CHAPTER 4

Exercise 4.1

1.
 Coeffi ent M atrix:   of Constants:
Vector 
Qd −Qs =0 1 −1 0 0
   
   
Qd +bP =a  1 0 b   a 
   
Qs −dP = −c 0 1 −d −c

2.
Qd1 −Qs1 =0
Qd1 −a1 P1 −a2 P2 = a0
Qs1 −b1 P1 −b2 P2 = b0
Qd2 −Qs2 =0
Qd2 −α1 P1 −α2 P2 = α0
Qs2 −β 1 P1 −β 2 P2 = β0
 Coeffi cient matrix:  
Variable 
vector: 
Constant 
vector:

1 −1 0 0 0 0 Qd1 0
     
     
 1 0 0 0 −a1 −a2   Qs1   a0 
     
     
 0 1 0 0 −b1 −b2   Qd2   b0 
     
     
 0 0 1 −1 0 0   Qs2   0 
     
     
 0 0 1 0 −α1 −α2   P1   α0 
     
0 0 0 1 −β 1 −β 2 P2 β0

3. No, because the equation system is nonlinear.

4.

Y −C = I0 + G0

−bY + C = a

The coefficient matrix and constant vector are

   
1 −1 I0 + G0
   
−b 1 a

13
 5. First expand the multiplicative expression (b(Y − T ) into the additive expression bY − bT so
that bY and −bT can be placed in separate columns. Then we can write the system as

Y −C = I0 + G0
−bY +bT +C =a
−tY +T =d

Exercise 4.2
       
7 3 1 4 21 −3 16 22
1. (a)   (b)   (c)   (d)  
9 7 0 −8 18 27 24 −6
 
28 64
 
 
2. (a)Yes AB =  6 0 . No, not conformable.
 
13 8
   
14 4 20 16
(b)Both are defined, but BC =   6= CB =  
69 30 21 24
   
− 15 + 12 0 − 3
+ 6
1 0 0
 10 5 10   
 1 28 3 14   
3. Yes. BA =  −3 + 5 + 10 1 −2 + 5 + 10  =  0 1 0 
   
2 4 6 2
5 − 10 0 5 − 10 0 0 1
Thus we happen to have AB = BA in this particular case.
 
0 2    
  49 3 3x + 5y h i
 
4. (a)  36 20  (b)   (c)   (d) 7a + c 2b + 4c
  4 3 4x + 2y − 7z (1×2)
16 3 (2×2) (2×1)
(3×2)

5. Yes. Yes. Yes. Yes.

6. (a) x2 + x3 + x4 + x5
(b) a5 x5 + a6 x6 + a7 x7 + a8 x8
(c) b(x1 + x2 + x3 + x4 )
(d) a1 x0 + a2 x1 + · · · + an xn−1 = a1 + a2 x + a3 x2 + · · · + an xn−1
(e) x2 + (x + 1)2 + (x + 2)2 + (x + 3)2
P
3 P
4 P
n
1
P
n
1
7. (a) ixi (xi − 1) (b) ai (xi+1 + i) (c) xi (d) xi
i=1 i=2 i=1 i=0

14
 µ ¶
P
n P
n+1
8. (a) xi + xn+1 = x0 + x1 + · · · + xn + xn+1 = xi
i=1 i=0
(b)
n
X
abj yj = ab1 y1 + ab2 y2 + · · · + abn yn
j=1
n
X
= a(b1 y1 + b2 y2 + · · · + bn yn ) = a bj yj
j=1

(c)
n
X
(xj + yj ) = (x1 + y1 ) + (x2 + y2 ) + · · · + (xn + yn )
j=1
= (x1 + x2 + · · · + xn ) + (y1 + y2 + · · · + yn )
Xn Xn
= xj + yj
j=1 j=1

