Problem Set #2. Due Sept.16 2019.

MAE 501 - Fall 2020. Luc Deike, Anastasia Bizyaeva, Jiarong Wu

September 10, 2020

Homework is due by 09/16/2020 midnight ET. We will correct anonymously, so please

do not indicate your name when you scan and submit your answer via gradescope.

Exercise 1. For what value(s) of α do the following systems have solutions?

(a)     
1 2 3 x 2
3 2 1 y  =  0 
1 1 1 z α
(b)     
1 2 3 x α
4 5 6 y  =  4 
9 8 6 z 1

Exercise 2. What condition(s) need the component of c satisfy if Ax = c is to possess a

solution, where
 
1 0 2
A = 2 −1 0
1 1 6
Exercise 3. Find the eigenvalues and normalized eigenvectors for the following two self-
adjoint matrices:

   
2 1 0 2 1 0
a.) A = 1 2 0 b.) A = 1 2 0
0 0 2 0 0 3

Exercise 4. Similarity Transform

Given a matrix A, we can produce a new matrix as B = S −1 AS or as B = SAS −1 . This
operation is said to be a similarity transform. It is called so because both A and B
a.) have the same set of eigenvalues;
b.) the same determinant.
Prove that these properties hold. (Assume that A, S ∈ Rn×n , which is the more common
system that we will deal with. Clearly, for this problem, we have assumed that S −1 exists.)

1
Exercise 5. Prove that the determinant of a matrix A ∈ Rn×n is simply the product
of its eigenvalues. Hint: We have established that any square matrix can be written as
A = QΛQ∗ , for a self-adjoint matrix; A = SΛS −1 , for a non-self adjoint matrix where S
is formed by linearly independent eigenvectors, so S −1 exist. Finally, when we can’t find n
linearly independent eigenvector, the matrix can be almost diagonalized through the Jordan
form J, where J is triangular and A = M JM −1 (see notes on blackboard). What is the
determinant of J ?

Exercise 6. We have introduced functions of matrices. We have now learned that any
square matrix can be written as A = QΛQ∗ , A = SΛS −1 or A = M JM −1 . Prove that
eAt = QeΛt Q∗ or SeΛt S −1 or M eJt M −1
   
σ ω cos ωt sin ωt
Exercise 7. Consider Ω = Ωt
. Show that e = e σt
and Ω−1 =
  −ω σ − sin ωt cos ωt
σ −ω
1
σ 2 +ω 2 ω
. Based on this, what do you think eΩt and Ω−1 would be for
σ
 
λ1 0 0 0 0 0 0
 0 λ2 0 0 0 0 0
 
 0 0 λ3 0 0 0 0 
−1
 
T AT = Ω =  0 0 0 σ1 ω1
 0 0 
 0 0 0 −ω1 σ1 0 0 
 
0 0 0 0 0 σ2 ω2 
0 0 0 0 0 −ω2 σ2

Note: In a diagonal-dominant matrix, we can study each block (indicated by three blocks
with just a single diagonal element each and two 2 × 2 blocks) and draw inference. It is
assumed that the real eigenvalues are non-zero.