Math 104 Fall 2019

Homework 7
Due Thursday, November 21 (before class)

Homework should be submitted via gradescope.

1. Laub, Chapter 9, exercise 2.

2. Laub, Chapter 9, exercise 3.
3. Suppose A is positive semidefinite. Can you a find a square root of this matrix? In other words, can
you find a matrix B such that B 2 = A? If yes, explain how you would construct it. If no, explain why
no such matrix exists.

4. Suppose A is positive semidefinite. Show that the maximum eigenvalue of A, denoted by λmax , is given
by the so-called Rayleigh quotient
w∗ Aw
sup ∗ .
w6=0 w w

5. Do either (a) or (b) (not both).

(a) Consider an n × n positive definite matrix A with a largest eigenvalue greater than the second
largest. Consider the following algorithm: start with a random vector x(0) ∈ Rn such that
kx(0) k2 = 1 and for t = 1, 2, 3, . . ., recursively define

x(t) = Ax(t−1) /kAx(t−1) k.

What does this algorithm converge to? [Hint: consider an eigenvalue decomposition of A.]
(b) Implement the simple algorithm from (a) and apply it to a positive definite matrix of your choice
as in (a). Do you see what the algorithm converges to? Verify your intuition by using any
numerical linear algebra routine of your choice.