og FN De SIRT + IMI 12.35 (a) VIB: (6) &: (ch Vi (a) VE: (e) VIB AB.96 (a) 5.9725; (69 6.7958; (6) BADE inst 4.8990 12.38 The eigenvalues of A and AT ore identical. Bw (@) (8) 4.198: () 66; (i) 2.729; fe) 2.47 12401! = Land [fll = 1 from Problem 12.31, teat ror ponsinguar a, =| = aa"*ll> Halla” "I~ cin CHAPTER 13 1320 CE, and F wat B.C, 6, F, and H 183, =[1VE. 13. 017, Q, ~[-1VB, 115, 2V8T", and Qa 10 eigenvalues ~2, ~2, apd I, respectively V3, -11V3, 113), corresponding BRAY Q, ~[1,0,0,0, 0), Q, ~ (0, 1°V%, LIVE, 0,0], Qy ~[0, -1/VE, VB, 27%, OF, =[0,0,0, 0,11", and Q, = (0. 1'V3, =1/V3, LIV, 0}, corresponding to eigenvalues 3, 3, 3, 0 and 0, respectively. A824-Q, = [HVE -LIVE_UIVS, OF, y= FVD, 13, UV9]', Q, = LUE, 25, LIV, 01", and Ge = [=H 0, 178,28)", cornesponding 10 eigenvalues I. 1, 4, and d, respectively 13.25 () Fcannot be reduced using only £3; (B) three positive values and two zeros; (c} four positive values wae @) [2 “24 WaT (a) Eivelt S706 = 90 TR~ 14s <1 4-2 2m ] 16+ 50. 16 “2-816 nwa) eefE FT] ecb aa 1.29 (A+ By" ~ (AFB) (As BY = AT + Baar apravsE 13.30, (4B) = By" = Ry" = (BA) = ATH = AH ~ AB, implying thot powers of Hermitian matics a Hermitian, Because A comsutes sth Hse 13.31 Construct the vector B, #0 that it has #1 sete th component and all other components are zero. Then (AB, E,) = yay whichis real by Property 13.5 26 ANSWERS TO SUPPLEMENTARY PROBLEMS. 1 AA aad aa aaa 133 GAN" = ("= CUA)" = (iA) = “ih = ial = 8) =i HM EAL) = (MAID = (RANE) = (XK, AM) = —06, AX) = —TOG RD 1.35 Let A be an eigenvalue of A corresponding tothe eigenvector X. Then AMX RD © CAND = CAM) = OE, AP) = OL AMR) © OR, =A) © (ANS = AOS Thus, A= =f, and A is pure imaginary. 196 AM eA = aT 13.37 §(A+ A) 8 Hermitian and j(A~ A) skeweHerminan for any matrix A. Foe real A, these matrices ‘ate symmetric and skew-symmetric, respectively 1.38 According to (6.1), f(A) can be written aan (n = 1)-degree polypomial in A. Since the eigenvalues of A are real, $0 are the coefficients of such a polynomial, The result then follows from Problem 13.29 and CHAPTER 14 1417 A,B and G are positive defi and D are positive semideinite emer nate —0.290 at ats| o7na 16927-02395] may Bit =3) 2 wn -o2mm1s ozs 22108, 1 a via oo uae w?=[ 4, 8] a ee] vis vaso * =VI3 =V1I6 VOI, 136 2.6833 os7aE 0am on wnte[a 3 ot ) tas um oe vis vita a UM (A+ BIK.X) = CAX,X) + (BX,X) 20 1428 (WRX) = (, AX) = (HIORD = (Axe x) 20 14.26 The eigenvalues of A” are the reciprocals of the eigenvalues of A (Property 7.4) and are, therefore, positive. Furthermore, (A')"'=(A") "= A"\,so.A~' i Hermitian, A Hermitian matrix with positive ‘tigenvalues is positive definite. M42) Fer any X40, sat W= CK. Then YAO because X—€°%, and (BN) = (CMOX,x) (ACK, CX) = (AY, ¥) > 0, 14.28 B= At is Hermitian, so ({B) is Hermitian for any fonction (Problem 13.38); in particular, (B) = e% TEA an eigenvalus of in elgemvalue of Bande" > isan eigenvalue of e* (Property 10.3). 6 Hesmitian mate wth positive eigenvalues ic positive definite 14.29 11 (AX, X} is positive forall complen-valued vectors X, then itis slo real for such vectors. It follows trom Froperty 15.9 that A 1s Hermien ANSWERS TO SUPPLEMENTARY PROBLEMS 207 ] nd xt” with X real and nonzero, thea (AX, X) = x] + 2x, +a} =r; + 43)! >0, CHAPTER 15 15.16 Cand. owe Net -IN3 0 NG 9 10 0 sind 0 cost 0 0 a 8 O41 oo oO 8 1 15.36. Direct munication vcs BZ, (4, (0) 187 The (Kp) element of the product Is.4,, cas #~ 2,, sin 8 Choate @to make this quantity equal to zero CHAPTER 16 tenn (ay [ ct <1 1 a8. tau tas W607 16.19 16.20 wat 122 ANSWERS TO SUPPLEMENTARY PROBLEMS (2) and (<) are postive definite; (b} is positive semidetnite f) [10 0) () 100) Ww fr 0007 @ pro ow © o1o aio D100 or oo oot 900. nord oon o voor 0 “They are not congracat because they do not have the same iaeitis matrix, (a) Three pesitive tis tawalues: (90 180 positive cinenvalues and one zera eigenvatue: (e] four posit ‘eigenvalues; (4) two positive and two nepative eigenvalues ‘Ae hoeusay ats tm fo. ' 0 fi oo) @fi oo avi -2NT) LT “320 172 -319 191 We =) 210 “1 ot bo) 1 nr) iene mara ) oo -1 (THAIS == Hs Us Given A=PABPY and B= PLCPS. Set P,=PLR,, Then A= P,BBT= PEP.CPL YP! = (P,P, )EXP.P:)’ = PCPs. TA=PBP" then B= QAQ’, where Q=P* [Denote as N an inertia matrix congruent to A, Then A i ako congruent to N (Problem 86.20). (a) 1B comruemt to A and A i congruent ta N, then B it congruent ts N (Problem 16.19), (B) 1 both A and B are engpricnt to N. then A's codmuéet lo N and N is coneruen! 1 B an A is conerucat to B, “The eigenvalues of AW! are the reciptocals ofthe eigenvalues af A, and therefore have the tame sgas. 1? fellows trom Property 16.1 that A and A are congrucns ca the tame incrla mais and vo themselves. (CHAPTER 17 7.20 ma wat my ne Reducible. not primitive, nov stachastie, 30 <4 Ineeducible, primitive, nt stochastic, 3 = 4 Ireeducible. not primitive. not stochastic, Vs =: Ieducible, pi wot stochastic, @ <4 Irreducible, primitive, pot stochastic, o =7 ANSWERS TO SUPPLEMENTARY PROBLEMS 29 17.25 lnseducible, primitive, stochanie, ergodic, ¢ 1 w9eas 1745 9145 Le] 1914s 74s 9148 1914s 1745 9188] 11.26 Retusible, not primitive, stochastic, rgedic, @ = 1, Loo L-]1 90 100. 17.27 Reducible, not primitive, stochastic, ened, @ = 3k OSI u-[o io re 0 508. 17.28 Redusible, not primitive, stochastic, not ergodic, o = 1, no Tit exists. 1729 irreauome, primitive, coubly stocnasui, ergo. = 1, wa us #3] Le 13 us U3 na 0s 7.30 (a) $6.48 pervect; (b} 55.56 percent Wot Probabiines are 2, v.14, 0.334, 0.131, and U.1>102. HTAE (a) Apperaieaiely 34 discharged, ‘MU ambulniory, 18 bedridden, ar 17 dead; (4) approsimately 6S ischarged and 35 dead CHAPTER 18 WE (o) Band matrix of with three, widlagocal, Toeplitz, and Hessenberg: (B) circulant and Toeplitz: (¢1 Wewsenberg; (d) circulant and Toeplitz: (e) tidiagonal, Toeplitz, and Hessenberg: (f) none; (g) twideagece! toa! Hesscabang f= A20, with genres 11H. Rett fhe 1A and espesively 1/12, end Ay (31 V5PI2, with cgervestors A, fh, 11 4/2, IPD, (-14 WII, respectively wipro os 07 a 20 9 [: Joi 5] Tas 3 oF alle 01 at sim 10 oO 200) Waa With U=|0 -1V2 -1/V2] wehave UTRU-|-VE 4 oO} OWE 1W2. O33 20 ANSWERS TO SUPPLEMENTARY PROBLEMS 3-30 vieu=|-v3 51 o 43 te 8 tae cee L-vE 0 a 0 -11vE 0 1wilfo 1a 0 vayefrvl 12-12 0 mm owinw=!9 “9 1 0 flo ao i} seme UAU=!°G in 12 ve 0 ve 0 iwillo o 4 0. 06 =i mai wasn gore -[ $8.22 First lueration (k In am ‘ and A beenenen ‘ossar00 ~0.832050 ae) =| 0 0 0 0) ssn 058800 0 0 1o| o4 2utey. =1.183846 =0.482080 7.211103 simas 0.832080 2 1 [= 1201 A1aeRst 0 4 rains -1 Second Iteration (k =. 42, j*3)= and A becomes 0.990521 0.137361 0 tooo 0 oj 0 0.137361 0.990821 0 a o 0 oo4 LASS —4.289876 —Oonots 0 A 2eset6 2166909 OTIS 0 ~0.6s7688 0371544 =. 320735 7.20010 0 0 72010 =1 ‘Third feratlon (k= 3, 1= 1, )=2): oapsi2 pasta 0 0 wc =| OS OFTHE OO) ae “ise. 2m 0 ran Bens omaass 8 See eS ato s4 3 5-4 4-3 18.24 No solution CHAPTER 19 was a4 “The eigenvalue is 14+ (11) = 3. ws 46 19.17 The eigenvalues wre ~4, ~2, and 1. with corresponding eigenvector ¥, V,= (0.1.0), respectively. With X, mas x. ANSWERS TO SUPPLEMENTARY PROBLEMS 2 aj] a8 x= Hh, eration ‘Meration | Eigenvector components | Eigenvalue ° Toon 1.00001 0000) 1 nooo 0.7778 0.7m | 9.0000 2 10000 0.7183 0.746 | 7.88 3 too 0.6te7 0.76 | 78782 4 Low 0.6737 o.7e | 78780 s Lomo o.6661 0.746 | 7.8730 lgenvector compara. ome 1.0000 ons -0.2897 0713 ~0.2837 074s ~02857 Eigenvectorcompenents | Eigenvalues Loven 3.0000 Lomo -0.5313, 32.0000 1.0000 0,2960) 30.4063 Loong 0.2102 wane 1.0000 0.1000 passe Uueration | Eigenvector camponents | Eigenvalue ° omy Lau 1.00 ' tomo 0.000 1.0008 | 2.0000 a 1.000 0.2500 1.000 | = 2.000 1 1]", ¥,=[1.0,1]", and 1V,3 ths. X, it a lear ~ we have X, = OW, + 1¥,

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