Exercise 4.3
   
5 15 5 −5
 h i  
   
1. (a) uv 0 =  1  3 1 −1 =  3 1 −1 
   
3 9 3 −3
   
5 35 25 40
 h i  
   
(b) uw0 =  1  5 7 8 =  7 5 8 
   
3 21 15 24
   
x1 x2 x1 x2 x1 x3
 h i  1 
   
(c) xx0 =  x2  x1 x2 x3 =  x2 x1 x22 x2 x3 
   
x3 x3 x1 x3 x2 x23
 
5
h i 
0  
(d) v u = 3 1 −1  1  = [15 + 1 − 3] = [13] = 13
 
3
 
3
h i 
 
(e) u0 v = 5 1 3  1  = [15 + 1 − 3] = 13
 
−1

15
  
x1
i
h 
 
(f) w0 x =  x2  = [7x1 + 5x2 + 8x3 ] = 7x1 + 5x2 + 8x3
7 5 8
 
x3
 
5
h i 
0  
(g) u u = 5 1 3  1  = [25 + 1 + 9] = [35] = 35
 
3
 
x1
h i  £ ¤ P 3
 
(h) x0 x = x1 x2 x3  x2  = x21 + x22 + x23 = x2i
  i=1
x3
0 0 0
2. (a) All aredefined except w x and xy. 
x 1
h i x 1 y1 x 1 y2
(b) xy 0 =   y1 y2 =  
x2 x2 y1 x2 y2
 
h i y1
xy 0 = y1 y2   = y12 + y22
y2
   
z1
h i z 2
z 1 z2
zz 0 =   z1 z2 =  1 
z2 z2 z1 z22
   
y1
h i 3y 2y 16y
yw0 =   3 2 16 =  1 1 1

y2 3y2 2y2 16y2
x · y = x1 y1 + x2 y2
P
n
3. (a) Pi Qi
i=1
(b) Let P and Q be the column vectors or prices and quantities, respectively. Then the total
revenue is P · Q or P 0 Q or Q0 P .

4.

(a) w10 w2 = 11 (acute angle, Fig. 4.2c)

(b) w10 w2 = −11 (obtuse angle, Fig. 4.2d)

(c) w10 w2 = −13 (obtuse angle, Fig. 4.2b)

(d) w10 w2 = 0 (right angle, Fig. 4.3)

(e) w10 w2 = 5 (acute angle, Fig. 4.3)

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      
0 5 5
5. (a) 2v =   (b) u + v =   (c) u − v =  
6 4 −2
     
−5 10 20
(d) v−u =   (e) 2u + 3v =   (f) 4u − 2v =  
2 11 −2

6. (a) 4e1 + 7e2 (b) 25e1 − 2e2 + e3

(c) −e1 + 6e2 + 9e3 (d) 2e1 + 8e3
p √
(a) d = (3 − 0)2 + (2 + 1)2 + (8 − 5)2 = 27
p √
(b) d = (9 − 2)2 + 0 + (4 + 4)2 = 113

7. When u, v, and w all lie on a single straight line.

8. Let the vector v have the elements (a1 , . . . , an ). The point ofhas the elements (0, . . . , 0). Hence:
p
(a) d(0, v) = d(v, 0) = (a1 − 0)2 + . . . + (an − 0)2
p
= a21 + . . . + a2n
(b) d(v, 0) = (v 0 v)1/2 [See Example 3 in this section]

(c) d(v, 0) = (v · v)1/2

Exercise 4.4
 
5 17
1. (a) (A + B) + C = A + (B + C) =  
11 17
 
−1 9
(b) (A + B) − C = A + (B − C) =  
9 −1

2. No. It should be A − B = −B + A
 
250 68
3. (AB)C = A(BC) =  
75 55
4.

(a) k(A + B) = k[aij + bij ] = [kaij + kbij ] = [kaij ] + [kbij ]

= k[aij ] + k [bij ] = kA + kB

(b) (g + k)A = (g + k)[aij ] = [(g + k)aij ] = [gaij + kaij ]

= [gaij ] + [kaij ] = g [aij ] + k [aij ] = gA + kA

17
5.

(a)
 
(12 × 3) + (14 × 0) (12 × 9) + (14 × 2)
AB =  
(20 × 3) + (5 × 0) (20 × 9) + (5 × 2)
 
36 136
=  
60 190

(b)
 
(4 × 3) + (7 × 2) (4 × 8) + (7 × 6) (4 × 5) + (7 × 7)
AB =  
(9 × 3) + (1 × 2) (9 × 8) + (1 × 6) (9 × 5) + (1 × 7)
 
26 74 69
=  
29 78 52

(c)
 
(7 × 12) + (11 × 3) (7 × 4) + (11 × 6) (7 × 5) + (11 × 1)
 
 
AB =  (2 × 12) + (9 × 3) (2 × 4) + (9 × 6) (2 × 5) + (9 × 1) 
 
(10 × 12) + (6 × 3) (10 × 4) + (6 × 6) (10 × 5) + (6 × 1)
 
117 94 46
 
 
=  51 62 19  = C
 
138 76 56

(d)
 
(6 × 10) + (2 × 11) + (5 × 2) (6 × 1) + (2 × 3) + (5 × 9)
AB =  
(7 × 10) + (9 × 11) + (4 × 2) (7 × 1) + (9 × 3) + (4 × 9)
 
92 57
=  
177 70

(e)
   
−2 × 3 −2 × 6 −2 × −2 −6 −12 4
   
   
i. AB =  4 × 3 4×6 4 × −2  =  12 24 −8 
   
7×3 7×6 7 × −2 21 42 −14

18
 ii. BA = [(3 × −2) + (6 × 4) + (−2 × 7)] = [4]

6. (A + B)(C + D) = (A + B)C + (A + B)D = AC + BC + AD + BD

7. No, x0 Ax would then contain cross-product terms a12 x1 x2 and a21 x1 x2 . But the associated
law would still apply.

8. Unweighted sum of squares is used in the well-known method of least squares for fitting an
equation to a set of data. Weighted sum of squares can be used, e.g., in comparing weather
conditions of different resort areas by measuring the deviations from an ideal temperature and
an ideal humidity.

Exercise 4.5
 
−1 5 7
1. (a) AI3 =  
0 −2 4
 
−1 5 7
(b) I2 A =  
0 −2 4
 
x1
(c) I2 x =  
x2
h i
(d) x0 I2 = x1 x2
   
−9 + 30 + 0 21
2. (a)Ab =  = 
0 − 12 + 0 −12
(b) AIb gives the same result as in (a).
h i
(c) x0 IA = −x1 5x1 − 2x2 7x1 + 4x2
(d)x0 A gives the same result as in (c)

3. (a) 5 × 3 (b) 2 × 6 (c) 2 × 1 (d) 2 × 5

4. The given diagonal matrix, when multiplied by itself, gives another diagonla matrix with the
diagonal elements a211 , a222 , . . . , a2nn . For idempotency, we must have a2ii = aii for every i. Hence
each aii ust be either 1, or 0. Since each aii can thus have two possible values, and since there
are altogether n of these aii , we are able to construct a total of 2n idempotent matrices of the
diagonal type. Two examples would be In and 0n .

19
Exercise 4.6
 
    1 6
0 −1 3 0  
 
1. A0 =   B0 =   C0 =  0 1 
4 3 −8 1  
9 1
 
  24 17
3 −1  
 
2. (a) (A + B)0 = A0 + B 0 =   (b) (AC)0 = C 0 A0 =  4 3 
−4 4  
4 −6

3. Let D ≡ AB. Then (ABC)0 ≡ (DC)0 = C 0 D0 = C 0 (AB)0 = C 0 (B 0 A0 ) = C 0 B 0 A0

 
1 0
4. DF =  , thus D and F are inveres of each other, Similarly,
0 1
 
1 0
EG =  , so E and G are inveres of each other.
0 1

5. Let D ≡ AB. Then (ABC)−1 ≡ (DC)−1 = C −1 D−1 = C −1 (AB)−1 = C −1 (B −1 A−1 ) =

C −1 B −1 A−1

6. (a) A and X 0 X must be square, say n×n; X only needs to be n×m, where m is not necessarily
equal to n.
(b) AA = [I − X(X 0 X)−1 X 0 ][I − X(X 0 X)−1 X 0 ]
= II − IX(X 0 X)−1 X 0 − X(X 0 X)−1 X 0 I + X(X 0 X)−1 X 0 X(X 0 X)−1 X 0
[see Exercise 4.4-6]
= I − X(X 0 X)−1 X 0 − X(X 0 X)−1 X 0 + XI(X 0 X)−1 X 0 [by (4.8)]
0 −1 0
= I − X(X X) X
=A
Thus A satisfies the condition for idempotency.

Exercise 4.7

1. It is suggested that this particular problem could also be solved using a spreadsheet or other
mathematical software. The student will be able to observe features of a Markov process more
quickly without doing the repetitive calculations.
 
0.9 0.1
(a) The Markov transition matrix is  .
0.7 0.3

20
(b) Two periods Three Periods Five Periods Ten Periods
Employed 1008 1042 1050 1050
Unemployed 192 158 150 150
(c) As the original Markov transition matrix
 is raised to successively
 greater powers (M n n=
0.875 0.125
∞) the resulting matrix converges to   , which is the ”steady state”, giv-
0.875 0.125
ing us 1050 employed and 150 unemployed.

21